Probability Distributions.- Linear Models for Regression.- Linear Models for Classification.- Neural Networks.- Kernel Methods.- Sparse Kernel Machines.- Graphical Models.- Mixture Models and EM.- Approximate Inference.- Sampling Methods.- Continuous Latent Variables.- Sequential Data.- Combining Models.

Pattern Recognition and Machine Learning

An overview of the self-organizing map algorithm, on which the papers in this issue are based, is presented in this article.

The Self-Organizing Map

Financial time series forecasting with deep learning : A systematic literature review: 2005–2019

Giving Content to Investor Sentiment: The Role of Media in the Stock Market

Deep learning has exploded in the public consciousness, primarily as predictive and analytical products suffuse our world, in the form of numerous human-centered smart-world systems, including targeted advertisements, natural language assistants and interpreters, and prototype self-driving vehicle systems. Yet to most, the underlying mechanisms that enable such human-centered smart products remain obscure. In contrast, researchers across disciplines have been incorporating deep learning into their research to solve problems that could not have been approached before. In this paper, we seek to provide a thorough investigation of deep learning in its applications and mechanisms. Specifically, as a categorical collection of state of the art in deep learning research, we hope to provide a broad reference for those seeking a primer on deep learning and its various implementations, platforms, algorithms, and uses in a variety of smart-world systems. Furthermore, we hope to outline recent key advancements in the technology, and provide insight into areas, in which deep learning can improve investigation, as well as highlight new areas of research that have yet to see the application of deep learning, but could nonetheless benefit immensely. We hope this survey provides a valuable reference for new deep learning practitioners, as well as those seeking to innovate in the application of deep learning.

https://ieeexplore.ieee.org/ielaam/6287639/8274985/8351898-aam.pdf

A Survey of Deep Learning: Platforms, Applications and Emerging Research Trends

Stock trend prediction plays a critical role in seeking maximized profit from the stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of the stock market. Exploding information on the Internet together with the advancing development of natural language processing and text mining techniques have enabled investors to unveil market trends and volatility from online content. Unfortunately, the quality, trustworthiness, and comprehensiveness of online content related to stock market vary drastically, and a large portion consists of the low-quality news, comments, or even rumors. To address this challenge, we imitate the learning process of human beings facing such chaotic online news, driven by three principles: sequential content dependency, diverse influence, and effective and efficient learning. In this paper, to capture the first two principles, we designed a Hybrid Attention Networks(HAN) to predict the stock trend based on the sequence of recent related news. Moreover, we apply the self-paced learning mechanism to imitate the third principle. Extensive experiments on real-world stock market data demonstrate the effectiveness of our framework. A further simulation illustrates that a straightforward trading strategy based on our proposed framework can significantly increase the annualized return.

Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction

Stock trend prediction plays a critical role in seeking maximized profit from stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of stock market. Exploding information on Internet together with advancing development of natural language processing and text mining techniques have enable investors to unveil market trends and volatility from online content. Unfortunately, the quality, trustworthiness and comprehensiveness of online content related to stock market varies drastically, and a large portion consists of the low-quality news, comments, or even rumors. To address this challenge, we imitate the learning process of human beings facing such chaotic online news, driven by three principles: sequential content dependency, diverse influence, and effective and efficient learning. In this paper, to capture the first two principles, we designed a Hybrid Attention Networks to predict the stock trend based on the sequence of recent related news. Moreover, we apply the self-paced learning mechanism to imitate the third principle. Extensive experiments on real-world stock market data demonstrate the effectiveness of our approach.

Model complexity is a fundamental problem in deep learning. In this paper, we conduct a systematic overview of the latest studies on model complexity in deep learning. Model complexity of deep learning can be categorized into expressive capacity and effective model complexity. We review the existing studies on those two categories along four important factors, including model framework, model size, optimization process, and data complexity. We also discuss the applications of deep learning model complexity including understanding model generalization, model optimization, and model selection and design. We conclude by proposing several interesting future directions.

Model complexity of deep learning: a survey

Stock trend forecasting, aiming at predicting the stock future trends, is crucial for investors to seek maximized profits from the stock market. Many event-driven methods utilized the events extracted from news, social media, and discussion board to forecast the stock trend in recent years. However, existing event-driven methods have two main shortcomings: 1) overlooking the influence of event information differentiated by the stock-dependent properties; 2) neglecting the effect of event information from other related stocks. In this paper, we propose a relational event-driven stock trend forecasting (REST) framework, which can address the shortcoming of existing methods. To remedy the first shortcoming, we propose to model the stock context and learn the effect of event information on the stocks under different contexts. To address the second shortcoming, we construct a stock graph and design a new propagation layer to propagate the effect of event information from related stocks. The experimental studies on the real-world data demonstrate the efficiency of our REST framework. The results of investment simulation show that our framework can achieve a higher return of investment than baselines.

REST: Relational Event-driven Stock Trend Forecasting

Quantitative investment aims to maximize the return and minimize the risk in a sequential trading period over a set of financial instruments. Recently, inspired by rapid development and great potential of AI technologies in generating remarkable innovation in quantitative investment, there has been increasing adoption of AI-driven workflow for quantitative research and practical investment. In the meantime of enriching the quantitative investment methodology, AI technologies have raised new challenges to the quantitative investment system. Particularly, the new learning paradigms for quantitative investment call for an infrastructure upgrade to accommodate the renovated workflow; moreover, the data-driven nature of AI technologies indeed indicates a requirement of the infrastructure with more powerful performance; additionally, there exist some unique challenges for applying AI technologies to solve different tasks in the financial scenarios. To address these challenges and bridge the gap between AI technologies and quantitative investment, we design and develop Qlib that aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment.

Weiqing Liu

Papers

Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction

Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction

Model complexity of deep learning: a survey

REST: Relational Event-driven Stock Trend Forecasting

Qlib: An AI-oriented Quantitative Investment Platform.