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In recent years, high-frequency trading has emerged as a crucial strategy in stock trading. This study aims to develop an advanced high-frequency trading algorithm and compare the performance of three different mathematical models: the…

交易与市场微观结构 · 定量金融 2023-11-21 Jiahao Chen , Xiaofei Li

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY…

统计金融 · 定量金融 2021-10-12 Sidra Mehtab , Jaydip Sen

In this paper, we propose a human trajectory prediction model that combines a Long Short-Term Memory (LSTM) network with an attention mechanism. To do that, we use attention scores to determine which parts of the input data the model should…

计算机视觉与模式识别 · 计算机科学 2023-09-04 Amin Manafi Soltan Ahmadi , Samaneh Hoseini Semnani

We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…

交易与市场微观结构 · 定量金融 2026-03-03 Adir Saly-Kaufmann , Kieran Wood , Jan Peter-Calliess , Stefan Zohren

Gas is the transaction-fee metering system of the Ethereum network. Users of the network are required to select a gas price for submission with their transaction, creating a risk of overpaying or delayed/unprocessed transactions in this…

机器学习 · 计算机科学 2023-05-16 Conall Butler , Martin Crane

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

机器学习 · 计算机科学 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

State-of-the-art forecasting methods using Recurrent Neural Net- works (RNN) based on Long-Short Term Memory (LSTM) cells have shown exceptional performance targeting short-horizon forecasts, e.g given a set of predictor features, forecast…

机器学习 · 计算机科学 2018-04-19 Aya Abdelsalam Ismail , Timothy Wood , Héctor Corrada Bravo

Vehicle taillight recognition is an important application for automated driving, especially for intent prediction of ado vehicles and trajectory planning of the ego vehicle. In this work, we propose an end-to-end deep learning framework to…

计算机视觉与模式识别 · 计算机科学 2019-06-11 Kuan-Hui Lee , Takaaki Tagawa , Jia-En M. Pan , Adrien Gaidon , Bertrand Douillard

Data-driven approaches to automated machine condition monitoring are gaining popularity due to advancements made in sensing technologies and computing algorithms. This paper proposes the use of a deep learning model, based on Long…

信号处理 · 电气工程与系统科学 2019-07-30 Jianlei Zhang , Binil Starly

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

The article is concerned with the problem of multi-step financial time series forecasting of Foreign Exchange (FX) rates. To address this problem, we introduce a regression network termed RegPred Net. The exchange rate to forecast is…

统计金融 · 定量金融 2022-05-12 Linwei Li , Paul-Amaury Matt , Christian Heumann

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

机器学习 · 计算机科学 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

With the increased penetration of wind energy into the power grid, it has become increasingly important to be able to predict the expected power production for larger wind farms. Deep learning (DL) models can learn complex patterns in the…

机器学习 · 计算机科学 2022-06-07 Lars Ødegaard Bentsen , Narada Dilp Warakagoda , Roy Stenbro , Paal Engelstad

Network Traffic Matrix (TM) prediction is defined as the problem of estimating future network traffic from the previous and achieved network traffic data. It is widely used in network planning, resource management and network security. Long…

网络与互联网体系结构 · 计算机科学 2017-06-12 Abdelhadi Azzouni , Guy Pujolle

Much of modern practice in financial forecasting relies on technicals, an umbrella term for several heuristics applying visual pattern recognition to price charts. Despite its ubiquity in financial media, the reliability of its signals…

计算金融 · 定量金融 2018-07-12 Sid Ghoshal , Stephen J. Roberts

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…

机器学习 · 计算机科学 2020-11-03 Frank Xiao

Cryptocurrency markets are experiencing rapid growth, but this expansion comes with significant challenges, particularly in predicting cryptocurrency prices for traders in the U.S. In this study, we explore how deep learning and machine…

Emotion recognition from speech signal based on deep learning is an active research area. Convolutional neural networks (CNNs) may be the dominant method in this area. In this paper, we implement two neural architectures to address this…

计算与语言 · 计算机科学 2020-11-03 Ahmed Ali , Yasser Hifny

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,…

应用统计 · 统计学 2017-12-20 Niek Tax , Ilya Verenich , Marcello La Rosa , Marlon Dumas

Action recognition greatly benefits motion understanding in video analysis. Recurrent networks such as long short-term memory (LSTM) networks are a popular choice for motion-aware sequence learning tasks. Recently, a convolutional extension…

计算机视觉与模式识别 · 计算机科学 2019-08-27 Sebastian Agethen , Winston H. Hsu