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This paper investigates how various randomization techniques impact Deep Neural Networks (DNNs). Randomization, like weight noise and dropout, aids in reducing overfitting and enhancing generalization, but their interactions are poorly…

The stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote…

机器学习 · 计算机科学 2024-08-23 Gonzalo Lopez Gil , Paul Duhamel-Sebline , Andrew McCarren

Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

统计金融 · 定量金融 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

We consider a data-driven newsvendor problem, where one has access to past demand data and the associated feature information. We solve the problem by estimating the target quantile function using a deep neural network (DNN). The remarkable…

最优化与控制 · 数学 2024-10-01 Jinhui Han , Ming Hu , Guohao Shen

Deep neural networks (DNNs) are powerful learning machines that have enabled breakthroughs in several domains. In this work, we introduce a new retrospective loss to improve the training of deep neural network models by utilizing the prior…

计算机视觉与模式识别 · 计算机科学 2020-06-25 Surgan Jandial , Ayush Chopra , Mausoom Sarkar , Piyush Gupta , Balaji Krishnamurthy , Vineeth Balasubramanian

In this work we use Recurrent Neural Networks and Multilayer Perceptrons to predict NYSE, NASDAQ and AMEX stock prices from historical data. We experiment with different architectures and compare data normalization techniques. Then, we…

统计金融 · 定量金融 2019-08-30 Kerda Varaku

Training Deep Neural Networks is complicated by the fact that the distribution of each layer's inputs changes during training, as the parameters of the previous layers change. This slows down the training by requiring lower learning rates…

机器学习 · 计算机科学 2015-03-03 Sergey Ioffe , Christian Szegedy

Real-time lightweight time series anomaly detection has become increasingly crucial in cybersecurity and many other domains. Its ability to adapt to unforeseen pattern changes and swiftly identify anomalies enables prompt responses and…

机器学习 · 计算机科学 2024-07-29 Ming-Chang Lee , Jia-Chun Lin , Sokratis Katsikas

Complex nonlinear models such as deep neural network (DNNs) have become an important tool for image classification, speech recognition, natural language processing, and many other fields of application. These models however lack…

Training a deep neural network (DNN) requires substantial computational and memory requirements. It is common to use multiple devices to train a DNN to reduce the overall training time. There are several choices to parallelize each layer in…

机器学习 · 计算机科学 2024-07-08 Venmugil Elango

Time series forecasting has become a critical task due to its high practicality in real-world applications such as traffic, energy consumption, economics and finance, and disease analysis. Recent deep-learning-based approaches have shown…

机器学习 · 计算机科学 2023-05-30 Youngin Cho , Daejin Kim , Dongmin Kim , Mohammad Azam Khan , Jaegul Choo

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

计算金融 · 定量金融 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

Sequences and time-series often arise in robot tasks, e.g., in activity recognition and imitation learning. In recent years, deep neural networks (DNNs) have emerged as an effective data-driven methodology for processing sequences given…

人工智能 · 计算机科学 2021-01-29 Yaqi Xie , Fan Zhou , Harold Soh

In recent years Deep Neural Networks (DNNs) have been rapidly developed in various applications, together with increasingly complex architectures. The performance gain of these DNNs generally comes with high computational costs and large…

机器学习 · 计算机科学 2017-12-05 Yiren Zhou , Seyed-Mohsen Moosavi-Dezfooli , Ngai-Man Cheung , Pascal Frossard

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the…

机器学习 · 统计学 2017-10-23 Aaron Elliot , Cheng Hua Hsu

Time series modeling has entered an era of unprecedented growth in the size and complexity of data which require new modeling approaches. While many new general purpose machine learning approaches have emerged, they remain poorly understand…

机器学习 · 统计学 2020-11-02 Matthew F Dixon

Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic…

综合金融 · 定量金融 2019-04-01 Rosdyana Mangir Irawan Kusuma , Trang-Thi Ho , Wei-Chun Kao , Yu-Yen Ou , Kai-Lung Hua

Deep Neural Networks (DNNs) are becoming integral components of real world services relied upon by millions of users. Unfortunately, architects of these systems can find it difficult to ensure reliable performance as irrelevant details like…

机器学习 · 计算机科学 2023-05-22 Arghya Datta , Subhrangshu Nandi , Jingcheng Xu , Greg Ver Steeg , He Xie , Anoop Kumar , Aram Galstyan

Contemporary power grids are being challenged by rapid voltage fluctuations that are caused by large-scale deployment of renewable generation, electric vehicles, and demand response programs. In this context, monitoring the grid's operating…

机器学习 · 计算机科学 2019-09-04 Liang Zhang , Gang Wang , Georgios B. Giannakis

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

统计金融 · 定量金融 2021-09-07 Sidra Mehtab , Jaydip Sen