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Related papers: Machine Learning Models in Stock Market Prediction

200 papers

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

Due to the extremely volatile nature of financial markets, it is commonly accepted that stock price prediction is a task full of challenge. However in order to make profits or understand the essence of equity market, numerous market…

Statistical Finance · Quantitative Finance 2018-05-30 Yue-Gang Song , Yu-Long Zhou , Ren-Jie Han

The ability to identify stock market trends has obvious advantages for investors. Buying stock on an upward trend (as well as selling it in case of downward movement) results in profit. Accordingly, the start and end-points of the trend are…

Computational Finance · Quantitative Finance 2021-04-20 Ekaterina Zolotareva

This article aims to propose and apply a machine learning method to analyze the direction of returns from Exchange Traded Funds (ETFs) using the historical return data of its components, helping to make investment strategy decisions through…

Computational Finance · Quantitative Finance 2022-06-14 Raphael P. B. Piovezan , Pedro Paulo de Andrade Junior

The US stock market experienced instability following the recession (2007-2009). COVID-19 poses a significant challenge to US stock traders and investors. Traders and investors should keep up with the stock market. This is to mitigate risks…

Econometrics · Economics 2023-06-07 Reza Nematirad , Amin Ahmadisharaf , Ali Lashgari

Stock selection, which aims to predict stock prices and identify the most profitable ones, is a crucial task in finance. While existing methods primarily focus on developing model structures and building graphs for improved selection,…

Computational Engineering, Finance, and Science · Computer Science 2025-06-23 Mengyu Wang , Tiejun Ma , Shay B. Cohen

For a long-time, researchers have been developing a reliable and accurate predictive model for stock price prediction. According to the literature, if predictive models are correctly designed and refined, they can painstakingly and…

Statistical Finance · Quantitative Finance 2021-12-24 Ananda Chatterjee , Hrisav Bhowmick , Jaydip Sen

News items have a significant impact on stock markets but the ways are obscure. Many previous works have aimed at finding accurate stock market forecasting models. In this paper, we use text mining and sentiment analysis on Chinese online…

Machine Learning · Computer Science 2019-09-30 Yancong Xie , Hongxun Jiang

Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…

Statistical Finance · Quantitative Finance 2023-11-14 Md Sabbirul Haque , Md Shahedul Amin , Jonayet Miah , Duc Minh Cao , Ashiqul Haque Ahmed

This paper compares the performances of three supervised machine learning algorithms in terms of predictive ability and model interpretation on structured or tabular data. The algorithms considered were scikit-learn implementations of…

Machine Learning · Statistics 2022-05-06 Alice J. Liu , Arpita Mukherjee , Linwei Hu , Jie Chen , Vijayan N. Nair

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

We applied Deep Q-Network with a Convolutional Neural Network function approximator, which takes stock chart images as input, for making global stock market predictions. Our model not only yields profit in the stock market of the country…

General Finance · Quantitative Finance 2019-11-27 Jinho Lee , Raehyun Kim , Yookyung Koh , Jaewoo Kang

The intricate behavior patterns of financial markets are influenced by fundamental, technical, and psychological factors. During times of high volatility and regime shifts causes many traditional strategies like trend-following or…

Computational Finance · Quantitative Finance 2026-01-28 Varun Narayan Kannan Pillai , Akshay Ajith , Sumesh K J

Stock market prediction presents considerable challenges for investors, financial institutions, and policymakers operating in complex market environments characterized by noise, non-stationarity, and behavioral dynamics. Traditional…

Machine Learning · Computer Science 2026-05-18 Mohammad Al Ridhawi , Mahtab Haj Ali , Hussein Al Osman

There is increasing need for highly predictive and stable models for the prediction of drought as an aid to better planning for drought response. This paper presents the performance of both homogenous and heterogenous model ensembles in the…

Applications · Statistics 2019-08-28 Chrisgone Adede , Robert Oboko , Peter W. Wagacha , Clement Atzberger

The accurate assessment of fish stocks is crucial for sustainable fisheries management. However, existing statistical stock assessment models can have low forecast performance of relevant stock parameters like recruitment or spawning stock…

Machine Learning · Computer Science 2023-08-08 Stefan Lüdtke , Maria E. Pierce

Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

Optimization and Control · Mathematics 2023-12-19 Negin Bagherpour

Stock trading is one of the popular ways for financial management. However, the market and the environment of economy is unstable and usually not predictable. Furthermore, engaging in stock trading requires time and effort to analyze,…

Machine Learning · Computer Science 2025-05-20 Yunfei Luo , Zhangqi Duan

With the volatile and complex nature of financial data influenced by external factors, forecasting the stock market is challenging. Traditional models such as ARIMA and GARCH perform well with linear data but struggle with non-linear…

Machine Learning · Computer Science 2025-01-30 Prashant Pilla , Raji Mekonen

Machine learning qualifies computers to assimilate with data, without being solely programmed [1, 2]. Machine learning can be classified as supervised and unsupervised learning. In supervised learning, computers learn an objective that…