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The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…

We explore the use of deep learning hierarchical models for problems in financial prediction and classification. Financial prediction problems -- such as those presented in designing and pricing securities, constructing portfolios, and risk…

机器学习 · 计算机科学 2018-01-16 J. B. Heaton , N. G. Polson , J. H. Witte

Big data, both in its structured and unstructured formats, have brought in unforeseen challenges in economics and business. How to organize, classify, and then analyze such data to obtain meaningful insights are the ever-going research…

综合经济学 · 经济学 2025-02-04 Viet Trinh

Despite the tremendous advances achieved over the past years by deep learning techniques, the latest risk prediction models for industrial applications still rely on highly handtuned stage-wised statistical learning tools, such as gradient…

机器学习 · 计算机科学 2023-08-08 Yancheng Liang , Jiajie Zhang , Hui Li , Xiaochen Liu , Yi Hu , Yong Wu , Jinyao Zhang , Yongyan Liu , Yi Wu

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…

统计金融 · 定量金融 2022-09-27 Chen Zhang

Decision analytics commonly focuses on the text mining of financial news sources in order to provide managerial decision support and to predict stock market movements. Existing predictive frameworks almost exclusively apply traditional…

机器学习 · 统计学 2018-07-05 Stefan Feuerriegel , Ralph Fehrer

Predicting crime using machine learning and deep learning techniques has gained considerable attention from researchers in recent years, focusing on identifying patterns and trends in crime occurrences. This review paper examines over 150…

机器学习 · 计算机科学 2023-06-16 Varun Mandalapu , Lavanya Elluri , Piyush Vyas , Nirmalya Roy

Predicting business process behaviour is an important aspect of business process management. Motivated by research in natural language processing, this paper describes an application of deep learning with recurrent neural networks to the…

机器学习 · 计算机科学 2017-05-05 Joerg Evermann , Jana-Rebecca Rehse , Peter Fettke

In the age of the Internet, people's lives are increasingly dependent on today's network technology. Maintaining network integrity and protecting the legitimate interests of users is at the heart of network construction. Threat detection is…

密码学与安全 · 计算机科学 2024-02-20 Yulu Gong , Mengran Zhu , Shuning Huo , Yafei Xiang , Hanyi Yu

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…

统计金融 · 定量金融 2021-08-13 Weiwei Jiang

The aim of this paper is to study a new methodological framework for systemic risk measures by applying deep learning method as a tool to compute the optimal strategy of capital allocations. Under this new framework, systemic risk measures…

数理金融 · 定量金融 2022-07-05 Yichen Feng , Ming Min , Jean-Pierre Fouque

We develop a methodology that utilizes deep learning to simultaneously solve and estimate canonical continuous-time general equilibrium models in financial economics. We illustrate our method in two examples: (1) industrial dynamics of…

计算金融 · 定量金融 2023-05-18 Benjamin Fan , Edward Qiao , Anran Jiao , Zhouzhou Gu , Wenhao Li , Lu Lu

Financial market risk forecasting involves applying mathematical models, historical data analysis and statistical methods to estimate the impact of future market movements on investments. This process is crucial for investors to develop…

统计金融 · 定量金融 2024-05-24 Jinxin Xu , Kaixian Xu , Yue Wang , Qinyan Shen , Ruisi Li

The integration of Artificial Intelligence (AI) techniques, particularly large language models (LLMs), in finance has garnered increasing academic attention. Despite progress, existing studies predominantly focus on tasks like financial…

Financial risk prediction plays a crucial role in the financial sector. Machine learning methods have been widely applied for automatically detecting potential risks and thus saving the cost of labor. However, the development in this field…

风险管理 · 定量金融 2023-08-02 Yuwei Yin , Yazheng Yang , Jian Yang , Qi Liu

Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

机器学习 · 计算机科学 2018-07-25 Axel Brando , Jose A. Rodríguez-Serrano , Mauricio Ciprian , Roberto Maestre , Jordi Vitrià

Machine learning models are increasingly used in a wide variety of financial settings. The difficulty of understanding the inner workings of these systems, combined with their wide applicability, has the potential to lead to significant new…

计算金融 · 定量金融 2021-02-10 Samuel N. Cohen , Derek Snow , Lukasz Szpruch

Deep learning adoption in the financial services industry has been limited due to a lack of model interpretability. However, several techniques have been proposed to explain predictions made by a neural network. We provide an initial…

机器学习 · 计算机科学 2018-12-04 Ceena Modarres , Mark Ibrahim , Melissa Louie , John Paisley

With the deepening of the digitization degree of financial business, financial fraud presents more complex and hidden characteristics, which poses a severe challenge to the risk prevention and control ability of financial institutions. At…

计算工程、金融与科学 · 计算机科学 2024-05-08 Xinye Sha

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

计算金融 · 定量金融 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie
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