相关论文: Augmented Bilinear Network for Incremental Multi-S…

We present a novel class incremental learning approach based on deep neural networks, which continually learns new tasks with limited memory for storing examples in the previous tasks. Our algorithm is based on knowledge distillation and…

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…

Deep models trained on large amounts of data often incorporate implicit biases present during training time. If later such a bias is discovered during inference or deployment, it is often necessary to acquire new data and retrain the model.…

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

In spite of remarkable success of the convolutional neural networks on semantic segmentation, they suffer from catastrophic forgetting: a significant performance drop for the already learned classes when new classes are added on the data,…

Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

Early-exiting neural networks enable adaptive inference by allowing inputs to exit at intermediate classifiers, reducing computation for easy samples while maintaining high accuracy. In practice, exits can be trained sequentially by…

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

While time series momentum is a well-studied phenomenon in finance, common strategies require the explicit definition of both a trend estimator and a position sizing rule. In this paper, we introduce Deep Momentum Networks -- a hybrid…

Adapting to concept drift is a challenging task in machine learning, which is usually tackled using incremental learning techniques that periodically re-fit a learning model leveraging newly available data. A primary limitation of these…

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In…

Most recent works model the market structure of the stock market as a correlation network of the stocks. They apply pre-defined patterns to extract correlation information from the time series of stocks. Without considering the influences…

As the complexity and dynamism of financial markets continue to grow, traditional financial risk prediction methods increasingly struggle to handle large datasets and intricate behavior patterns. This paper explores the feasibility and…

The knowledge that humans hold about a problem often extends far beyond a set of training data and output labels. While the success of deep learning mostly relies on supervised training, important properties cannot be inferred efficiently…

In this paper, we propose an alternative valuation approach for CAT bonds where a pricing formula is learned by deep neural networks. Once trained, these networks can be used to price CAT bonds as a function of inputs that reflect both the…

Deep learning based on artificial neural networks is a powerful machine learning method that, in the last few years, has been successfully used to realize tasks, e.g., image classification, speech recognition, translation of languages,…

Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement…