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Data mining is a new concept & an exploration and analysis of large data sets, in order to discover meaningful patterns and rules. Many organizations are now using the data mining techniques to find out meaningful patterns from the…
With the advent of fast-paced information dissemination and retrieval, it has become inherently important to resort to automated means of predicting stock market prices. In this paper, we propose Taureau, a framework that leverages Twitter…
Brain stroke remains one of the principal causes of death and disability worldwide, yet most tabular-data prediction models still hover below the 95% accuracy threshold, limiting real-world utility. Addressing this gap, the present work…
Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…
This research presents a comprehensive framework for analyzing liquidity in financial markets, particularly in the context of high-frequency trading. By leveraging advanced machine learning classification techniques, including Logistic…
This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random…
Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…
Sub-new stock price prediction, forecasting the price trends of stocks listed less than one year, is crucial for effective quantitative trading. While deep learning methods have demonstrated effectiveness in predicting old stock prices,…
Predicting the intraday stock jumps is a significant but challenging problem in finance. Due to the instantaneity and imperceptibility characteristics of intraday stock jumps, relevant studies on their predictability remain limited. This…
One of the most important studies in finance is to find out whether stock returns could be predicted. This research aims to create a new multivariate model, which includes dividend yield, earnings-to-price ratio, book-to-market ratio as…
A constant rebalanced portfolio is an asset allocation algorithm which keeps the same distribution of wealth among a set of assets along a period of time. Recently, there has been work on on-line portfolio selection algorithms which are…
Portfolio selection is the central task for assets management, but it turns out to be very challenging. Methods based on pattern matching, particularly the CORN-K algorithm, have achieved promising performance on several stock markets. A…
Support vector machine modeling is a new approach in machine learning for classification showing good performance on forecasting problems of small samples and high dimensions. Later, it promoted to Support Vector Regression (SVR) for…
Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the…
Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…
Classification and patterns extraction from customer data is very important for business support and decision making. Timely identification of newly emerging trends is very important in business process. Large companies are having huge…
The recruitment of new personnel is one of the most essential business processes which affect the quality of human capital within any company. It is highly essential for the companies to ensure the recruitment of right talent to maintain a…
Analysis and prediction of stock market time series data has attracted considerable interest from the research community over the last decade. Rapid development and evolution of sophisticated algorithms for statistical analysis of time…
The importance of considering the volumes to analyze stock prices movements can be considered as a well-accepted practice in the financial area. However, when we look at the scientific production in this field, we still cannot find a…
The prediction of stock prices is an important task in economics, investment and making financial decisions. This has, for decades, spurred the interest of many researchers to make focused contributions to the design of accurate stock price…