# Stock Trading Volume Prediction with Dual-Process Meta-Learning

arXiv: https://arxiv.org/abs/2211.01762 · HTML: https://mlsanity.com/paper/2211.01762/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 14 of its 27 references that are in the map.
- First posted on arXiv 11 Oct 2022.

## Builds on (most cited first, 14 of 14)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networks](https://mlsanity.com/paper/1703.03400/) (2017)
- [Prototypical Networks for Few-shot Learning](https://mlsanity.com/paper/1703.05175/) (2017)
- [Matching Networks for One Shot Learning](https://mlsanity.com/paper/1606.04080/) (2016)
- [Learning to Compare: Relation Network for Few-Shot Learning](https://mlsanity.com/paper/1711.06025/) (2017)
- [Meta-Learning in Neural Networks: A Survey](https://mlsanity.com/paper/2004.05439/) (2020)
- [Meta-Learning with Implicit Gradients](https://mlsanity.com/paper/1909.04630/) (2019)
- [Meta-Learning with Latent Embedding Optimization](https://mlsanity.com/paper/1807.05960/) (2018)
- [Meta-SGD: Learning to Learn Quickly for Few-Shot Learning](https://mlsanity.com/paper/1707.09835/) (2017)
- [Meta Networks](https://mlsanity.com/paper/1703.00837/) (2017)
- [Meta-Learning: A Survey](https://mlsanity.com/paper/1810.03548/) (2018)
- [Recasting Gradient-Based Meta-Learning as Hierarchical Bayes](https://mlsanity.com/paper/1801.08930/) (2018)
- [Risk-Averse Trust Region Optimization for Reward-Volatility Reduction](https://mlsanity.com/paper/1912.03193/) (2019)
- [A Comparative Analysis of Forecasting Financial Time Series Using ARIMA, LSTM, and BiLSTM](https://mlsanity.com/paper/1911.09512/) (2019)

## Built on by (most cited first, 1 of 1)

- [Incorporating Pre-trained Model Prompting in Multimodal Stock Volume Movement Prediction](https://mlsanity.com/paper/2309.05608/) (2023)

## Abstract (arXiv)

Volume prediction is one of the fundamental objectives in the Fintech area, which is helpful for many downstream tasks, e.g., algorithmic trading. Previous methods mostly learn a universal model for different stocks. However, this kind of practice omits the specific characteristics of individual stocks by applying the same set of parameters for different stocks. On the other hand, learning different models for each stock would face data sparsity or cold start problems for many stocks with small capitalization. To take advantage of the data scale and the various characteristics of individual stocks, we propose a dual-process meta-learning method that treats the prediction of each stock as one task under the meta-learning framework. Our method can model the common pattern behind different stocks with a meta-learner, while modeling the specific pattern for each stock across time spans with stock-dependent parameters. Furthermore, we propose to mine the pattern of each stock in the form of a latent variable which is then used for learning the parameters for the prediction module. This makes the prediction procedure aware of the data pattern. Extensive experiments on volume predictions show that our method can improve the performance of various baseline models. Further analyses testify the effectiveness of our proposed meta-learning framework.