相关论文: A Deep Learning Framework Integrating CNN and BiLS…
This paper investigates the application of machine learning models, Long Short-Term Memory (LSTM), one-dimensional Convolutional Neural Networks (1D CNN), and Logistic Regression (LR), for predicting stock trends based on fundamental…
This paper investigates different methods and various neural network architectures applicable in the time series classification domain. The data is obtained from a fleet of gas sensors that measure and track quantities such as oxygen and…
In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…
In routine colorectal cancer management, histologic samples stained with hematoxylin and eosin are commonly used. Nonetheless, their potential for defining objective biomarkers for patient stratification and treatment selection is still…
Analyzing multivariate time series data is important for many applications such as automated control, fault diagnosis and anomaly detection. One of the key challenges is to learn latent features automatically from dynamically changing…
Neuroimaging-based prediction methods for intelligence and cognitive abilities have seen a rapid development in literature. Among different neuroimaging modalities, prediction based on functional connectivity (FC) has shown great promise.…
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…
Even though computational intelligence techniques have been extensively utilized in financial trading systems, almost all developed models use the time series data for price prediction or identifying buy-sell points. However, in this study…
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…
Nowadays, deep learning methods, especially the convolutional neural networks (CNNs), have shown impressive performance on extracting abstract and high-level features from the hyperspectral image. However, general training process of CNNs…
Financial time-series forecasting remains a challenging task due to complex temporal dependencies and market fluctuations. This study explores the potential of hybrid quantum-classical approaches to assist in financial trend prediction by…
The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a…
In autonomous driving, perceiving the driving behaviors of surrounding agents is important for the ego-vehicle to make a reasonable decision. In this paper, we propose a neural network model based on trajectories information for driving…
Social financial technology focuses on trust, sustainability, and social responsibility, which require advanced technologies to address complex financial tasks in the digital era. With the rapid growth in online transactions, automating…
Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…
Nowadays, deep learning can be employed to a wide ranges of fields including medicine, engineering, etc. In deep learning, Convolutional Neural Network (CNN) is extensively used in the pattern and sequence recognition, video analysis,…
This paper illustrates the details description of technical text classification system and its results that developed as a part of participation in the shared task TechDofication 2020. The shared task consists of two sub-tasks: (i) first…
Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a…
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…
Urban traffic flow prediction using data-driven models can play an important role in route planning and preventing congestion on highways. These methods utilize data collected from traffic recording stations at different timestamps to…