English
Related papers

Related papers: Working Paper: Improved Stock Price Forecasting Al…

200 papers

Predicting the price that has the least error and can provide the best and highest accuracy has been one of the most challenging issues and one of the most critical concerns among capital market activists and researchers. Therefore, a model…

Machine Learning · Computer Science 2025-05-05 Mohammadhossein Rashidi , Mohammad Modarres

In the recent literature, Support Vector Regression (SVR) has been cited as one of the weakest performers on the California Housing benchmark dataset, with Preethi et al. (2025)specifically ranking it last among the algorithms they tested,…

Machine Learning · Computer Science 2026-05-12 Emmanuel Adutwum

Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods…

Statistical Finance · Quantitative Finance 2025-05-13 Peng Zhu , Yuante Li , Yifan Hu , Qinyuan Liu , Dawei Cheng , Yuqi Liang

This paper proposes a novel stock selection strategy framework based on combined machine learning algorithms. Two types of weighting methods for three representative machine learning algorithms are developed to predict the returns of the…

Statistical Finance · Quantitative Finance 2025-08-27 Lin Cai , Zhiyang He , Caiya Zhang

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

Statistical Finance · Quantitative Finance 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

Credit ratings are one of the primary keys that reflect the level of riskiness and reliability of corporations to meet their financial obligations. Rating agencies tend to take extended periods of time to provide new ratings and update…

Risk Management · Quantitative Finance 2020-07-15 Parisa Golbayani , Ionuţ Florescu , Rupak Chatterjee

Academic performance depends on a multivariable nexus of socio-academic and financial factors. This study investigates these influences to develop effective strategies for optimizing students' CGPA. To achieve this, we reviewed various…

Machine Learning · Computer Science 2025-08-04 Bushra Akter , Md Biplob Hosen , Sabbir Ahmed , Mehrin Anannya , Md. Farhad Hossain

Forex trading is the largest market in terms of qutantitative trading. Traditionally, traders refer to technical analysis based on the historical data to make decisions and trade. With the development of artificial intelligent, deep…

Statistical Finance · Quantitative Finance 2021-07-30 Yunze Li , Yanan Xie , Chen Yu , Fangxing Yu , Bo Jiang , Matloob Khushi

In this study, we propose a novel machine-learning-based measure for stock price crash risk, utilizing the minimum covariance determinant methodology. Employing this newly introduced dependent variable, we predict stock price crash risk…

Computational Finance · Quantitative Finance 2025-05-23 Abdullah Karasan , Ozge Sezgin Alp , Gerhard-Wilhelm Weber

On a periodic basis, publicly traded companies are required to report fundamentals: financial data such as revenue, operating income, debt, among others. These data points provide some insight into the financial health of a company.…

Machine Learning · Statistics 2018-04-27 John Alberg , Zachary C. Lipton

For the development of successful share trading strategies, forecasting the course of action of the stock market index is important. Effective prediction of closing stock prices could guarantee investors attractive benefits. Machine…

Statistical Finance · Quantitative Finance 2021-04-16 Nazish Ashfaq , Zubair Nawaz , Muhammad Ilyas

The capital market plays a vital role in marketing operations for aerospace industry. However, due to the uncertainty and complexity of the stock market and many cyclical factors, the stock prices of listed aerospace companies fluctuate…

Statistical Finance · Quantitative Finance 2020-08-28 Linyu Zheng , Hongmei He

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

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…

Computation and Language · Computer Science 2022-10-28 Qinkai Chen , Christian-Yann Robert

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

The complexity of stocks and industries presents challenges for stock prediction. Currently, stock prediction models can be divided into two categories. One category, represented by GRU and ALSTM, relies solely on stock factors for…

Computational Finance · Quantitative Finance 2024-12-02 Yonggai Zhuang , Haoran Chen , Kequan Wang , Teng Fei

Recent researches on stock prediction using deep learning methods has been actively studied. This is the task to predict the movement of stock prices in the future based on historical trends. The approach to predicting the movement based…

Statistical Finance · Quantitative Finance 2021-10-01 Jaeyoung Cheong , Heejoon Lee , Minjung Kang

Accurately forecasting Climate Policy Uncertainty (CPU) is essential for designing climate strategies that balance economic growth with environmental objectives. Elevated CPU levels can delay regulatory implementation, hinder investment in…

Econometrics · Economics 2026-01-21 Donia Besher , Anirban Sengupta , Tanujit Chakraborty

The rapid growth of the stock market has attracted many investors due to its potential for significant profits. However, predicting stock prices accurately is difficult because financial markets are complex and constantly changing. This is…

Machine Learning · Computer Science 2024-07-17 Abdelatif Hafid , Maad Ebrahim , Ali Alfatemi , Mohamed Rahouti , Diogo Oliveira

This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to characterize each stock, and label stocks according to…

Portfolio Management · Quantitative Finance 2018-08-09 XingYu Fu , JinHong Du , YiFeng Guo , MingWen Liu , Tao Dong , XiuWen Duan