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Creating accurate predictions in the stock market has always been a significant challenge in finance. With the rise of machine learning as the next level in the forecasting area, this research paper compares four machine learning models and…

Trading and Market Microstructure · Quantitative Finance 2023-09-06 Albert Wong , Steven Whang , Emilio Sagre , Niha Sachin , Gustavo Dutra , Yew-Wei Lim , Gaetan Hains , Youry Khmelevsky , Frank Zhang

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

Computational Finance · Quantitative Finance 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

In recent fast-paced financial markets, investors constantly seek ways to gain an edge and make informed decisions. Although achieving perfect accuracy in stock price predictions remains elusive, artificial intelligence (AI) advancements…

Statistical Finance · Quantitative Finance 2024-11-12 Jue Xiao , Tingting Deng , Shuochen Bi

Classical asset price forecasting methods primarily rely on numerical data, such as price time series, trading volumes, limit order book data, and technical analysis indicators. However, the news flow plays a significant role in price…

Statistical Finance · Quantitative Finance 2025-03-20 Kasymkhan Khubiev , Mikhail Semenov

Stock price prediction has always been a difficult task for forecasters. Using cutting-edge deep learning techniques, stock price prediction based on investor sentiment extracted from online forums has become feasible. We propose a novel…

Machine Learning · Computer Science 2026-01-21 Huiyu Li , Junhua Hu

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In…

Statistical Finance · Quantitative Finance 2019-06-11 Adamantios Ntakaris , Giorgio Mirone , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

We explored the potential applications of various Quantum Algorithms for stock price prediction by conducting a series of experimental simulations using both Classical as well as Quantum Hardware. Firstly, we extracted various stock price…

Computational Finance · Quantitative Finance 2023-08-29 Naman S , Gaurang B , Neel S , Aswath Babu H

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 can be made more efficient by considering the price fluctuations and understanding the sentiments of people. A limited number of models understand financial jargon or have labelled datasets concerning stock price…

Statistical Finance · Quantitative Finance 2021-03-31 Mukul Jaggi , Priyanka Mandal , Shreya Narang , Usman Naseem , Matloob Khushi

Stock market movements are influenced by public and private information shared through news articles, company reports, and social media discussions. Analyzing these vast sources of data can give market participants an edge to make profit.…

Statistical Finance · Quantitative Finance 2021-07-12 Kamaladdin Fataliyev , Aneesh Chivukula , Mukesh Prasad , Wei Liu

The Web is a vast virtual space where people can share their opinions, impacting all aspects of life and having implications for marketing and communication. The most up-to-date and comprehensive information can be found on social media…

Machine Learning · Computer Science 2023-02-15 Melvin Mokhtari , Ali Seraj , Niloufar Saeedi , Adel Karshenas

In this paper, a time series algorithm based on Genetic Algorithm (GA) and Long Short-Term Memory Network (LSTM) optimization is used to forecast stock prices effectively, taking into account the trend of the big data era. The data are…

Computational Engineering, Finance, and Science · Computer Science 2024-05-07 Xinye Sha

Stock trend forecasting, a challenging problem in the financial domain, involves ex-tensive data and related indicators. Relying solely on empirical analysis often yields unsustainable and ineffective results. Machine learning researchers…

Statistical Finance · Quantitative Finance 2024-10-10 Saber Talazadeh , Dragan Perakovic

The financial domain presents a complex environment for stock market prediction, characterized by volatile patterns and the influence of multifaceted data sources. Traditional models have leveraged either Convolutional Neural Networks (CNN)…

Statistical Finance · Quantitative Finance 2025-04-08 Arya Chakraborty , Auhona Basu

A linear link between S&P 500 return and the change rate of the number of nine-year-olds in the USA has been found. The return is represented by a sum of monthly returns during previous twelve months. The change rate of the specific age…

Statistical Finance · Quantitative Finance 2008-12-10 Ivan O. Kitov , Oleg I. Kitov

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

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

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

Stock price prediction is challenging due to global economic instability, high volatility, and the complexity of financial markets. Hence, this study compared several machine learning algorithms for stock market prediction and further…

Machine Learning · Computer Science 2024-12-11 Akhila Mamillapalli , Bayode Ogunleye , Sonia Timoteo Inacio , Olamilekan Shobayo