English
Related papers

Related papers: Integrating feature selection and regression metho…

200 papers

Stock prediction is a topic undergoing intense study for many years. Finance experts and mathematicians have been working on a way to predict the future stock price so as to decide to buy the stock or sell it to make profit. Stock experts…

Machine Learning · Computer Science 2019-07-23 Shangeth Rajaa , Jajati Keshari Sahoo

We investigate the predictive abilities of the heterogeneous autoregressive (HAR) model compared to machine learning (ML) techniques across an unprecedented dataset of 1,455 stocks. Our analysis focuses on the role of fitting schemes,…

Statistical Finance · Quantitative Finance 2024-06-13 Francesco Audrino , Jonathan Chassot

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

Statistical Finance · Quantitative Finance 2021-09-07 Sidra Mehtab , Jaydip Sen

In this paper, researchers estimated the stock price of activated companies in Tehran (Iran) stock exchange. It is used Linear Regression and Artificial Neural Network methods and compared these two methods. In Artificial Neural Network, of…

Neural and Evolutionary Computing · Computer Science 2010-03-16 Reza Gharoie Ahangar , Mahmood Yahyazadehfar , Hassan Pournaghshband

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

Machine Learning · Computer Science 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

Statistical Finance · Quantitative Finance 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

Despite the efficient market hypothesis, many studies suggest the existence of inefficiencies in the stock market leading to the development of techniques to gain above-market returns. Systematic trading has undergone significant advances…

Statistical Finance · Quantitative Finance 2024-04-09 Sungwoo Kang , Jong-Kook Kim

The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the…

Statistical Finance · Quantitative Finance 2019-09-04 Samuel Asante Gyamerah

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Rajneesh Chaudhary

Support and resistance (SR) levels are central to technical analysis, guiding traders in entry, exit, and risk management. Despite widespread use, traditional SR identification methods often fail to adapt to the complexities of modern,…

Statistical Finance · Quantitative Finance 2025-07-04 Boris Kriuk , Logic Ng , Zarif Al Hossain

This project investigates the interplay of technical, market, and statistical factors in predicting stock market performance, with a primary focus on S&P 500 companies. Utilizing a comprehensive dataset spanning multiple years, the analysis…

Statistical Finance · Quantitative Finance 2024-12-18 Jiajun Gu , Zichen Yang , Xintong Lin , Sixun Chen , YuTing Lu

In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger…

Computational Engineering, Finance, and Science · Computer Science 2017-12-29 O. B. Sezer , M. Ozbayoglu , E. Dogdu

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

Software cost estimation is one of the prerequisite managerial activities carried out at the software development initiation stages and also repeated throughout the whole software life-cycle so that amendments to the total cost are made. In…

Software Engineering · Computer Science 2023-12-21 Efi Papatheocharous , Harris Papadopoulos , Andreas S. Andreou

Predicting stock price movements is a pivotal element of investment strategy, providing insights into potential trends and market volatility. This study specifically examines the predictive capacity of historical stock prices and technical…

Computational Engineering, Finance, and Science · Computer Science 2024-04-17 Morteza Maleki

We have proposed to develop a global hybrid deep learning framework to predict the daily prices in the stock market. With representation learning, we derived an embedding called Stock2Vec, which gives us insight for the relationship among…

Statistical Finance · Quantitative Finance 2020-10-06 Xing Wang , Yijun Wang , Bin Weng , Aleksandr Vinel

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

We study the impacts of business cycles on machine learning (ML) predictions. Using the S&P 500 index, we find that ML models perform worse during most recessions, and the inclusion of recession history or the risk-free rate does not…

Statistical Finance · Quantitative Finance 2023-04-21 Li Rong Wang , Hsuan Fu , Xiuyi Fan

Rapid advancements in genome sequencing have led to the collection of vast amounts of genomics data. Researchers may be interested in using machine learning models on such data to predict the pathogenicity or clinical significance of a…

Quantitative Methods · Quantitative Biology 2024-08-15 Arshmeet Kaur , Morteza Sarmadi

In this paper we formulate a regression problem to predict realized volatility by using option price data and enhance VIX-styled volatility indices' predictability and liquidity. We test algorithms including regularized regression and…

Mathematical Finance · Quantitative Finance 2019-09-24 Peter Carr , Liuren Wu , Zhibai Zhang
‹ Prev 1 3 4 5 6 7 10 Next ›