English
Related papers

Related papers: Turnover Prediction Of Shares using Data Mining te…

200 papers

In modern capital market the price of a stock is often considered to be highly volatile and unpredictable because of various social, financial, political and other dynamic factors. With calculated and thoughtful investment, stock market can…

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

Sentiment-based stock prediction systems aim to explore sentiment or event signals from online corpora and attempt to relate the signals to stock price variations. Both the feature-based and neural-networks-based approaches have delivered…

Computation and Language · Computer Science 2020-08-19 Yue Zhou , Kerstin Voigt

Stock price prediction has been an important research theme both academically and practically. Various methods to predict stock prices have been studied until now. The feature that explains the stock price by a cross-section analysis is…

Portfolio Management · Quantitative Finance 2020-07-21 Masaya Abe , Kei Nakagawa

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo

The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made…

Computational Finance · Quantitative Finance 2019-04-19 Hieu Quang Nguyen , Abdul Hasib Rahimyar , Xiaodi Wang

To predict the future movements of stock markets, numerous studies concentrate on daily data and employ various machine learning (ML) models as benchmarks that often vary and lack standardization across different research works. This paper…

Computational Finance · Quantitative Finance 2024-07-16 Han Gui

Predicting the prices of stocks at any stock market remains a quest for many investors and researchers. Those who trade at the stock market tend to use technical, fundamental or time series analysis in their predictions. These methods…

Machine Learning · Computer Science 2016-09-20 Barack Wamkaya Wanjawa

Stock selection, which aims to predict stock prices and identify the most profitable ones, is a crucial task in finance. While existing methods primarily focus on developing model structures and building graphs for improved selection,…

Computational Engineering, Finance, and Science · Computer Science 2025-06-23 Mengyu Wang , Tiejun Ma , Shay B. Cohen

Stock market prediction presents considerable challenges for investors, financial institutions, and policymakers operating in complex market environments characterized by noise, non-stationarity, and behavioral dynamics. Traditional…

Machine Learning · Computer Science 2026-05-18 Mohammad Al Ridhawi , Mahtab Haj Ali , Hussein Al Osman

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Applications · Statistics 2025-01-14 Xinyuan Song

In the current stock market, computer science and technology are more and more widely used to analyse stocks. Not same as most related machine learning stock price prediction work, this work study the predicting the tendency of the stock…

Statistical Finance · Quantitative Finance 2022-07-25 Fengyu Han , Yue Wang

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…

Statistical Finance · Quantitative Finance 2021-08-13 Weiwei Jiang

Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose. In this paper, we extract over 270 hand-crafted features (factors) inspired by technical and quantitative…

Statistical Finance · Quantitative Finance 2020-07-01 Adamantios Ntakaris , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

This study applies machine learning to predict S&P 500 membership changes: key events that profoundly impact investor behavior and market dynamics. Quarterly data from WRDS datasets (2013 onwards) was used, incorporating features such as…

Portfolio Management · Quantitative Finance 2024-12-18 Vidhi Agrawal , Eesha Khalid , Tianyu Tan , Doris Xu

Volatility-based trading strategies have attracted a lot of attention in financial markets due to their ability to capture opportunities for profit from market dynamics. In this article, we propose a new volatility-based trading strategy…

Trading and Market Microstructure · Quantitative Finance 2023-08-21 Ivan Letteri

Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis. In this paper, we use Machine Learning (ML) algorithms for the prediction of future price movements using limit order book data.…

Computational Engineering, Finance, and Science · Computer Science 2019-04-09 Paraskevi Nousi , Avraam Tsantekidis , Nikolaos Passalis , Adamantios Ntakaris , Juho Kanniainen , Anastasios Tefas , Moncef Gabbouj , Alexandros Iosifidis

Investors try to predict returns of financial assets to make successful investment. Many quantitative analysts have used machine learning-based methods to find unknown profitable market rules from large amounts of market data. However,…

Trading and Market Microstructure · Quantitative Finance 2020-12-21 Katsuya Ito , Kentaro Minami , Kentaro Imajo , Kei Nakagawa

This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news…

Statistical Finance · Quantitative Finance 2017-07-25 Zeya Zhang , Weizheng Chen , Hongfei Yan