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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…

Statistical Finance · Quantitative Finance 2023-06-23 David Noel

In this paper, we compare various approaches to stock price prediction using neural networks. We analyze the performance fully connected, convolutional, and recurrent architectures in predicting the next day value of S&P 500 index based on…

Statistical Finance · Quantitative Finance 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal…

Statistical Finance · Quantitative Finance 2023-03-17 Shima Nabiee , Nader Bagherzadeh

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

Statistical Finance · Quantitative Finance 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…

Trading and Market Microstructure · Quantitative Finance 2023-08-14 A. K. M. Amanat Ullah , Fahim Imtiaz , Miftah Uddin Md Ihsan , Md. Golam Rabiul Alam , Mahbub Majumdar

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

Statistical Finance · Quantitative Finance 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan

We applied Deep Q-Network with a Convolutional Neural Network function approximator, which takes stock chart images as input, for making global stock market predictions. Our model not only yields profit in the stock market of the country…

General Finance · Quantitative Finance 2019-11-27 Jinho Lee , Raehyun Kim , Yookyung Koh , Jaewoo Kang

Many studies have been undertaken by using machine learning techniques, including neural networks, to predict stock returns. Recently, a method known as deep learning, which achieves high performance mainly in image recognition and speech…

Statistical Finance · Quantitative Finance 2018-06-14 Masaya Abe , Hideki Nakayama

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

Predicting future direction of stock markets using the historical data has been a fundamental component in financial forecasting. This historical data contains the information of a stock in each specific time span, such as the opening,…

Statistical Finance · Quantitative Finance 2023-01-25 Christopher Wimmer , Navid Rekabsaz

Deep learning is an effective approach to solving image recognition problems. People draw intuitive conclusions from trading charts; this study uses the characteristics of deep learning to train computers in imitating this kind of intuition…

Computational Engineering, Finance, and Science · Computer Science 2018-01-10 Yun-Cheng Tsai , Jun-Hao Chen , Jun-Jie Wang

Designing robust frameworks for precise prediction of future prices of stocks has always been considered a very challenging research problem. The advocates of the classical efficient market hypothesis affirm that it is impossible to…

Statistical Finance · Quantitative Finance 2021-08-31 Jaydip Sen , Sidra Mehtab

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 complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

Optimization and Control · Mathematics 2023-12-19 Negin Bagherpour

Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. This motivates us to provide a structured and comprehensive overview of the research on stock market…

General Finance · Quantitative Finance 2023-02-10 Jinan Zou , Qingying Zhao , Yang Jiao , Haiyao Cao , Yanxi Liu , Qingsen Yan , Ehsan Abbasnejad , Lingqiao Liu , Javen Qinfeng Shi

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…

Machine Learning · Computer Science 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

The stock market is a network which provides a platform for almost all major economic transactions. While investing in the stock market is a good idea, investing in individual stocks may not be, especially for the casual investor. Smart…

Statistical Finance · Quantitative Finance 2022-08-30 Om Mane , Saravanakumar kandasamy

Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi