相关论文: TI-Capsule: Capsule Network for Stock Exchange Pre…

Stock prices forecasting has always been a challenging task. Although many research projects try to address the problem, few of them pay attention to the varying degrees of dependencies between stock prices. In this paper, we introduce a…

Forex trading is the largest market in terms of qutantitative trading. Traditionally, traders refer to technical analysis based on the historical data to make decisions and trade. With the development of artificial intelligent, deep…

Sign Language is used by the deaf community all over world. The work presented here proposes a novel one-dimensional deep capsule network (CapsNet) architecture for continuous Indian Sign Language recognition by means of signals obtained…

Protein gamma-turn prediction is useful in protein function studies and experimental design. Several methods for gamma-turn prediction have been developed, but the results were unsatisfactory with Matthew correlation coefficients (MCC)…

The increasing richness in volume, and especially types of data in the financial domain provides unprecedented opportunities to understand the stock market more comprehensively and makes the price prediction more accurate than before.…

To predict the future movements of stock markets, numerous studies concentrate on daily data and employ various machine learning (ML) models as benchmarks that often vary and lack standardization across different research works. This paper…

A capsule is a group of neurons whose activity vector represents the instantiation parameters of a specific type of entity such as an object or an object part. We use the length of the activity vector to represent the probability that the…

Learning invariant representations has been the long-standing approach to self-supervised learning. However, recently progress has been made in preserving equivariant properties in representations, yet do so with highly prescribed…

Convolutional Neural Networks need the construction of informative features, which are determined by channel-wise and spatial-wise information at the network's layers. In this research, we focus on bringing in a novel solution that uses…

The validity of the Efficient Market Hypothesis has been under severe scrutiny since several decades. However, the evidence against it is not conclusive. Artificial Neural Networks provide a model-free means to analize the prediction power…

We revisit the problem of predicting directional movements of stock prices based on news articles: here our algorithm uses daily articles from The Wall Street Journal to predict the closing stock prices on the same day. We propose a unified…

In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger…

Fluctuations in stock prices are influenced by a complex interplay of factors that go beyond mere historical data. These factors, themselves influenced by external forces, encompass inter-stock dynamics, broader economic factors, various…

Large and stable indices of the world wide stock markets such as NYSE and SP 500 together with NASDAQ -- the index representing markets of new trends, and WIG -- the index of the local stock market of Eastern Europe, are considered. Due to…

Capsule Networks (CapsNets) is a machine learning architecture proposed to overcome some of the shortcomings of convolutional neural networks (CNNs). However, CapsNets have mainly outperformed CNNs in datasets where images are small and/or…

The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…

Trading volume movement prediction is the key in a variety of financial applications. Despite its importance, there is few research on this topic because of its requirement for comprehensive understanding of information from different…

This project investigates the interplay of technical, market, and statistical factors in predicting stock market performance, with a primary focus on S&P 500 companies. Utilizing a comprehensive dataset spanning multiple years, the analysis…

Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In…

Accurate and robust stock trend forecasting has been a crucial and challenging task, as stock price changes are influenced by multiple factors. Graph neural network-based methods have recently achieved remarkable success in this domain by…