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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

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the…

Understanding the behaviour of environmental extreme events is crucial for evaluating economic losses, assessing risks, health care and many other aspects. In the spatial context, relevant for environmental events, the dependence structure…

统计方法学 · 统计学 2021-03-22 Manaf Ahmed , Véronique Maume-Deschamps , Pierre Ribereau

Facial action units (AUs) are essential to decode human facial expressions. Researchers have focused on training AU detectors with a variety of features and classifiers. However, several issues remain. These are spatial representation,…

计算机视觉与模式识别 · 计算机科学 2016-08-03 Wen-Sheng Chu , Fernando De la Torre , Jeffrey F. Cohn

We study the method for detecting relationship changes in financial markets and providing human-interpretable network visualization to support the decision-making of fund managers dealing with multi-assets. First, we construct co-occurrence…

综合金融 · 定量金融 2020-11-17 Makoto Naraoka , Teruaki Hayashi , Takaaki Yoshino , Toshiaki Sugie , Kota Takano , Yukio Ohsawa

Although Convolutional Neural Networks (CNNs) have achieved promising results in image classification, they still are vulnerable to affine transformations including rotation, translation, flip and shuffle. The drawback motivates us to…

计算机视觉与模式识别 · 计算机科学 2023-12-14 Zijie Tan , Guanfang Dong , Chenqiu Zhao , Anup Basu

Object movement identification is one of the most researched problems in the field of computer vision. In this task, we try to classify a pixel as foreground or background. Even though numerous traditional machine learning and deep learning…

计算机视觉与模式识别 · 计算机科学 2023-01-03 Piyush Batra , Gagan Raj Singh , Neeraj Goyal

Graph neural networks (GNN) have been shown to provide substantial performance improvements for atomistic material representation and modeling compared with descriptor-based machine learning models. While most existing GNN models for…

材料科学 · 物理学 2022-04-08 Kamal Choudhary , Brian DeCost

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…

统计金融 · 定量金融 2022-01-21 Carmina Fjellström

Time series forecasting is essential for our daily activities and precise modeling of the complex correlations and shared patterns among multiple time series is essential for improving forecasting performance. Spatial-Temporal Graph Neural…

机器学习 · 计算机科学 2024-06-19 Yue Jiang , Xiucheng Li , Yile Chen , Shuai Liu , Weilong Kong , Antonis F. Lentzakis , Gao Cong

Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation…

Automatic Modulation Recognition (AMR) plays a crucial role in wireless communication systems. Deep learning AMR strategies have achieved tremendous success in recent years. Modulated signals exhibit long temporal dependencies, and…

信号处理 · 电气工程与系统科学 2024-01-03 Yunpeng Qu , Zhilin Lu , Rui Zeng , Jintao Wang , Jian Wang

Stock market forecasting is a lucrative field of interest with promising profits but not without its difficulties and for some people could be even causes of failure. Financial markets by their nature are complex, non-linear and chaotic,…

统计金融 · 定量金融 2022-01-31 Ivan Letteri , Giuseppe Della Penna , Giovanni De Gasperis , Abeer Dyoub

Many real-world ubiquitous applications, such as parking recommendations and air pollution monitoring, benefit significantly from accurate long-term spatio-temporal forecasting (LSTF). LSTF makes use of long-term dependency between spatial…

机器学习 · 计算机科学 2022-09-02 Wei Shao , Zhiling Jin , Shuo Wang , Yufan Kang , Xiao Xiao , Hamid Menouar , Zhaofeng Zhang , Junshan Zhang , Flora Salim

Fine-grained action localization in untrimmed sports videos presents a significant challenge due to rapid and subtle motion transitions over short durations. Existing supervised and weakly supervised solutions often rely on extensive…

计算机视觉与模式识别 · 计算机科学 2025-08-28 Bikash Kumar Badatya , Vipul Baghel , Ravi Hegde

Artificial neural networks (ANNs) have been the catalyst to numerous advances in a variety of fields and disciplines in recent years. Their impact on economics, however, has been comparatively muted. One type of ANN, the long short-term…

计量经济学 · 经济学 2021-06-17 Daniel Hopp

Deep learning searches for nonlinear factors for predicting asset returns. Predictability is achieved via multiple layers of composite factors as opposed to additive ones. Viewed in this way, asset pricing studies can be revisited using…

机器学习 · 统计学 2018-04-27 Guanhao Feng , Jingyu He , Nicholas G. Polson

Application of neural network architectures for financial prediction has been actively studied in recent years. This paper presents a comparative study that investigates and compares feed-forward neural network (FNN) and adaptive neural…

统计金融 · 定量金融 2019-06-14 Yuxuan Huang , Luiz Fernando Capretz , Danny Ho

Videos take a lot of time to transport over the network, hence running analytics on the live video on embedded or mobile devices has become an important system driver. Considering that such devices, e.g., surveillance cameras or AR/VR…

计算机视觉与模式识别 · 计算机科学 2021-07-16 Ran Xu , Rakesh Kumar , Pengcheng Wang , Peter Bai , Ganga Meghanath , Somali Chaterji , Subrata Mitra , Saurabh Bagchi

The ability to anticipate the future is essential when making real time critical decisions, provides valuable information to understand dynamic natural scenes, and can help unsupervised video representation learning. State-of-art video…

计算机视觉与模式识别 · 计算机科学 2018-09-18 Wenqian Liu , Abhishek Sharma , Octavia Camps , Mario Sznaier