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Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast…

计算金融 · 定量金融 2021-08-31 Sidra Mehtab , Jaydip Sen

In this work, we first analyze the memory behavior in three recurrent neural networks (RNN) cells; namely, the simple RNN (SRN), the long short-term memory (LSTM) and the gated recurrent unit (GRU), where the memory is defined as a function…

机器学习 · 计算机科学 2019-11-19 Yuanhang Su , C. -C. Jay Kuo

Stock market is often important as it represents the ownership claims on businesses. Without sufficient stocks, a company cannot perform well in finance. Predicting a stock market performance of a company is nearly hard because every time…

统计金融 · 定量金融 2023-05-25 Aadhitya A , Rajapriya R , Vineetha R S , Anurag M Bagde

Corn yield prediction is beneficial as it provides valuable information about production and prices prior the harvest. Publicly available high-quality corn yield prediction can help address emergent information asymmetry problems and in…

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

机器学习 · 计算机科学 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

In this paper, we compare various approaches to stock price prediction using neural networks. We analyze the performance fully connected, convolutional, and recurrent architectures in predicting the next day value of S&P 500 index based on…

统计金融 · 定量金融 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

Continuous value prediction plays a crucial role in industrial-scale recommendation systems, including tasks such as predicting users' watch-time and estimating the gross merchandise value (GMV) in e-commerce transactions. However, it…

信息检索 · 计算机科学 2026-02-27 Runpeng Cui , Zhipeng Sun , Chi Lu , Peng Jiang

The quality of power grid equipment forms the material foundation for the safety of the large power grid. Ensuring the quality of equipment entering the grid is a core task in material management. Currently, the inspection of incoming…

系统与控制 · 电气工程与系统科学 2024-03-11 Jing Xu , Yongbo Zhang

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

计算金融 · 定量金融 2018-11-16 Huicheng Liu

Estimating value-at-risk on time series data with possibly heteroscedastic dynamics is a highly challenging task. Typically, we face a small data problem in combination with a high degree of non-linearity, causing difficulties for both…

风险管理 · 定量金融 2022-07-22 Weronika Ormaniec , Marcin Pitera , Sajad Safarveisi , Thorsten Schmidt

Ensuring sustainability demands more efficient energy management with minimized energy wastage. Therefore, the power grid of the future should provide an unprecedented level of flexibility in energy management. To that end, intelligent…

神经与进化计算 · 计算机科学 2018-11-29 Daniel L. Marino , Kasun Amarasinghe , Milos Manic

Analysis of time-series data allows to identify long-term trends and make predictions that can help to improve our lives. With the rapid development of artificial neural networks, long short-term memory (LSTM) recurrent neural network (RNN)…

新兴技术 · 计算机科学 2018-09-11 Kazybek Adam , Kamilya Smagulova , Alex Pappachen James

Midterm stock price prediction is crucial for value investments in the stock market. However, most deep learning models are essentially short-term and applying them to midterm predictions encounters large cumulative errors because they…

统计金融 · 定量金融 2019-08-06 Xinyi Li , Yinchuan Li , Xiao-Yang Liu , Christina Dan Wang

Predicting future stock prices and their movement patterns is a complex problem. Hence, building a portfolio of capital assets using the predicted prices to achieve the optimization between its return and risk is an even more difficult…

投资组合管理 · 定量金融 2021-12-24 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

The modern power grid is facing increasing complexities, primarily stemming from the integration of renewable energy sources and evolving consumption patterns. This paper introduces an innovative methodology that harnesses Convolutional…

机器学习 · 计算机科学 2023-10-26 Aneesh Sathe , Wen Ren Yang

This work presents a Long Short-Term Memory (LSTM) network for forecasting a monthly electricity demand time series with a one-year horizon. The novelty of this work is the use of pattern representation of the seasonal time series as an…

信号处理 · 电气工程与系统科学 2020-04-29 Paweł Pełka , Grzegorz Dudek

An essential task in predictive maintenance is the prediction of the Remaining Useful Life (RUL) through the analysis of multivariate time series. Using the sliding window method, Convolutional Neural Network (CNN) and conventional…

机器学习 · 计算机科学 2020-08-11 Yexu Zhou , Yuting Gao , Yiran Huang , Michael Hefenbrock , Till Riedel , Michael Beigl

Recurrent neural networks with a gating mechanism such as an LSTM or GRU are powerful tools to model sequential data. In the mechanism, a forget gate, which was introduced to control information flow in a hidden state in the RNN, has…

机器学习 · 统计学 2021-11-08 Kentaro Ohno , Atsutoshi Kumagai

Remaining Useful Life (RUL) of a component or a system is defined as the length from the current time to the end of the useful life. Accurate RUL estimation plays a crucial role in Predictive Maintenance applications. Traditional regression…

机器学习 · 计算机科学 2024-12-23 Muthukumar G , Jyosna Philip

Mobile network traffic prediction is an important input in to network capacity planning and optimization. Existing approaches may lack the speed and computational complexity to account for bursting, non-linear patterns or other important…

网络与互联网体系结构 · 计算机科学 2020-10-13 Guto Leoni Santos , Pierangelo Rosati , Theo Lynn , Judith Kelner , Djamel Sadok , Patricia Takako Endo