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Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

Statistical Finance · Quantitative Finance 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to the volatile and stochastic nature of the stock prices in the…

Machine Learning · Computer Science 2021-11-10 Jaydip Sen , Saikat Mondal , Sidra Mehtab

Stock market forecasting is a classic problem that has been thoroughly investigated using machine learning and artificial neural network based tools and techniques. Interesting aspects of this problem include its time reliance as well as…

Statistical Finance · Quantitative Finance 2023-02-20 Raihan Tanvir , Md Tanvir Rouf Shawon , Md. Golam Rabiul Alam

Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to…

Applications · Statistics 2023-03-29 Xuekui Zhang , Yuying Huang , Ke Xu , Li Xing

Stock prediction aims to predict the future trends of a stock in order to help investors to make good investment decisions. Traditional solutions for stock prediction are based on time-series models. With the recent success of deep neural…

Computational Engineering, Finance, and Science · Computer Science 2019-12-17 Fuli Feng , Xiangnan He , Xiang Wang , Cheng Luo , Yiqun Liu , Tat-Seng Chua

This paper leverages machine learning algorithms to forecast and analyze financial time series. The process begins with a denoising autoencoder to filter out random noise fluctuations from the main contract price data. Then, one-dimensional…

Machine Learning · Computer Science 2025-07-22 Zhuohuan Hu , Richard Yu , Zizhou Zhang , Haoran Zheng , Qianying Liu , Yining Zhou

Forecasting financial time series is considered to be a difficult task due to the chaotic feature of the series. Statistical approaches have shown solid results in some specific problems such as predicting market direction and single-price…

Statistical Finance · Quantitative Finance 2021-07-05 Angelo Garangau Menezes , Saulo Martiello Mastelini

The stock market has been established since the 13th century, but in the current epoch of time, it is substantially more practicable to anticipate the stock market than it was at any other point in time due to the tools and data that are…

Statistical Finance · Quantitative Finance 2023-10-27 Ryan Chipwanya

Predicting stock price movements during Earnings Announcements (EAs) is a significant challenge due to market noise and high-impact price discontinuities. In this study, we evaluate whether pre-announcement news sentiment, firm…

Machine Learning · Computer Science 2026-05-26 Manuel Noseda , Nathan Soldati , Marco Paina

This paper investigates the application of Quantum Generative Adversarial Networks (QGANs) for stock price prediction. Financial markets are inherently complex, marked by high volatility and intricate patterns that traditional models often…

Machine Learning · Computer Science 2025-12-24 Sangram Deshpande , Gopal Ramesh Dahale , Sai Nandan Morapakula , Uday Wad

Stock price prediction is influenced by a variety of factors, including technical indicators, which makes Feature selection crucial for identifying the most relevant predictors. This study examines the impact of feature selection on stock…

Statistical Finance · Quantitative Finance 2025-10-17 Fatemeh Moodi , Amir Jahangard-Rafsanjani

With the heightened volatility in stock prices during the Covid-19 pandemic, the need for price forecasting has become more critical. We investigated the forecast performance of four models including Long-Short Term Memory, XGBoost,…

Statistical Finance · Quantitative Finance 2021-05-07 Navid Mottaghi , Sara Farhangdoost

Standard methods and theories in finance can be ill-equipped to capture highly non-linear interactions in financial prediction problems based on large-scale datasets, with deep learning offering a way to gain insights into correlations in…

Computational Finance · Quantitative Finance 2020-04-22 Ben Moews , Gbenga Ibikunle

Volatility clustering is a crucial property that has a substantial impact on stock market patterns. Nonetheless, developing robust models for accurately predicting future stock price volatility is a difficult research topic. For predicting…

Computational Finance · Quantitative Finance 2025-05-20 Ananda Chatterjee , Hrisav Bhowmick , Jaydip Sen

Market indicators such as CPI and GDP have been widely used over decades to identify the stage of business cycles and also investment attractiveness of sectors given market conditions. In this paper, we propose a two-stage methodology that…

General Finance · Quantitative Finance 2021-08-09 Tugce Karatas , Ali Hirsa

In this paper, we apply quantum machine learning (QML) to predict the stock prices of multiple assets using a contextual quantum neural network. Our approach captures recent trends to predict future stock price distributions, moving beyond…

Machine Learning · Computer Science 2026-02-17 Sharan Mourya , Hannes Leipold , Bibhas Adhikari

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

Machine Learning · Computer Science 2021-05-05 Roderick Karlemstrand , Ebba Leckström

We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

Portfolio Management · Quantitative Finance 2024-11-22 Wee Ling Tan , Stephen Roberts , Stefan Zohren

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

The stock market has been a popular topic of interest in the recent past. The growth in the inflation rate has compelled people to invest in the stock and commodity markets and other areas rather than saving. Further, the ability of Deep…

Statistical Finance · Quantitative Finance 2021-07-21 Priyank Sonkiya , Vikas Bajpai , Anukriti Bansal