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The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

计算金融 · 定量金融 2024-07-18 Yuhui Jin

Foreign Exchange (Forex) is the largest financial market in the world. The daily trading volume of the Forex market is much higher than that of stock and futures markets. Therefore, it is of great significance for investors to establish a…

统计金融 · 定量金融 2021-02-10 Yiqi Zhao , Matloob Khushi

In this paper, statistical machine learning algorithms, as well as deep neural networks, are used to predict the values of the price gap between day-ahead and real-time electricity markets. Several exogenous features are collected and…

系统与控制 · 电气工程与系统科学 2020-12-24 Nika Nizharadze , Arash Farokhi Soofi , Saeed D. Manshadi

It has been shown that financial news leads to the fluctuation of stock prices. However, previous work on news-driven financial market prediction focused only on predicting stock price movement without providing an explanation. In this…

计算与语言 · 计算机科学 2019-02-14 Linyi Yang , Zheng Zhang , Su Xiong , Lirui Wei , James Ng , Lina Xu , Ruihai Dong

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

It is a challenging task to predict financial markets. The complexity of this task is mainly due to the interaction between financial markets and market participants, who are not able to keep rational all the time, and often affected by…

统计金融 · 定量金融 2022-02-09 Jia Wang , Hongwei Zhu , Jiancheng Shen , Yu Cao , Benyuan Liu

Corn yield prediction is beneficial as it provides valuable information about production and prices prior the harvest. Publicly available high-quality corn yield prediction can help address emergent information asymmetry problems and in…

Fully convolutional neural networks (FCN) have been shown to achieve state-of-the-art performance on the task of classifying time series sequences. We propose the augmentation of fully convolutional networks with long short term memory…

机器学习 · 计算机科学 2018-03-20 Fazle Karim , Somshubra Majumdar , Houshang Darabi , Shun Chen

The foreign exchange market has taken an important role in the global financial market. While foreign exchange trading brings high-yield opportunities to investors, it also brings certain risks. Since the establishment of the foreign…

统计金融 · 定量金融 2021-08-09 Mimansa Rana , Nanxiang Mao , Ming Ao , Xiaohui Wu , Poning Liang , Matloob Khushi

Accurate prediction of electricity prices is crucial for stakeholders in the energy market, particularly for grid operators, energy producers, and consumers. This study focuses on developing a predictive model leveraging Long Short-Term…

机器学习 · 计算机科学 2025-10-21 Salih Salihoglu , Ibrahim Ahmed , Afshin Asadi

Stock prices forecasting has always been a challenging task. Although many research projects try to address the problem, few of them pay attention to the varying degrees of dependencies between stock prices. In this paper, we introduce a…

机器学习 · 计算机科学 2025-04-02 Yuanzhe Jia , Ali Anaissi , Basem Suleiman

Short-term passenger flow forecasting is an essential component in urban rail transit operation. Emerging deep learning models provide good insight into improving prediction precision. Therefore, we propose a deep learning architecture…

信号处理 · 电气工程与系统科学 2021-08-09 Jinlei Zhang , Feng Chen , Zhiyong Cui , Yinan Guo , Yadi Zhu

Stock return prediction is fundamental to financial decision-making, yet traditional time series models fail to capture the complex interdependencies between companies in modern markets. We propose the Full-State Graph Convolutional LSTM…

统计金融 · 定量金融 2025-12-09 Chang Liu

We explore various neural network architectures for modeling the dynamics of the cryptocurrency market. Traditional linear models often fall short in accurately capturing the unique and complex dynamics of this market. In contrast, Deep…

机器学习 · 计算机科学 2024-07-23 Hugo Inzirillo

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…

神经与进化计算 · 计算机科学 2018-10-25 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang

The volatility and complex dynamics of cryptocurrency markets present unique challenges for accurate price forecasting. This research proposes a hybrid deep learning and machine learning model that integrates Long Short-Term Memory (LSTM)…

机器学习 · 计算机科学 2025-06-30 Mehul Gautam

Bitcoin is the first digital decentralized cryptocurrency that has shown a significant increase in market capitalization in recent years. The objective of this paper is to determine the predictable price direction of Bitcoin in USD by…

统计金融 · 定量金融 2020-06-26 S M Raju , Ali Mohammad Tarif

This paper explores using a deep learning Long Short-Term Memory (LSTM) model for accurate stock price prediction and its implications for portfolio design. Despite the efficient market hypothesis suggesting that predicting stock prices is…

计算金融 · 定量金融 2025-05-16 Jaydip Sen , Hetvi Waghela , Sneha Rakshit

Stock market is often important as it represents the ownership claims on businesses. Without sufficient stocks, a company cannot perform well in finance. Predicting a stock market performance of a company is nearly hard because every time…

统计金融 · 定量金融 2023-05-25 Aadhitya A , Rajapriya R , Vineetha R S , Anurag M Bagde

Advanced travel information and warning, if provided accurately, can help road users avoid traffic congestion through dynamic route planning and behavior change. It also enables traffic control centres mitigate the impact of congestion by…

机器学习 · 计算机科学 2018-09-11 Wei Wang , Xucheng Li