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In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger…

Computational Engineering, Finance, and Science · Computer Science 2017-12-29 O. B. Sezer , M. Ozbayoglu , E. Dogdu

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

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Applications · Statistics 2025-01-14 Xinyuan Song

Earnings calls are hosted by management of public companies to discuss the company's financial performance with analysts and investors. Information disclosed during an earnings call is an essential source of data for analysts and investors…

Statistical Finance · Quantitative Finance 2020-09-04 Zhiqiang Ma , Grace Bang , Chong Wang , Xiaomo Liu

Time series forecasting has seen many methods attempted over the past few decades, including traditional technical analysis, algorithmic statistical models, and more recent machine learning and artificial intelligence approaches. Recently,…

Machine Learning · Computer Science 2023-06-27 Harshal Patel , Bharath Kumar Bolla , Sabeesh E , Dinesh Reddy

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the…

Machine Learning · Statistics 2017-10-23 Aaron Elliot , Cheng Hua Hsu

Our research presents a new approach for forecasting the synchronization of stock prices using machine learning and non-linear time-series analysis. To capture the complex non-linear relationships between stock prices, we utilize recurrence…

Statistical Finance · Quantitative Finance 2024-09-12 Sanjay Sathish , Charu C Sharma

In this work, we build a series of machine learning models to predict the price of a product given its image, and visualize the features that result in higher or lower price predictions. We collect two novel datasets of product images and…

Computer Vision and Pattern Recognition · Computer Science 2018-10-19 Richard R. Yang , Steven Chen , Edward Chou

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

Artificial Intelligence · Computer Science 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

Stock return predictability is an important research theme as it reflects our economic and social organization, and significant efforts are made to explain the dynamism therein. Statistics of strong explanative power, called "factor" have…

Statistical Finance · Quantitative Finance 2020-11-26 Kei Nakagawa , Masaya Abe , Junpei Komiyama

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Financial news contains useful information on public companies and the market. In this paper we apply the popular word embedding methods and deep neural networks to leverage financial news to predict stock price movements in the market.…

Computational Engineering, Finance, and Science · Computer Science 2015-06-25 Yangtuo Peng , Hui Jiang

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…

Several studies have shown that deep learning models can provide more accurate volatility forecasts than the traditional methods used within this domain. This paper presents a composite model that merges a deep learning approach with…

Machine Learning · Computer Science 2022-11-18 V Ncume , T. L van Zyl , A Paskaramoorthy

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

A comparative analysis of deep learning models and traditional statistical methods for stock price prediction uses data from the Nigerian stock exchange. Historical data, including daily prices and trading volumes, are employed to implement…

Statistical Finance · Quantitative Finance 2024-10-11 Opeyemi Sheu Alamu , Md Kamrul Siam

This paper analyses how Time Series Analysis techniques can be applied to capture movement of an exchange traded index in a stock market. Specifically, Seasonal Auto Regressive Integrated Moving Average (SARIMA) class of models is applied…

Statistical Finance · Quantitative Finance 2020-01-28 Amit Tewari

Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients.…

Statistical Finance · Quantitative Finance 2015-02-24 B. W. Wanjawa , L. Muchemi

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

Machine Learning · Computer Science 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji

Sub-new stock price prediction, forecasting the price trends of stocks listed less than one year, is crucial for effective quantitative trading. While deep learning methods have demonstrated effectiveness in predicting old stock prices,…

Computational Engineering, Finance, and Science · Computer Science 2023-08-23 Linghao Wang , Zhen Liu , Peitian Ma , Qianli Ma