English
Related papers

Related papers: U-CNNpred: A Universal CNN-based Predictor for Sto…

200 papers

With technological advancements and the exponential growth of data, we have been unfolding different capabilities of neural networks in different sectors. In this paper, I have tried to use a specific type of Neural Network known as…

Neural and Evolutionary Computing · Computer Science 2021-06-04 Kunal Bhardwaj

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

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…

Machine Learning · Computer Science 2017-06-15 Matthew Dixon , Diego Klabjan , Jin Hoon Bang

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

Computational Finance · Quantitative Finance 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast…

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

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

Much of modern practice in financial forecasting relies on technicals, an umbrella term for several heuristics applying visual pattern recognition to price charts. Despite its ubiquity in financial media, the reliability of its signals…

Computational Finance · Quantitative Finance 2018-07-12 Sid Ghoshal , Stephen J. Roberts

This document presents an in-depth examination of stock market sentiment through the integration of Convolutional Neural Networks (CNN) and Gated Recurrent Units (GRU), enabling precise risk alerts. The robust feature extraction capability…

Machine Learning · Computer Science 2024-12-16 You Wu , Mengfang Sun , Hongye Zheng , Jinxin Hu , Yingbin Liang , Zhenghao Lin

Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…

Statistical Finance · Quantitative Finance 2023-05-25 Harsimrat Kaeley , Ye Qiao , Nader Bagherzadeh

Application of neural network architectures for financial prediction has been actively studied in recent years. This paper presents a comparative study that investigates and compares feed-forward neural network (FNN) and adaptive neural…

Statistical Finance · Quantitative Finance 2019-06-14 Yuxuan Huang , Luiz Fernando Capretz , Danny Ho

Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…

Statistical Finance · Quantitative Finance 2022-11-28 Thanh Trung Huynh , Minh Hieu Nguyen , Thanh Tam Nguyen , Phi Le Nguyen , Matthias Weidlich , Quoc Viet Hung Nguyen , Karl Aberer

Stock trading has always been a key economic indicator in modern society and a primary source of profit for financial giants such as investment banks, quantitative trading firms, and hedge funds. Discovering the underlying patterns within…

Computational Engineering, Finance, and Science · Computer Science 2024-11-14 Fang Liu , Shaobo Guo , Qianwen Xing , Xinye Sha , Ying Chen , Yuhui Jin , Qi Zheng , Chang Yu

Accurate stock price prediction is crucial for investors and financial institutions, yet the complexity of the stock market makes it highly challenging. This study aims to construct an effective model to enhance the prediction ability of…

Computational Engineering, Finance, and Science · Computer Science 2025-01-16 Zi-xi Hu , Bao Shen , Yiwen Hu , Chen Zhao

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Ariel Navon , Yosi Keller

This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses…

Machine Learning · Computer Science 2025-02-12 Yu Cheng , Zhen Xu , Yuan Chen , Yuhan Wang , Zhenghao Lin , Jinsong Liu

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

Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…

Physics and Society · Physics 2018-11-27 Jingfang Fan , Keren Cohen , Louis M. Shekhtman , Sibo Liu , Jun Meng , Yoram Louzoun , Shlomo Havlin

The importance of considering related stocks data for the prediction of stock price movement has been shown in many studies, however, advanced graphical techniques for modeling, embedding and analyzing the behavior of interrelated stocks…

Trading and Market Microstructure · Quantitative Finance 2022-09-01 Alireza Jafari , Saman Haratizadeh

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

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…

Computational Engineering, Finance, and Science · Computer Science 2019-03-11 Ran Zhao , Yuntian Deng , Mark Dredze , Arun Verma , David Rosenberg , Amanda Stent