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Undoubtedly, social media are brainstormed by a tremendous volume of stories, feedback, reviews, and reactions expressed in various languages and idioms, even though some are factually incorrect. These motifs make assessing such data…

信息检索 · 计算机科学 2026-03-02 Maryam Paparimoghadamborazjani , Amin Kazemi

We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…

交易与市场微观结构 · 定量金融 2026-03-03 Adir Saly-Kaufmann , Kieran Wood , Jan Peter-Calliess , Stefan Zohren

Business analytics refers to methods and practices that create value through data for individuals, firms, and organizations. This field is currently experiencing a radical shift due to the advent of deep learning: deep neural networks…

机器学习 · 计算机科学 2019-09-13 Mathias Kraus , Stefan Feuerriegel , Asil Oztekin

Whereas traditional credit scoring tends to employ only individual borrower- or loan-level predictors, it has been acknowledged for some time that connections between borrowers may result in default risk propagating over a network. In this…

综合金融 · 定量金融 2024-06-26 Sahab Zandi , Kamesh Korangi , María Óskarsdóttir , Christophe Mues , Cristián Bravo

In this paper, we tackle the real-world problem of predicting Yelp star-review rating based on business features (such as images, descriptions), user features (average previous ratings), and, of particular interest, network properties…

机器学习 · 计算机科学 2017-12-13 Luis Perez

Logistic Regression and Support Vector Machine algorithms, together with Linear and Non-Linear Deep Neural Networks, are applied to lending data in order to replicate lender acceptance of loans and predict the likelihood of default of…

风险管理 · 定量金融 2019-07-04 Jeremy D. Turiel , Tomaso Aste

While deep neural networks (DNNs) have been increasingly applied to choice analysis showing high predictive power, it is unclear to what extent researchers can interpret economic information from DNNs. This paper demonstrates that DNNs can…

综合经济学 · 经济学 2021-04-06 Shenhao Wang , Qingyi Wang , Jinhua Zhao

As financial fraud becomes increasingly complex, effective detection methods are essential. Quantum Machine Learning (QML) introduces certain capabilities that may enhance both accuracy and efficiency in this area. This study examines how…

量子物理 · 物理学 2026-02-12 Mansour El Alami , Nouhaila Innan , Muhammad Shafique , Mohamed Bennai

Machine learning (ML) has revolutionized medical prognostics by integrating advanced algorithms with clinical data to enhance disease prediction, risk assessment, and patient outcome forecasting. This comprehensive review critically…

机器学习 · 计算机科学 2024-08-06 Michael Fascia

Researchers have proposed a variety of predictive business process monitoring (PBPM) techniques aiming to predict future process behaviour during the process execution. Especially, techniques for the next activity prediction anticipate…

机器学习 · 计算机科学 2020-05-05 S. Weinzierl , S. Zilker , J. Brunk , K. Revoredo , A. Nguyen , M. Matzner , J. Becker , B. Eskofier

Generative AI, particularly large language models (LLMs), is beginning to transform the financial industry by automating tasks and helping to make sense of complex financial information. One especially promising use case is the automatic…

统计金融 · 定量金融 2025-11-11 Zonghan Wu , Congyuan Zou , Junlin Wang , Chenhan Wang , Hangjing Yang , Yilei Shao

Firm disclosures about future prospects are crucial for corporate valuation and compliance with global regulations, such as the EU's MAR and the US's SEC Rule 10b-5 and RegFD. To comply with disclosure obligations, issuers must identify…

统计金融 · 定量金融 2023-11-21 Moritz Scherrmann , Ralf Elsas

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

综合金融 · 定量金融 2026-02-16 Mykola Babiak , Jozef Barunik

Credit ratings are becoming one of the primary references for financial institutions of the country to assess credit risk in order to accurately predict the likelihood of business failure of an individual or an enterprise. Financial…

风险管理 · 定量金融 2024-07-18 Aditya Saxena , Dr Parizad Dungore

Multi-horizon price forecasting is central to portfolio allocation, risk management, and algorithmic trading, yet deep learning architectures have proliferated faster than rigorous financial benchmarks can evaluate them. This study provides…

统计金融 · 定量金融 2026-03-19 Nabeel Ahmad Saidd

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

交易与市场微观结构 · 定量金融 2020-09-22 Firuz Kamalov

Deep Convolutional Neural Network (CNN) is a special type of Neural Networks, which has shown exemplary performance on several competitions related to Computer Vision and Image Processing. Some of the exciting application areas of CNN…

计算机视觉与模式识别 · 计算机科学 2020-05-12 Asifullah Khan , Anabia Sohail , Umme Zahoora , Aqsa Saeed Qureshi

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

计算金融 · 定量金融 2024-07-18 Yuhui Jin

In this paper, we consider malware classification using deep learning techniques and image-based features. We employ a wide variety of deep learning techniques, including multilayer perceptrons (MLP), convolutional neural networks (CNN),…

密码学与安全 · 计算机科学 2021-03-26 Pratikkumar Prajapati , Mark Stamp

This paper explores the use of clustering methods and machine learning algorithms, including Natural Language Processing (NLP), to identify and classify problems identified in credit risk models through textual information contained in…

机器学习 · 计算机科学 2023-06-05 Szymon Lis , Mariusz Kubkowski , Olimpia Borkowska , Dobromił Serwa , Jarosław Kurpanik