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Detecting structure in noisy time series is a difficult task. One intuitive feature is the notion of trend. From theoretical hints and using simulated time series, we empirically investigate the efficiency of standard recurrent neural…

Machine Learning · Computer Science 2021-10-22 Alexandre Miot , Gilles Drigout

Today, the use of social networking data has attracted a lot of academic and commercial attention in predicting the stock market. In most studies in this area, the sentiment analysis of the content of user posts on social networks is used…

Machine Learning · Computer Science 2021-02-16 Ramin Mousa , Sara Nazari , Ali Karhe Abadi , Reza Shoukhcheshm , Mohammad Niknam Pirzadeh , Leila Safari

Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

Machine Learning · Computer Science 2019-01-23 Tao Ma

Crude oil is a major component in most advanced economies of the world. Accurately predicting and understanding the behavior of crude oil prices is important for economists, analysts, forecasters, and traders, to name a few. The price of…

Machine Learning · Computer Science 2018-11-26 Ganapathy S. Natarajan , Aishwarya Ashok

Deep-learning techniques have been successfully used for time-series forecasting and have often shown superior performance on many standard benchmark datasets as compared to traditional techniques. Here we present a comprehensive and…

Machine Learning · Computer Science 2021-12-08 Vedant Shah , Gautam Shroff

Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy…

Machine Learning · Computer Science 2019-09-23 Jialin Liu , Chih-Min Lin , Fei Chao

This paper presents a systematic evaluation of Neural Network (NN) for classification of real-world data. In the field of machine learning, it is often seen that a single parameter that is 'predictive accuracy' is being used for evaluating…

Neural and Evolutionary Computing · Computer Science 2016-12-05 Siddharth Dinesh , Tirtharaj Dash

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and…

Artificial Intelligence · Computer Science 2007-05-23 Ajith Abraham , Ninan Sajith Philip , P. Saratchandran

In tis paper we consider approaches for time series forecasting based on deep neural networks and neuro-fuzzy nets. Also, we make short review of researches in forecasting based on various models of ANFIS models. Deep Learning has proven to…

Neural and Evolutionary Computing · Computer Science 2020-11-12 Alexey Averkin , Sergey Yarushev

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

Fluctuations in stock prices are influenced by a complex interplay of factors that go beyond mere historical data. These factors, themselves influenced by external forces, encompass inter-stock dynamics, broader economic factors, various…

Statistical Finance · Quantitative Finance 2026-02-12 Ambedkar Dukkipati , Kawin Mayilvaghanan , Naveen Kumar Pallekonda , Sai Prakash Hadnoor , Ranga Shaarad Ayyagari

Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement…

Computational Engineering, Finance, and Science · Computer Science 2018-07-06 Dat Thanh Tran , Martin Magris , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

A new model for stocks markets using integer values for each stock price is presented. In contrast with previously reported models, the variables used in the model are not of binary type, but of more general integer type. It is shown how…

Condensed Matter · Physics 2007-05-23 Juan R. Sanchez

Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…

Social and Information Networks · Computer Science 2018-01-03 Xi Zhang , Yunjia Zhang , Senzhang Wang , Yuntao Yao , Binxing Fang , Philip S. Yu

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

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

This paper presents price prediction models using Machine Learning algorithms augmented with Superforecasters predictions, aimed at enhancing investment decisions. Five Machine Learning models are built, including Bidirectional LSTM, ARIMA,…

Trading and Market Microstructure · Quantitative Finance 2024-07-03 Anishka Chauhan , Pratham Mayur , Yeshwanth Sai Gokarakonda , Pooriya Jamie , Naman Mehrotra

The paper proposes a method of financial time series forecasting taking into account the semantics of news. For the semantic analysis of financial news the sampling of negative and positive words in economic sense was formed based on…

General Finance · Quantitative Finance 2017-05-25 Kateryna Kononova , Anton Dek

This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…

Statistical Finance · Quantitative Finance 2025-02-25 Meet Satishbhai Sonani , Atta Badii , Armin Moin