Two new methods improve time series analysis by capturing trend information.
problem Missing important information, especially trend, in high-dimensional time series.
method Two new approaches: 1) Relative mean value of each segment, 2) Binary string representing trend.
result Improves accuracy and effectiveness in similarity measurement and anomaly detection.
Predicts S&P 500 trends using machine learning models.
problem Market trend prediction for S&P 500 index.
method Feature engineering, machine learning models (Logistic Regression, Decision Trees, Random Forests, Neural Networks, KNN, XGBoost), data preprocessing, hyperparameter tuning, SMOTE.
result KNN for short-term predictions, XGBoost for long-term forecasts.
Predict stock trends using news sentiment and technical indicators in Spark.
problem Predicting the stock market trend is challenging due to multiple influencing factors.
method Created a machine learning classification problem with features from technical indicators and news sentiment scores.
result Random Forest model achieved 63.58% test accuracy in Spark.
The paper examines how NFT valuations correlate with market data and social trends.
problem Predicting NFT valuations based on market data and social trends.
method Utilizes public market data, NFT metadata, and social trends data; employs linear regression and recurrent neural networks.
result Identifies correlations between NFT valuations and various features.
Study shows RNNs are effective for trend detection in time series.
problem Detecting trends in noisy time series data.
method Empirical investigation of standard RNNs for trend detection using simulated data.
result Standard RNNs structures outperform other estimators in trend detection.
We introduce a simple extension of the minority game in which the market rewards contrarian (resp. trend-following) strategies when it is far from (resp. close to) efficiency. The model displays a smooth crossover from a regime where contrarians dominate to one where trend-followers dominate. In the intermediate phase,…
Introduces a new feature importance measure using Gram-Schmidt decorrelation.
problem Determining feature influence strength and nature in datasets.
method Gram-Schmidt decorrelation and random forest regression.
result Empirical comparison of new estimators with established methods.
Trends in terrestrial temperature variability are perhaps more relevant for species viability than trends in mean temperature. In this paper, we develop methodology for estimating such trends using multi-resolution climate data from polar orbiting weather satellites. We derive two novel algorithms for computation that …
Model predicts stock market trends for better investment decisions.
problem Identifying optimal times to buy and sell stocks.
method XGBoost machine learning model using time series data and feature engineering.
result Model accurately predicts stock market trends and their endpoints.
ACGAN improves portfolio allocation by learning trends and uncertainty.
problem Markowitz framework's overemphasis on market uncertainty.
method Autoencoding CGAN (ACGAN) that learns trends and uncertainty.
result ACGAN leads to better portfolio allocation and more accurate series.
Study measures irreversibility in crypto trends using Kullback-Leibler divergence.
problem Assessing irreversibility in cryptocurrency trends.
method Defined irreversibility index using Kullback-Leibler divergence between uptrend and downtrend distributions.
result Strong irreversibility in all analyzed cryptocurrencies, with trends evolving over time.
Study detects emerging trends in financial news articles about Microsoft.
problem Challenges in identifying trends in long-form financial news articles.
method Topic modeling and term frequency for keyword similarity analysis.
result Demonstrates the influence of the pandemic on Microsoft.
HybridCGAN improves portfolio analysis by balancing trend prediction and market uncertainty.
problem Markowitz framework's overemphasis on market uncertainty and trend prediction.
method A hybrid approach combining deep generative models to balance trend prediction and market uncertainty.
result HybridCGAN leads to better portfolio allocation compared to existing methods.
One of the major advantages in using Deep Learning for Finance is to embed a large collection of information into investment decisions. A way to do that is by means of compression, that lead us to consider a smaller feature space. Several studies are proving that non-linear feature reduction performed by Deep Learning …
Analyzes NFT market trends, trade networks, and visual features.
problem Understanding the structure and evolution of NFT market.
method Data analysis of 6.1 million trades of 4.7 million NFTs.
result NFTs form tight clusters and collections contain visually homogeneous objects.
This research examines how data transformations affect adversarial robustness in recurrent neural networks.
problem Adversarial examples reduce machine learning accuracy, especially in high-dimensional datasets.
method Analysis of feature selection, dimensionality reduction, and trend extraction techniques on recurrent neural networks.
result Data transformations may increase vulnerability to adversarial samples, but only if they approximate intrinsic dimensionality and maintain manifold coverage.
