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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

The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict…

Statistical Finance · Quantitative Finance 2020-01-13 Zineb Lanbouri , Saaid Achchab

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

The stock market offers a platform where people buy and sell shares of publicly listed companies. Generally, stock prices are quite volatile; hence predicting them is a daunting task. There is still much research going to develop more…

Portfolio Management · Quantitative Finance 2022-08-23 Jaydip Sen , Arpit Awad , Aaditya Raj , Gourav Ray , Pusparna Chakraborty , Sanket Das , Subhasmita Mishra

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…

Statistical Finance · Quantitative Finance 2021-09-03 Sidra Mehtab , Jaydip Sen

Trading and investing in stocks for some is their full-time career, while for others, it's simply a supplementary income stream. Universal among all investors is the desire to turn a profit. The key to achieving this goal is…

Computational Engineering, Finance, and Science · Computer Science 2024-09-10 Rifa Gowani , Zaryab Kanjiani

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo

Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…

Statistical Finance · Quantitative Finance 2021-10-12 Jaydip Sen , Sidra Mehtab

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

General Finance · Quantitative Finance 2026-02-16 Mykola Babiak , Jozef Barunik

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Statistical Finance · Quantitative Finance 2022-11-15 Shayan Halder

A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

Machine Learning · Computer Science 2018-10-24 Yongli Zhu , Songtao Lu , Renchang Dai , Guangyi Liu , Zhiwei Wang

The stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote…

Machine Learning · Computer Science 2024-08-23 Gonzalo Lopez Gil , Paul Duhamel-Sebline , Andrew McCarren

One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…

Statistical Finance · Quantitative Finance 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

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

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

Statistical Finance · Quantitative Finance 2022-01-21 Carmina Fjellström

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

Statistical Finance · Quantitative Finance 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

Our research aims to find the best model that uses companies projections and sector performances and how the given company fares accordingly to correctly predict equity share prices for both short and long term goals.

Statistical Finance · Quantitative Finance 2023-07-18 Varun Sangwan , Vishesh Kumar Singh , Bibin Christopher

This paper provides an empirical study explores the application of deep learning algorithms-Multilayer Perceptron (MLP), Convolutional Neural Networks (CNN), Long Short-Term Memory (LSTM), and Transformer-in constructing long-short stock…

Statistical Finance · Quantitative Finance 2024-11-26 Junjie Guo

This paper investigates the application of machine learning models, Long Short-Term Memory (LSTM), one-dimensional Convolutional Neural Networks (1D CNN), and Logistic Regression (LR), for predicting stock trends based on fundamental…

Statistical Finance · Quantitative Finance 2024-10-08 John Phan , Hung-Fu Chang