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Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

Machine Learning · Computer Science 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Statistical Finance · Quantitative Finance 2020-04-06 Philip Ndikum

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

Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy…

Machine Learning · Computer Science 2019-09-23 Jialin Liu , Chih-Min Lin , Fei Chao

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

Statistical Finance · Quantitative Finance 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

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

We consider a financial market in which two securities are traded: a stock and an index. Their prices are assumed to satisfy the Black-Scholes model. Besides assuming that the index is a tradable security, we also assume that it is…

Portfolio Management · Quantitative Finance 2011-09-26 Vladimir Vovk

This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news…

Statistical Finance · Quantitative Finance 2017-07-25 Zeya Zhang , Weizheng Chen , Hongfei Yan

Stock prices move as piece-wise trending fluctuation rather than a purely random walk. Traditionally, the prediction of future stock movements is based on the historical trading record. Nowadays, with the development of social media, many…

Machine Learning · Computer Science 2022-10-13 Shwai He , Shi Gu

Cryptocurrencies are digital tokens built on blockchain technology, with thousands actively traded on centralized exchanges (CEXs). Unlike stocks, which are backed by real businesses, cryptocurrencies are recognized as a distinct class of…

Statistical Finance · Quantitative Finance 2025-04-18 Yu Zhang , Zelin Wu , Claudio Tessone

As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on…

Statistical Finance · Quantitative Finance 2014-06-04 Sercan Arik , Sukru Burc Eryilmaz , Adam Goldberg

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Computational Finance · Quantitative Finance 2025-02-17 Shuozhe Li , Zachery B Schulwol , Risto Miikkulainen

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

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Applications · Statistics 2025-01-14 Xinyuan Song

Given a scene, what is going to move, and in what direction will it move? Such a question could be considered a non-semantic form of action prediction. In this work, we present a convolutional neural network (CNN) based approach for motion…

Computer Vision and Pattern Recognition · Computer Science 2015-12-18 Jacob Walker , Abhinav Gupta , Martial Hebert

Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using…

Statistical Finance · Quantitative Finance 2015-05-14 Miguel A. Fuentes , Austin Gerig , Javier Vicente

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…

Statistical Finance · Quantitative Finance 2021-08-13 Weiwei Jiang