相关论文: 1D-CapsNet-LSTM: A Deep Learning-Based Model for M…

A linear multi-factor model is one of the most important tools in equity portfolio management. The linear multi-factor models are widely used because they can be easily interpreted. However, financial markets are not linear and their…

Financial time-series classification (FTC) is extremely valuable for investment management. In past decades, it draws a lot of attention from a wide extent of research areas, especially Artificial Intelligence (AI). Existing researches…

The high dimensionality and complexity of neuroimaging data necessitate large datasets to develop robust and high-performing deep learning models. However, the neuroimaging field is notably hampered by the scarcity of such datasets. In this…

Predictive business process monitoring methods exploit logs of completed cases of a process in order to make predictions about running cases thereof. Existing methods in this space are tailor-made for specific prediction tasks. Moreover,…

Financial institutions and regulators require systems that integrate heterogeneous data to assess risks from stock fluctuations to systemic vulnerabilities. Existing approaches often treat these tasks in isolation, failing to capture…

Global oil demand is rapidly increasing and is expected to reach 106.3 million barrels per day by 2040. Thus, it is vital for hydrocarbon extraction industries to forecast their production to optimize their operations and avoid losses. Big…

In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…

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…

The investment on the stock market is prone to be affected by the Internet. For the purpose of improving the prediction accuracy, we propose a multi-task stock prediction model that not only considers the stock correlations but also…

The robotic systems continuously interact with complex dynamical systems in the physical world. Reliable predictions of spatiotemporal evolution of these dynamical systems, with limited knowledge of system dynamics, are crucial for…

In this work, we propose an approach to generalize denoising diffusion probabilistic models for stock market predictions and portfolio management. Present works have demonstrated the efficacy of modeling interstock relations for market…

Midterm stock price prediction is crucial for value investments in the stock market. However, most deep learning models are essentially short-term and applying them to midterm predictions encounters large cumulative errors because they…

In this study, MLP models with dynamic structure are applied to factor models for asset pricing tasks. Concretely, the MLP pyramid model structure was employed on firm-characteristic-sorted portfolio factors for modelling the large-capital…

Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly…

Trading and investing in stocks for some is their full-time career, while for others, it's simply a supplementary income stream. Universal among all investors is the desire to turn a profit. The key to achieving this goal is…

Diabetes remains a significant health challenge globally, contributing to severe complications like kidney disease, vision loss, and heart issues. The application of machine learning (ML) in healthcare enables efficient and accurate disease…

While LSTMs show increasingly promising results for forecasting Financial Time Series (FTS), this paper seeks to assess if attention mechanisms can further improve performance. The hypothesis is that attention can help prevent long-term…