FFRK automatically extracts features for spatial interpolation without external variables.
problem Spatial interpolation challenges, especially nonstationarity and lack of explanatory variables.
method Feature-Free Regression Kriging (FFRK) method that extracts geospatial features.
result FFRK outperforms classical methods in predicting heavy metal concentrations.
The vast majority of the neural network literature focuses on predicting point values for a given set of response variables, conditioned on a feature vector. In many cases we need to model the full joint conditional distribution over the response variables rather than simply making point predictions. In this paper, we …
Study evaluates clustering methods for Google Trends data.
problem Clustering high-dimensional, noisy time series data.
method Symbolic Aggregate Approximation (SAX), Enhanced SAX (eSAX), and Topological Data Analysis (TDA).
result TDA provides more balanced and meaningful groupings than SAX and eSAX.
Feature Learning aims to extract relevant information contained in data sets in an automated fashion. It is driving force behind the current deep learning trend, a set of methods that have had widespread empirical success. What is lacking is a theoretical understanding of different feature learning schemes. This work p…
The Minority Game framework was recently generalized to account for the possibility that agents adapt not only through strategy selection but also by diversifying their response according to the kind of dynamical regime, or the risk, they perceive. Here we study the effects of this mechanism in different information st…
A novel approach predicts long-term stock price trends using 2D-convolutional encoders and semantic segmentation.
problem Predicting long-term daily stock price changes with deep learning models.
method Proposes a hierarchical CNN structure with Atrous Spatial Pyramid Pooling blocks to capture both long and short-term temporal relationships.
result Achieved overall accuracy and AUC of 78.18% and 0.88 for predicting trends over the next 20 days.
Analyzes stock trends and e-commerce user behavior using Twitter data.
problem Understanding the relationship between stock prices, stock news, and e-commerce user behavior.
method Cross-domain analysis using Hadoop, Hive, and Tableau on three datasets.
result Identified correlations between stock sentiment, stock trends, and e-commerce user behavior.
New framework uses time series features for predicting streamflow in ungauged areas.
problem Predicting streamflow in areas without gauging stations.
method Developed regression-based streamflow regionalization using a wide range of time series features from large datasets.
result Certain time series features, like entropy and autocorrelation, are better predictors of streamflow than traditional catchment attributes.
This study examines how data types affect ML algorithms' performance in Bitcoin price prediction.
problem Improving the accuracy of Bitcoin price forecasts for financial gain.
method Constructed continuous and trend data from Bitcoin's historical data, applied various ML algorithms, and compared their performance using accuracy and AUC.
result Data type significantly impacts ML algorithms' performance in Bitcoin price prediction.
Study compares altcoins to Bitcoin, analyzing their features and market performance.
problem Comparing altcoins to Bitcoin to understand market performance and features.
method Used Google Trend data, price, volume, and market capitalization data from coinmarketcap.com.
result Features of Litecoin, Zcash, Bitcoin Cash, Ethereum, and Bitcoin Gold affect market performance and user preferences.
Study analyzes seasonal hydroclimatic features across climates and continents.
problem Lack of seasonal hydroclimatic feature analysis for Koppen-Geiger climates and continents.
method Global-scale analysis of 13,000 time series using 7 features.
result Notable differences in feature magnitudes across Koppen-Geiger climate classes and continental regions.
A crucial challenge in image-based modeling of biomedical data is to identify trends and features that separate normality and pathology. In many cases, the morphology of the imaged object exhibits continuous change as it deviates from normality, and thus a generative model can be trained to model this morphological con…
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 predictions of directional trend changes via complex lagged correlations between…
In this study, we present a simple stochastic order-book model for investors' swarm behaviors seen in the continuous double auction mechanism, which is employed by major global exchanges. Our study shows a characteristic called "fat tail" is seen in the data obtained from our model that incorporates the investors' swar…
Graph-based approach predicts stock trends using dynamic multi-relational graphs.
problem Predicting future stock movements in complex, time-evolving stock relationships.
method Dynamic multi-relational stock graphs, stochastic diffusion process, parallel retention.
result Outperforms state-of-the-art baselines in stock trend forecasting.
