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Multiple Kernel Learning (MKL) is used to replicate the signal combination process that trading rules embody when they aggregate multiple sources of financial information when predicting an asset's price movements. A set of financially…

This paper proposes a novel fast online methodology for outlier detection called the exception maximization outlier detection method(EMODM), which employs probabilistic models and statistical algorithms to detect abnormal patterns from the…

Modern multi-centre randomized controlled trials (MCRCTs) collect massive amounts of tabular data, and are monitored intensively for irregularities by humans. We began by empirically evaluating 6 modern machine learning-based outlier…

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…

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…

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…

The development of artificial intelligence has made significant contributions to the financial sector. One of the main interests of investors is price predictions. Technical and fundamental analyses, as well as econometric analyses, are…

Outlier detection plays an essential role in many data-driven applications to identify isolated instances that are different from the majority. While many statistical learning and data mining techniques have been used for developing more…

Outlier detection can serve as an extremely important tool for researchers from a wide range of fields. From the sectors of banking and marketing to the social sciences and healthcare sectors, outlier detection techniques are very useful…

An outlier is an observation or a data point that is far from rest of the data points in a given dataset or we can be said that an outlier is away from the center of mass of observations. Presence of outliers can skew statistical measures…

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

The presence of outliers is prevalent in machine learning applications and may produce misleading results. In this paper a new method for dealing with outliers and anomal samples is proposed. To overcome the outlier issue, the proposed…

Technical analysis is used to discover investment opportunities. To test this hypothesis we propose an hybrid system using machine learning techniques together with genetic algorithms. Using technical analysis there are more ways to…

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…

Distance-based outlier detection is widely adopted in many fields, e.g., data mining and machine learning, because it is unsupervised, can be employed in a generic metric space, and does not have any assumptions of data distributions. Data…

Outlier detection aims to identify unusual data instances that deviate from expected patterns. The outlier detection is particularly challenging when outliers are context dependent and when they are defined by unusual combinations of…

We consider the problem of transfer learning in outlier detection where target abnormal data is rare. While transfer learning has been considered extensively in traditional balanced classification, the problem of transfer in outlier…

Machine learning and data analysis have been used in many robotics fields, especially for modelling. Data are usually the result of sensor measurements and, as such, they might be subjected to noise and outliers. The presence of outliers…

In this paper, we introduce a matrix-valued time series model for foreign exchange market. We then formulate trading matrices, foreign exchange options and return options (matrices), as well as on-line portfolio strategies. Moreover, we…

In a natural market environment, the price prediction model needs to be updated in real time according to the data obtained by the system to ensure the accuracy of the prediction. In order to improve the user experience of the system, the…