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This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the…

Computational Finance · Quantitative Finance 2022-11-30 Zheng Cao , Raymond Guo , Wenyu Du , Jiayi Gao , Kirill V. Golubnichiy

This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…

Pricing of Securities · Quantitative Finance 2021-04-21 Mingwen Liu , Junbang Huo , Yulin Wu , Jinge Wu

Financial markets are nonlinear with complexity, where different types of assets are traded between buyers and sellers, each having a view to maximize their Return on Investment (ROI). Forecasting market trends is a challenging task since…

Trading and Market Microstructure · Quantitative Finance 2024-11-22 Sahand Hassanizorgabad

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

Statistical Finance · Quantitative Finance 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

Machine learning is increasingly prevalent in stock market trading. Though neural networks have seen success in computer vision and natural language processing, they have not been as useful in stock market trading. To demonstrate the…

Neural and Evolutionary Computing · Computer Science 2017-04-04 Abhinav Madahar , Yuze Ma , Kunal Patel

In this work, we apply machine learning techniques to historical stock prices to forecast future prices. To achieve this, we use recursive approaches that are appropriate for handling time series data. In particular, we apply a linear…

Statistical Finance · Quantitative Finance 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

Company fundamentals are key to assessing companies' financial and overall success and stability. Forecasting them is important in multiple fields, including investing and econometrics. While statistical and contemporary machine learning…

Statistical Finance · Quantitative Finance 2025-06-04 Felix Divo , Eric Endress , Kevin Endler , Kristian Kersting , Devendra Singh Dhami

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

Predicting the price of used vehicles is a more interesting and needed problem by many users. Vehicle price prediction can be a challenging task due to the high number of attributes that should be considered for accurate prediction. The…

Machine Learning · Computer Science 2023-08-22 Auwal Tijjani Amshi

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

Investors try to predict returns of financial assets to make successful investment. Many quantitative analysts have used machine learning-based methods to find unknown profitable market rules from large amounts of market data. However,…

Trading and Market Microstructure · Quantitative Finance 2020-12-21 Katsuya Ito , Kentaro Minami , Kentaro Imajo , Kei Nakagawa

Forecasting stock prices remains a considerable challenge in financial markets, bearing significant implications for investors, traders, and financial institutions. Amid the ongoing AI revolution, NVIDIA has emerged as a key player driving…

Econometrics · Economics 2024-05-15 Yiluan Xing , Chao Yan , Cathy Chang Xie

This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection.…

Machine Learning · Computer Science 2023-02-24 Gissel Velarde

At present, cryptocurrencies have become a global phenomenon in financial sectors as it is one of the most traded financial instruments worldwide. Cryptocurrency is not only one of the most complicated and abstruse fields among financial…

Statistical Finance · Quantitative Finance 2020-05-20 Reaz Chowdhury , M. Arifur Rahman , M. Sohel Rahman , M. R. C. Mahdy

Cryptocurrencies have gained significant attention in recent years due to their decentralized nature and potential for financial innovation. Thus, the ability to accurately predict its price has become a subject of great interest for…

Machine Learning · Computer Science 2024-10-21 Arthur Emanuel de Oliveira Carosia

Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to the volatile and stochastic nature of the stock prices in the…

Machine Learning · Computer Science 2021-11-10 Jaydip Sen , Saikat Mondal , Sidra Mehtab

A common way of doing algorithm selection is to train a machine learning model and predict the best algorithm from a portfolio to solve a particular problem. While this method has been highly successful, choosing only a single algorithm has…

Artificial Intelligence · Computer Science 2013-11-19 Lars Kotthoff

Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…

Computation and Language · Computer Science 2022-10-28 Qinkai Chen , Christian-Yann Robert

We examine two types of binary betting markets, whose primary goal is for profit (such as sports gambling) or to gain information (such as prediction markets). We articulate the interplay between belief and price-setting to analyse both…

Computer Science and Game Theory · Computer Science 2024-06-07 Haiqing Zhu , Alexander Soen , Yun Kuen Cheung , Lexing Xie