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This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

统计金融 · 定量金融 2020-04-06 Philip Ndikum

Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…

物理与社会 · 物理学 2018-11-27 Jingfang Fan , Keren Cohen , Louis M. Shekhtman , Sibo Liu , Jun Meng , Yoram Louzoun , Shlomo Havlin

This study aims to examine the challenges and applications of machine learning for financial research. Machine learning algorithms have been developed for certain data environments which substantially differ from the one we encounter in…

统计金融 · 定量金融 2021-03-29 Kristof Lommers , Ouns El Harzli , Jack Kim

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

计算金融 · 定量金融 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been…

统计金融 · 定量金融 2020-05-29 Xinyue Cui , Zhaoyu Xu , Yue Zhou

The financial market trend forecasting method is emerging as a hot topic in financial markets today. Many challenges still currently remain, and various researches related thereto have been actively conducted. Especially, recent research of…

统计金融 · 定量金融 2020-04-06 Jonghyeon Min

This article introduces the groundbreaking concept of the financial differential machine learning algorithm through a rigorous mathematical framework. Diverging from existing literature on financial machine learning, the work highlights the…

数理金融 · 定量金融 2024-05-03 Pedro Duarte Gomes

Machine learning algorithms can now outperform classic economic models in predicting quantities ranging from bargaining outcomes, to choice under uncertainty, to an individual's future jobs and wages. Yet this predictive accuracy comes at a…

理论经济学 · 经济学 2025-08-27 Annie Liang

This article is an introduction to machine learning for financial forecasting, planning and analysis (FP\&A). Machine learning appears well suited to support FP\&A with the highly automated extraction of information from large amounts of…

计量经济学 · 经济学 2021-07-13 Helmut Wasserbacher , Martin Spindler

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

机器学习 · 计算机科学 2019-01-23 Tao Ma

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

计量经济学 · 经济学 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

统计金融 · 定量金融 2022-09-27 Chen Zhang

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

交易与市场微观结构 · 定量金融 2024-09-27 V. Lanzetta

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

计量经济学 · 经济学 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

Precise financial series predicting has long been a difficult problem because of unstableness and many noises within the series. Although Traditional time series models like ARIMA and GARCH have been researched and proved to be effective in…

机器学习 · 计算机科学 2018-12-11 Xin-Yao Qian

Quantum algorithms have the potential to enhance machine learning across a variety of domains and applications. In this work, we show how quantum machine learning can be used to improve financial forecasting. First, we use classical and…

As a result of the greater availability of big data, as well as the decreasing costs and increasing power of modern computing, the use of artificial neural networks for financial time series forecasting is once again a major topic of…

机器学习 · 统计学 2021-04-21 Adam Balusik , Jared de Magalhaes , Rendani Mbuvha

This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…

机器学习 · 统计学 2020-01-15 Shi Zhao , Ying Feng

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

统计金融 · 定量金融 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

Prediction markets show considerable promise for developing flexible mechanisms for machine learning. Here, machine learning markets for multivariate systems are defined, and a utility-based framework is established for their analysis. This…

人工智能 · 计算机科学 2015-03-19 Amos Storkey
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