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This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses…

机器学习 · 计算机科学 2025-02-12 Yu Cheng , Zhen Xu , Yuan Chen , Yuhan Wang , Zhenghao Lin , Jinsong Liu

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

计算金融 · 定量金融 2018-11-16 Huicheng Liu

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

人工智能 · 计算机科学 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

统计金融 · 定量金融 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

机器学习 · 计算机科学 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

Financial trading is at the forefront of time-series analysis, and has grown hand-in-hand with it. The advent of electronic trading has allowed complex machine learning solutions to enter the field of financial trading. Financial markets…

机器学习 · 计算机科学 2020-10-23 Prakhar Ganesh , Puneet Rakheja

With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

交易与市场微观结构 · 定量金融 2023-09-21 Paul Bilokon , Yitao Qiu

Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

统计金融 · 定量金融 2025-07-04 Adebola K. Ojo , Ifechukwude Jude Okafor

A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

机器学习 · 计算机科学 2018-10-24 Yongli Zhu , Songtao Lu , Renchang Dai , Guangyi Liu , Zhiwei Wang

In recent years, the importance of accurate weather forecasting has become increasingly prominent due to the impacts of global climate change and the rapid development of data science. Traditional forecasting methods often struggle to…

机器学习 · 计算机科学 2024-12-12 Jiajiang Shen , Weiyan Wu , Qianyu Xu

The early outcome prediction of ongoing or completed processes confers competitive advantage to organizations. The performance of classic machine learning and, more recently, deep learning techniques such as Long Short-Term Memory (LSTM) on…

机器学习 · 计算机科学 2021-04-15 Hans Weytjens , Jochen De Weerdt

As global climate change intensifies, accurate weather forecasting has become increasingly important, affecting agriculture, energy management, environmental protection, and daily life. This study introduces a hybrid model combining…

机器学习 · 计算机科学 2024-10-22 Yuhao Gong , Yuchen Zhang , Fei Wang , Chi-Han Lee

The stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote…

机器学习 · 计算机科学 2024-08-23 Gonzalo Lopez Gil , Paul Duhamel-Sebline , Andrew McCarren

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…

机器学习 · 计算机科学 2017-06-15 Matthew Dixon , Diego Klabjan , Jin Hoon Bang

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

统计金融 · 定量金融 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

机器学习 · 计算机科学 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

Our study focuses on comparing the performance and resource requirements between different Long Short-Term Memory (LSTM) neural network architectures and an ANN specialized architecture for forex market prediction. We analyze the execution…

机器学习 · 计算机科学 2024-05-20 Theodoros Zafeiriou , Dimitris Kalles

There has been much interest in accurate cryptocurrency price forecast models by investors and researchers. Deep Learning models are prominent machine learning techniques that have transformed various fields and have shown potential for…

机器学习 · 计算机科学 2024-06-04 Jingyang Wu , Xinyi Zhang , Fangyixuan Huang , Haochen Zhou , Rohtiash Chandra

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

Predicting stock price movements during Earnings Announcements (EAs) is a significant challenge due to market noise and high-impact price discontinuities. In this study, we evaluate whether pre-announcement news sentiment, firm…

机器学习 · 计算机科学 2026-05-26 Manuel Noseda , Nathan Soldati , Marco Paina