Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial problems, with better prediction than machine learning methods. Moreover, many researchers have used deep learning methods to predict financial time series with various models in recent years. In this paper, we will compare various deep learning models, such as multilayer perceptron (MLP), one-dimensional convolutional neural networks (1D CNN), stacked long short-term memory (stacked LSTM), attention networks, and weighted attention networks for financial time series prediction. In particular, attention LSTM is not only used for prediction, but also for visualizing intermediate outputs to analyze the reason of prediction; therefore, we will show an example for understanding the model prediction intuitively with attention vectors. In addition, we focus on time and factors, which lead to an easy understanding of why certain trends are predicted when accessing a given time series table. We also modify the loss functions of the attention models with weighted categorical cross entropy; our proposed model produces a 0.76 hit ratio, which is superior to those of other methods for predicting the trends of the KOSPI 200.
In addition, 1D CNNs have shown superior performance for classifying sequential data. A CNN is widely used in image-related tasks such as classification, segmentation, denoising, super-resolution, etc. These days, in addition to image area classification, 1D CNNs are also very effective for deriving important features from segments of whole sequential data and where the location of the features within the segment is insignificant. This applies well to the analysis of sequential sensor data, fixed length periodic signals, and NLP. In @cite_20 and @cite_21 , semantically meaningful representations of sentences are learned using CNNs in NLP. The models these papers recommend potentially interesting documents to users based on what they are currently reading. In @cite_9 , the authors evaluate a CNN architecture on sentiment analysis and topic categorization tasks. The 1D CNN architecture achieved remarkable results compared with those in previous papers. Also, the network used in this paper is quite simple and easy to implement.
@cite_9 @cite_21 @cite_20
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With deep learning becoming the dominant approach in computer vision, the use of representations extracted from Convolutional Neural Nets (CNNs) is quickly gaining ground on Fisher Vectors (FVs) as favoured state-of-the-art global image descriptors for image instance retrieval. While the good performance of CNNs for image classification are unambiguously recognised, which of the two has the upper hand in the image retrieval context is not entirely clear yet. In this work, we propose a comprehensive study that systematically evaluates FVs and CNNs for image retrieval. The first part compares the performances of FVs and CNNs on multiple publicly available data sets. We investigate a number of details specific to each method. For FVs, we compare sparse descriptors based on interest point detectors with dense single-scale and multi-scale variants. For CNNs, we focus on understanding the impact of depth, architecture and training data on retrieval results. Our study shows that no descriptor is systematically better than the other and that performance gains can usually be obtained by using both types together. The second part of the study focuses on the impact of geometrical transformations such as rotations and scale changes. FVs based on interest point detectors are intrinsically resilient to such transformations while CNNs do not have a built-in mechanism to ensure such invariance. We show that performance of CNNs can quickly degrade in presence of rotations while they are far less affected by changes in scale. We then propose a number of ways to incorporate the required invariances in the CNN pipeline. Overall, our work is intended as a reference guide offering practically useful and simply implementable guidelines to anyone looking for state-of-the-art global descriptors best suited to their specific image instance retrieval problem. Convolutional neural networks (CNN) have recently shown outstanding image classification performance in the large- scale visual recognition challenge (ILSVRC2012). The suc- cess of CNNs is attributed to their ability to learn rich mid- level image representations as opposed to hand-designed low-level features used in other image classification meth- ods. Learning CNNs, however, amounts to estimating mil- lions of parameters and requires a very large number of annotated image samples. This property currently prevents application of CNNs to problems with limited training data. In this work we show how image representations learned with CNNs on large-scale annotated datasets can be effi- ciently transferred to other visual recognition tasks with limited amount of training data. We design a method to reuse layers trained on the ImageNet dataset to compute mid-level image representation for images in the PASCAL VOC dataset. We show that despite differences in image statistics and tasks in the two datasets, the transferred rep- resentation leads to significantly improved results for object and action classification, outperforming the current state of the art on Pascal VOC 2007 and 2012 datasets. We also show promising results for object and action localization. Generating natural language descriptions for in-the-wild videos is a challenging task. Most state-of-the-art methods for solving this problem borrow existing deep convolutional neural network (CNN) architectures (AlexNet, GoogLeNet) to extract a visual representation of the input video. However, these deep CNN architectures are designed for single-label centered-positioned object classification. While they generate strong semantic features, they have no inherent structure allowing them to detect multiple objects of different sizes and locations in the frame. Our paper tries to solve this problem by integrating the base CNN into several fully convolutional neural networks (FCNs) to form a multi-scale network that handles multiple receptive field sizes in the original image. FCNs, previously applied to image segmentation, can generate class heat-maps efficiently compared to sliding window mechanisms, and can easily handle multiple scales. To further handle the ambiguity over multiple objects and locations, we incorporate the Multiple Instance Learning mechanism (MIL) to consider objects in different positions and at different scales simultaneously. We integrate our multi-scale multi-instance architecture with a sequence-to-sequence recurrent neural network to generate sentence descriptions based on the visual representation. Ours is the first end-to-end trainable architecture that is capable of multi-scale region processing. Evaluation on a Youtube video dataset shows the advantage of our approach compared to the original single-scale whole frame CNN model. Our flexible and efficient architecture can potentially be extended to support other video processing tasks. Convolutional neural networks (CNNs) have shown great performance as general feature representations for object recognition applications. However, for multi-label images that contain multiple objects from different categories, scales and locations, global CNN features are not optimal. In this paper, we incorporate local information to enhance the feature discriminative power. In particular, we first extract object proposals from each image. With each image treated as a bag and object proposals extracted from it treated as instances, we transform the multi-label recognition problem into a multi-class multi-instance learning problem. Then, in addition to extracting the typical CNN feature representation from each proposal, we propose to make use of ground-truth bounding box annotations (strong labels) to add another level of local information by using nearest-neighbor relationships of local regions to form a multi-view pipeline. The proposed multi-view multiinstance framework utilizes both weak and strong labels effectively, and more importantly it has the generalization ability to even boost the performance of unseen categories by partial strong labels from other categories. Our framework is extensively compared with state-of-the-art handcrafted feature based methods and CNN based methods on two multi-label benchmark datasets. The experimental results validate the discriminative power and the generalization ability of the proposed framework. With strong labels, our framework is able to achieve state-of-the-art results in both datasets.