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Related papers: Stock Price Prediction Using CNN and LSTM-Based De…

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In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

Machine Learning · Computer Science 2024-01-04 Kevin Taylor , Jerry Ng

Volatility is a natural risk measure in finance as it quantifies the variation of stock prices. A frequently considered problem in mathematical finance is to forecast different estimates of volatility. What makes it promising to use deep…

Statistical Finance · Quantitative Finance 2020-09-14 Bernadett Aradi , Gábor Petneházi , József Gáll

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 future prices of a stock is an arduous task to perform. However, incorporating additional elements can significantly improve our predictions, rather than relying solely on a stock's historical price data to forecast its future…

Statistical Finance · Quantitative Finance 2023-08-21 S. Srinivas , R. Gadela , R. Sabu , A. Das , G. Nath , V. Datla

This paper is about predicting the movement of stock consist of S&P 500 index. Historically there are many approaches have been tried using various methods to predict the stock movement and being used in the market currently for algorithm…

Computer Vision and Pattern Recognition · Computer Science 2026-05-01 Rahul Gupta

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

Feature extraction from financial data is one of the most important problems in market prediction domain for which many approaches have been suggested. Among other modern tools, convolutional neural networks (CNN) have recently been applied…

Machine Learning · Computer Science 2018-10-23 Ehsan Hoseinzade , Saman Haratizadeh

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

The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…

Machine Learning · Computer Science 2025-07-08 Amitabh Chakravorty , Nelly Elsayed

Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. This motivates us to provide a structured and comprehensive overview of the research on stock market…

General Finance · Quantitative Finance 2023-02-10 Jinan Zou , Qingying Zhao , Yang Jiao , Haiyao Cao , Yanxi Liu , Qingsen Yan , Ehsan Abbasnejad , Lingqiao Liu , Javen Qinfeng Shi

We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to capture the spatial structure of the limit order books as well as…

Computational Finance · Quantitative Finance 2020-01-24 Zihao Zhang , Stefan Zohren , Stephen Roberts

The recent advancements in Deep Learning (DL) research have notably influenced the finance sector. We examine the robustness and generalizability of fifteen state-of-the-art DL models focusing on Stock Price Trend Prediction (SPTP) based on…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Matteo Prata , Giuseppe Masi , Leonardo Berti , Viviana Arrigoni , Andrea Coletta , Irene Cannistraci , Svitlana Vyetrenko , Paola Velardi , Novella Bartolini

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

Statistical Finance · Quantitative Finance 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

Accurate prediction of agricultural crop prices is a crucial input for decision-making by various stakeholders in agriculture: farmers, consumers, retailers, wholesalers, and the Government. These decisions have significant implications…

Machine Learning · Computer Science 2023-04-20 Mayank Ratan Bhardwaj , Jaydeep Pawar , Abhijnya Bhat , Deepanshu , Inavamsi Enaganti , Kartik Sagar , Y. Narahari

Multi-step stock index forecasting is vital in finance for informed decision-making. Current forecasting methods on this task frequently produce unsatisfactory results due to the inherent data randomness and instability, thereby…

Machine Learning · Computer Science 2024-02-19 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

This study first reconstructs three deep learning powered stock trading models and their associated strategies that are representative of distinct approaches to the problem and established upon different aspects of the many theories evolved…

Trading and Market Microstructure · Quantitative Finance 2021-04-07 Haohan Zhang

In recent years, there have been quite a few attempts to apply intelligent techniques to financial trading, i.e., constructing automatic and intelligent trading framework based on historical stock price. Due to the unpredictable,…

Statistical Finance · Quantitative Finance 2023-03-17 Keer Yang , Guanqun Zhang , Chuan Bi , Qiang Guan , Hailu Xu , Shuai Xu

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

Portfolio optimization has been a broad and intense area of interest for quantitative and statistical finance researchers and financial analysts. It is a challenging task to design a portfolio of stocks to arrive at the optimized values of…

Portfolio Management · Quantitative Finance 2022-02-08 Jaydip Sen , Saikat Mondal , Sidra Mehtab

Stock market forecasting is a lucrative field of interest with promising profits but not without its difficulties and for some people could be even causes of failure. Financial markets by their nature are complex, non-linear and chaotic,…

Statistical Finance · Quantitative Finance 2022-01-31 Ivan Letteri , Giuseppe Della Penna , Giovanni De Gasperis , Abeer Dyoub
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