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This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

Statistical Finance · Quantitative Finance 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

In today's increasingly international economy, return and volatility spillover effects across international equity markets are major macroeconomic drivers of stock dynamics. Thus, information regarding foreign markets is one of the most…

Computational Finance · Quantitative Finance 2019-09-20 Sang Il Lee , Seong Joon Yoo

With rapid transformation of technologies, the fusion of Artificial Intelligence (AI) and Machine Learning (ML) in finance is disrupting the entire ecosystem and operations which were followed for decades. The current landscape is where…

Artificial Intelligence · Computer Science 2024-10-22 Animesh Kumar

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…

Machine Learning · Computer Science 2025-02-11 SriVarsha Mulakala , Umesh Vangapally , Benjamin Larkey , Aidan Henrichs , Corey Wojslaw

An artificial agent for financial risk and returns' prediction is built with a modular cognitive system comprised of interconnected recurrent neural networks, such that the agent learns to predict the financial returns, and learns to…

Machine Learning · Computer Science 2018-06-19 Carlos Pedro Gonçalves

The emergence of agentic artificial intelligence (AI) represents a fundamental transformation in financial markets, characterized by autonomous systems capable of reasoning, planning, and adaptive decision-making with minimal human…

Artificial intelligence (AI) has moved to the center of policy, market, and academic debates, but its macroeconomic footprint is still only partly understood. This paper provides an overview on how the current AI wave is captured in US…

General Economics · Economics 2026-01-19 Luisa Carpinelli , Filippo Natoli , Marco Taboga

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

It is said that Data and Information are the new oil. One, who handles the data, handles the emerging future of the global economy. Complex algorithms and intelligence-based filter programs are utilized to manage, store, handle and maneuver…

Computers and Society · Computer Science 2021-04-02 Kwadwo Osei Bonsu , Jie Song

We discovered that past changes in the market correlation structure are significantly related with future changes in the market volatility. By using correlation-based information filtering networks we device a new tool for forecasting the…

Portfolio Management · Quantitative Finance 2016-05-31 Nicoló Musmeci , Tomaso Aste , Tiziana Di Matteo

Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…

General Finance · Quantitative Finance 2016-09-28 Mario Gutiérrez-Roig , Carlota Segura , Jordi Duch , Josep Perelló

We study the method for detecting relationship changes in financial markets and providing human-interpretable network visualization to support the decision-making of fund managers dealing with multi-assets. First, we construct co-occurrence…

General Finance · Quantitative Finance 2020-11-17 Makoto Naraoka , Teruaki Hayashi , Takaaki Yoshino , Toshiaki Sugie , Kota Takano , Yukio Ohsawa

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

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 stock market is a crucial component of the financial market, playing a vital role in wealth accumulation for investors, financing costs for listed companies, and the stable development of the national macroeconomy. Significant…

Trading and Market Microstructure · Quantitative Finance 2024-02-28 Jiajian Zheng , Duan Xin , Qishuo Cheng , Miao Tian , Le Yang

Fluctuations in stock prices are influenced by a complex interplay of factors that go beyond mere historical data. These factors, themselves influenced by external forces, encompass inter-stock dynamics, broader economic factors, various…

Statistical Finance · Quantitative Finance 2026-02-12 Ambedkar Dukkipati , Kawin Mayilvaghanan , Naveen Kumar Pallekonda , Sai Prakash Hadnoor , Ranga Shaarad Ayyagari

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

Market expectations about AI's economic impact may influence interest rates. Previous work has shown that US bond yields decline around the release of a sample of mostly proprietary AI models (Andrews and Farboodi 2025). I extend this…

General Economics · Economics 2026-01-27 Daniel Björkegren

Financial markets are of much interest to researchers due to their dynamic and stochastic nature. With their relations to world populations, global economies and asset valuations, understanding, identifying and forecasting trends and…

Statistical Finance · Quantitative Finance 2021-08-13 Peter Akioyamen , Yi Zhou Tang , Hussien Hussien
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