arXiv:2008. 08041v3 Announce Type: replace-cross Abstract: In the big data era, deep learning and intelligent data mining technique solutions have been applied by researchers in various areas.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.
arXiv:2606. 29347v1 Announce Type: cross Abstract: Adaptive Financial Transformer (AFT) is proposed for stock return prediction under non-stationary financial markets.
arXiv:2608. 17342v1 Announce Type: cross Abstract: Forecasting cryptocurrency prices remains a formidable challenge due to inherent non-stationarity, abrupt regime shifts, and multi-scale stochastic dependencies.
arXiv:2607. 14391v1 Announce Type: new Abstract: This study concentrates on predicting stock prices in the Egyptian market, focusing on the EGX30, an influential financial hub in the Middle East.
arXiv:2606. 05138v1 Announce Type: new Abstract: Generating realistic financial time series is challenging as training data is often limited to a single historical path.
arXiv:2310. 20545v3 Announce Type: replace Abstract: We present a multi-task optimization approach based on a deep learning architecture for time series forecasting.
arXiv:2608. 17091v1 Announce Type: new Abstract: While publicly available electricity market data presents a valuable resource for forecasting research, the field lacks established benchmark datasets for standardized comparison.