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Recently, deep learning in stock prediction has become an important branch. Image-based methods show potential by capturing complex visual patterns and spatial correlations, offering advantages in interpretability over time series models.…

Machine Learning · Computer Science 2024-10-30 Zhiyuan Pei , Jianqi Yan , Jin Yan , Bailing Yang , Ziyuan Li , Lin Zhang , Xin Liu , Yang Zhang

To reject the Efficient Market Hypothesis a set of 5 technical indicators and 23 fundamental indicators was identified to establish the possibility of generating excess returns on the stock market. Leveraging these data points and various…

Statistical Finance · Quantitative Finance 2021-03-17 Jaideep Singh , Matloob Khushi

Predicting trends in stock market prices has been an area of interest for researchers for many years due to its complex and dynamic nature. Intrinsic volatility in stock market across the globe makes the task of prediction challenging.…

Machine Learning · Computer Science 2016-05-03 Luckyson Khaidem , Snehanshu Saha , Sudeepa Roy Dey

This paper presents a sophisticated multi-day turnover quantitative trading algorithm that integrates advanced deep learning techniques with comprehensive cross-sectional stock prediction for the Chinese A-share market. Our framework…

Computational Engineering, Finance, and Science · Computer Science 2025-06-10 Yimin Du

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

The increasing richness in volume, and especially types of data in the financial domain provides unprecedented opportunities to understand the stock market more comprehensively and makes the price prediction more accurate than before.…

Computational Finance · Quantitative Finance 2018-05-16 Huiwen Wang , Shan Lu , Jichang Zhao

The stock market plays a pivotal role in economic development, yet its intricate volatility poses challenges for investors. Consequently, research and accurate predictions of stock price movements are crucial for mitigating risks.…

Computational Engineering, Finance, and Science · Computer Science 2024-03-01 Zhuangwei Shi

Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

Statistical Finance · Quantitative Finance 2025-07-04 Adebola K. Ojo , Ifechukwude Jude Okafor

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

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

Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…

Information Retrieval · Computer Science 2024-11-05 Ali Elahi , Fatemeh Taghvaei

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

Predicting the intraday stock jumps is a significant but challenging problem in finance. Due to the instantaneity and imperceptibility characteristics of intraday stock jumps, relevant studies on their predictability remain limited. This…

Trading and Market Microstructure · Quantitative Finance 2019-12-17 Ao Kong , Hongliang Zhu , Robert Azencott

In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

Statistical Finance · Quantitative Finance 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima

Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose. In this paper, we extract over 270 hand-crafted features (factors) inspired by technical and quantitative…

Statistical Finance · Quantitative Finance 2020-07-01 Adamantios Ntakaris , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Accurate stock price forecasting has consistently remained a pivotal yet challenging FinTech task that underpins quantitative trading and investment decision making. Recent efforts have been dedicated to modeling various complex…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Yong Zhang , Xinxiao Wu , Yunde Jia , Che Sun

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

Stock market plays an important role in the economic development. Due to the complex volatility of the stock market, the research and prediction on the change of the stock price, can avoid the risk for the investors. The traditional time…

Statistical Finance · Quantitative Finance 2023-02-23 Zhuangwei Shi , Yang Hu , Guangliang Mo , Jian Wu

Accurate prediction of future prices of stocks is a difficult task to perform. Even more challenging is to design an optimized portfolio with weights allocated to the stocks in a way that optimizes its return and the risk. This paper…

Portfolio Management · Quantitative Finance 2022-04-06 Jaydip Sen , Saikat Mondal , Gourab Nath

Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods…

Statistical Finance · Quantitative Finance 2025-05-13 Peng Zhu , Yuante Li , Yifan Hu , Qinyuan Liu , Dawei Cheng , Yuqi Liang