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.
We report on a series of experiments with convolutional neural networks (CNN) trained on top of pre-trained word vectors for sentence-level classification tasks. We show that a simple CNN with little hyperparameter tuning and static vectors achieves excellent results on multiple benchmarks. Learning task-specific vectors through fine-tuning offers further gains in performance. We additionally propose a simple modification to the architecture to allow for the use of both task-specific and static vectors. The CNN models discussed herein improve upon the state of the art on 4 out of 7 tasks, which include sentiment analysis and question classification. In this paper, we propose a new latent semantic model that incorporates a convolutional-pooling structure over word sequences to learn low-dimensional, semantic vector representations for search queries and Web documents. In order to capture the rich contextual structures in a query or a document, we start with each word within a temporal context window in a word sequence to directly capture contextual features at the word n-gram level. Next, the salient word n-gram features in the word sequence are discovered by the model and are then aggregated to form a sentence-level feature vector. Finally, a non-linear transformation is applied to extract high-level semantic information to generate a continuous vector representation for the full text string. The proposed convolutional latent semantic model (CLSM) is trained on clickthrough data and is evaluated on a Web document ranking task using a large-scale, real-world data set. Results show that the proposed model effectively captures salient semantic information in queries and documents for the task while significantly outperforming previous state-of-the-art semantic models. An “Interestingness Modeler” uses deep neural networks to learn deep semantic models (DSM) of “interestingness.” The DSM, consisting of two branches of deep neural networks or their convolutional versions, identifies and predicts target documents that would interest users reading source documents. The learned model observes, identifies, and detects naturally occurring signals of interestingness in click transitions between source and target documents derived from web browser logs. Interestingness is modeled with deep neural networks that map source-target document pairs to feature vectors in a latent space, trained on document transitions in view of a “context” and optional “focus” of source and target documents. Network parameters are learned to minimize distances between source documents and their corresponding “interesting” targets in that space. The resulting interestingness model has applicable uses, including, but not limited to, contextual entity searches, automatic text highlighting, prefetching documents of likely interest, automated content recommendation, automated advertisement placement, etc.