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This paper proposes a hybrid framework combining LSTM (Long Short-Term Memory) networks with LightGBM and CatBoost for stock price prediction. The framework processes time-series financial data and evaluates performance using seven models:…

Machine Learning · Computer Science 2025-05-30 Chang Yu , Fang Liu , Jie Zhu , Shaobo Guo , Yifan Gao , Zhongheng Yang , Meiwei Liu , Qianwen Xing

The prediction of stock prices is an important task in economics, investment and making financial decisions. This has, for decades, spurred the interest of many researchers to make focused contributions to the design of accurate stock price…

Statistical Finance · Quantitative Finance 2020-06-08 Bradley J. Pillay , Absalom E. Ezugwu

In an era where financial markets are heavily influenced by many static and dynamic factors, it has become increasingly critical to carefully integrate diverse data sources with machine learning for accurate stock price prediction. This…

Statistical Finance · Quantitative Finance 2025-03-10 Furkan Karadaş , Bahaeddin Eravcı , Ahmet Murat Özbayoğlu

Stock market price prediction is a significant interdisciplinary research domain that depends at the intersection of finance, statistics, and economics. Forecasting Accurately predicting stock prices has always been a focal point for…

Artificial Intelligence · Computer Science 2026-01-19 Navin Chhibber , Sunil Khemka , Navneet Kumar Tyagi , Rohit Tewari , Bireswar Banerjee , Piyush Ranjan

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…

Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients.…

Statistical Finance · Quantitative Finance 2015-02-24 B. W. Wanjawa , L. Muchemi

In this paper, a time series algorithm based on Genetic Algorithm (GA) and Long Short-Term Memory Network (LSTM) optimization is used to forecast stock prices effectively, taking into account the trend of the big data era. The data are…

Computational Engineering, Finance, and Science · Computer Science 2024-05-07 Xinye Sha

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

The primary objective of this work is to develop a Neural Network based on LSTM to predict stock market movements using tweets. Word embeddings, used in the LSTM network, are initialised using Stanford's GloVe embeddings, pretrained…

Artificial Intelligence · Computer Science 2021-01-25 Kavyashree Ranawat , Stefano Giani

Application of machine learning for stock prediction is attracting a lot of attention in recent years. A large amount of research has been conducted in this area and multiple existing results have shown that machine learning methods could…

Statistical Finance · Quantitative Finance 2022-02-14 Yuxuan Huang , Luiz Fernando Capretz , Danny Ho

Our research presents a new approach for forecasting the synchronization of stock prices using machine learning and non-linear time-series analysis. To capture the complex non-linear relationships between stock prices, we utilize recurrence…

Statistical Finance · Quantitative Finance 2024-09-12 Sanjay Sathish , Charu C Sharma

Stock trading has always been a key economic indicator in modern society and a primary source of profit for financial giants such as investment banks, quantitative trading firms, and hedge funds. Discovering the underlying patterns within…

Computational Engineering, Finance, and Science · Computer Science 2024-11-14 Fang Liu , Shaobo Guo , Qianwen Xing , Xinye Sha , Ying Chen , Yuhui Jin , Qi Zheng , Chang Yu

Accurate prediction of future prices of stocks is a difficult task to perform. Even more challenging is to design an optimized portfolio of stocks with the identification of proper weights of allocation to achieve the optimized values of…

Portfolio Management · Quantitative Finance 2022-03-04 Jaydip Sen , Sidra Mehtab , Abhishek Dutta , Saikat Mondal

In this paper, we compare various approaches to stock price prediction using neural networks. We analyze the performance fully connected, convolutional, and recurrent architectures in predicting the next day value of S&P 500 index based on…

Statistical Finance · Quantitative Finance 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

Designing robust and accurate prediction models has been a viable research area since a long time. While proponents of a well-functioning market predictors believe that it is difficult to accurately predict market prices but many scholars…

Statistical Finance · Quantitative Finance 2022-05-16 Vishal Kuber , Divakar Yadav , Arun Kr Yadav

Stock trend forecasting, a challenging problem in the financial domain, involves ex-tensive data and related indicators. Relying solely on empirical analysis often yields unsustainable and ineffective results. Machine learning researchers…

Statistical Finance · Quantitative Finance 2024-10-10 Saber Talazadeh , Dragan Perakovic

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

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

Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…

Machine Learning · Computer Science 2022-05-11 Kelum Gajamannage , Yonggi Park

This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the…

Statistical Finance · Quantitative Finance 2016-12-09 Barack Wamkaya Wanjawa