Automatic human affect recognition is a key step towards more natural human-computer interaction. Recent trends include recognition in the wild using a fusion of audiovisual and physiological sensors, a challenging setting for conventional machine learning algorithms. Since 2010, novel deep learning algorithms have bee…
CLVSA predicts financial market trends using LSTM and attention mechanisms.
problem Predicting trends in financial markets due to complex interactions.
method Hybrid model combining LSTM, sequence-to-sequence, attention, and convolutional LSTM.
result CLVSA outperforms basic models in predicting financial market trends.
Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for analyzing group-level differences, i.e., in identifying if trends of estimated ob…
Deep learning predicts NFT prices with high accuracy.
problem Dynamic valuation of non-fungible tokens (NFTs).
method Trained deep learning model on Ethereum blockchain data.
result Highly accurate price predictions of NFTs.
In this paper, we investigate the capability of the universal Kriging (UK) model for single-objective global optimization applied within an efficient global optimization (EGO) framework. We implemented this combined UK-EGO framework and studied four variants of the UK methods, that is, a UK with a first-order polynomia…
ForecastGAN improves multi-horizon time series forecasting by integrating numerical and categorical features.
problem Limited performance of existing approaches in short-term and long-term forecasting.
method Decomposition, model selection, adversarial training.
result ForecastGAN consistently outperforms state-of-the-art transformer models for short-term forecasting.
Develops a new trend power indicator using DSP techniques.
problem Determining the strength and reversibility of trends.
method Derives a novel indicator using digital signal processing.
result Accuracy of the new indicator correlates with PNL performance.
DEMUD-VIS detects novel image content and explains it visually.
problem Detecting and explaining novel image content in large datasets.
method Uses CNN for feature extraction, reconstruction error for novelty detection, and up-convolutional networks for image reconstruction.
result Demonstrates visual explanations of novel image content on diverse datasets.
Forecast future volatilities and correlations based on current trends.
problem Predict future volatilities and correlations in financial markets.
method Use cubic and quadratic polynomials of current trend strengths.
result Accurate quantification of trend effects on volatilities and correlations.
Explains the difference between EMA and moving EMA, focusing on market trend indicators.
problem Understanding the difference between exponential moving average and moving exponential average.
method Explains the mathematical tools and definitions of trend indicators.
result Discusses the properties of the MACD indicator and its use in market trend analysis.
Bitcoin's attention is linked to Google Trends data, not general uncertainty.
problem Bitcoin's correlation with Google Trends data was previously misunderstood.
method Analyzed bidirectional relationships between Bitcoin returns and Google Trends attention over six days.
result Information flows from Bitcoin volatility to Google Trends attention, not the other way.
Enhanced trend-following strategy using network momentum for commodity futures.
problem Improving systematic trend-following in commodity futures markets.
method Combines univariate and cross-sectional trend indicators, including network momentum.
result Statistically significant improvements in portfolio performance metrics.
Online graph learning from matrix-valued time series data.
problem Identifying dependency structure among sensors in a network.
method Extends VAR models to matrix-variate models, proposes online procedures for graph learning, and introduces Lasso-type approaches.
result Demonstrates effectiveness of online graph learning methods in both synthetic and real data.
This paper uses Bayesian models to analyze CTA returns across short and long-term trends.
problem The relative merits and interactions of short- and long-term trend systems in CTA replication remain controversial.
method Dynamic decomposition of CTA returns into short-term trend, long-term trend, and market beta factors using a Bayesian graphical model.
result The blend of horizons shapes the strategy's risk-adjusted performance.
Extracting the underlying trend signal is a crucial step to facilitate time series analysis like forecasting and anomaly detection. Besides noise signal, time series can contain not only outliers but also abrupt trend changes in real-world scenarios. To deal with these challenges, we propose a robust trend filtering al…
Paper uses AI to predict market trends better than traditional methods.
problem Traditional trend following and momentum investing are limited.
method Uses deep learning and AI techniques for market trend prediction.
result Improves asset manager performance by increasing returns and reducing drawdowns.
Ethereum trends analyzed through blockchain transactions and Google searches.
problem Identifying market manipulation in crypto prices.
method Big data analysis of Ethereum transactions, smart contracts, and search volumes.
result Big players manipulate crypto markets after price drops.