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The application of deep learning to time series forecasting is one of the major challenges in present machine learning. We propose a novel methodology that combines machine learning and image processing methods to define and predict market…

Computational Finance · Quantitative Finance 2020-08-19 Bairui Du , Delmiro Fernandez-Reyes , Paolo Barucca

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

Making consistently profitable financial decisions in a continuously evolving and volatile stock market has always been a difficult task. Professionals from different disciplines have developed foundational theories to anticipate price…

Machine Learning · Computer Science 2025-11-11 Ruoyu Guo , Haochen Qiu , Xuelun Hou

This research proposes a cutting-edge ensemble deep learning framework for stock price prediction by combining three advanced neural network architectures: The particular areas of interest for the research include but are not limited to:…

Computational Finance · Quantitative Finance 2025-03-31 Anindya Sarkar , G. Vadivu

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

Accurate prediction of future prices of stocks is a difficult task to perform. Even more challenging is to design an optimized portfolio of stocks with the identification of proper weights of allocation to achieve the optimized values of…

Portfolio Management · Quantitative Finance 2022-03-04 Jaydip Sen , Sidra Mehtab , Abhishek Dutta , Saikat Mondal

This paper investigates the application of machine learning models, Long Short-Term Memory (LSTM), one-dimensional Convolutional Neural Networks (1D CNN), and Logistic Regression (LR), for predicting stock trends based on fundamental…

Statistical Finance · Quantitative Finance 2024-10-08 John Phan , Hung-Fu Chang

Long term investment is one of the major investment strategies. However, calculating intrinsic value of some company and evaluating shares for long term investment is not easy, since analyst have to care about a large number of financial…

Machine Learning · Computer Science 2024-04-11 Nikola Milosevic

Stock recommendation is vital to investment companies and investors. However, no single stock selection strategy will always win while analysts may not have enough time to check all S&P 500 stocks (the Standard & Poor's 500). In this paper,…

Trading and Market Microstructure · Quantitative Finance 2025-11-18 Hongyang Yang , Xiao-Yang Liu , Qingwei Wu

In the current stock market, computer science and technology are more and more widely used to analyse stocks. Not same as most related machine learning stock price prediction work, this work study the predicting the tendency of the stock…

Statistical Finance · Quantitative Finance 2022-07-25 Fengyu Han , Yue Wang

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…

Statistical Finance · Quantitative Finance 2020-06-08 Bradley J. Pillay , Absalom E. Ezugwu

Financial sentiment analysis plays a crucial role in informing investment decisions, assessing market risk, and predicting stock price trends. Existing works in financial sentiment analysis have not considered the impact of stock prices or…

Artificial Intelligence · Computer Science 2025-12-25 Chaithra , Kamesh Kadimisetty , Biju R Mohan

In modern capital market the price of a stock is often considered to be highly volatile and unpredictable because of various social, financial, political and other dynamic factors. With calculated and thoughtful investment, stock market can…

This paper explores the intersection of Natural Language Processing (NLP) and financial analysis, focusing on the impact of sentiment analysis in stock price prediction. We employ BERTopic, an advanced NLP technique, to analyze the…

Computation and Language · Computer Science 2024-04-05 Enmin Zhu , Jerome Yen

The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…

Statistical Finance · Quantitative Finance 2023-09-14 Luke Sanborn , Matthew Sahagun

Midterm stock price prediction is crucial for value investments in the stock market. However, most deep learning models are essentially short-term and applying them to midterm predictions encounters large cumulative errors because they…

Statistical Finance · Quantitative Finance 2019-08-06 Xinyi Li , Yinchuan Li , Xiao-Yang Liu , Christina Dan Wang

Stock price movement prediction is a challenging and essential problem in finance. While it is well established in modern behavioral finance that the share prices of related stocks often move after the release of news via reactions and…

Machine Learning · Computer Science 2023-01-26 Luis Villamil , Ryan Bausback , Shaeke Salman , Ting L. Liu , Conrad Horn , Xiuwen Liu

Volume prediction is one of the fundamental objectives in the Fintech area, which is helpful for many downstream tasks, e.g., algorithmic trading. Previous methods mostly learn a universal model for different stocks. However, this kind of…

Trading and Market Microstructure · Quantitative Finance 2022-11-04 Ruibo Chen , Wei Li , Zhiyuan Zhang , Ruihan Bao , Keiko Harimoto , Xu Sun

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

Stock prices, as an economic indicator, reflect changes in economic development and market conditions. Traditional stock price prediction models often only consider time-series data and are limited by the mechanisms of the models…

Computational Engineering, Finance, and Science · Computer Science 2024-07-02 Fengting Mo , Shanshan Yan , Yinhao Xiao
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