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As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on…

Statistical Finance · Quantitative Finance 2014-06-04 Sercan Arik , Sukru Burc Eryilmaz , Adam Goldberg

DSS serve the management, operations, and planning levels of an organization and help to make decisions, which may be rapidly changing and not easily specified in advance. Data mining has a vital role to extract important information to…

Databases · Computer Science 2012-10-12 Pardeep Kumar , Nitin , Vivek Kumar Sehgal , Durg Singh Chauhan

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

Statistical Finance · Quantitative Finance 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan

Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of…

Portfolio Management · Quantitative Finance 2020-10-12 Miquel Noguer i Alonso , Sonam Srivastava

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

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

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

In the current competitive environment, it is crucial for manufacturers to make the best decisions in the shortest time, in order to optimize the efficiency and effectiveness of the manufacturing systems. These decisions reach from the…

Artificial Intelligence · Computer Science 2020-06-16 Fadwa Oukhay , Pascale Zaraté , Taieb Romdhane

Big data, both in its structured and unstructured formats, have brought in unforeseen challenges in economics and business. How to organize, classify, and then analyze such data to obtain meaningful insights are the ever-going research…

General Economics · Economics 2025-02-04 Viet Trinh

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…

Statistical Finance · Quantitative Finance 2021-08-13 Weiwei Jiang

Designing robust systems for precise prediction of future prices of stocks has always been considered a very challenging research problem. Even more challenging is to build a system for constructing an optimum portfolio of stocks based on…

Statistical Finance · Quantitative Finance 2021-08-31 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

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

The rapid proliferation of AI-generated content (AIGC) has reshaped the dynamics of digital marketing and online consumer behavior. However, predicting the diffusion trajectory and market impact of such content remains challenging due to…

Machine Learning · Computer Science 2025-11-14 Ziqing Yin , Xuanjing Chen , Xi Zhang

We discuss and develop Bayesian dynamic modelling and predictive decision synthesis for portfolio analysis. The context involves model uncertainty with a set of candidate models for financial time series with main foci in sequential…

Portfolio Management · Quantitative Finance 2024-05-06 Emily Tallman , Mike West

Decision analytics commonly focuses on the text mining of financial news sources in order to provide managerial decision support and to predict stock market movements. Existing predictive frameworks almost exclusively apply traditional…

Machine Learning · Statistics 2018-07-05 Stefan Feuerriegel , Ralph Fehrer

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

Recent developments in deep learning techniques have motivated intensive research in machine learning-aided stock trading strategies. However, since the financial market has a highly non-stationary nature hindering the application of…

Portfolio Management · Quantitative Finance 2020-12-15 Kentaro Imajo , Kentaro Minami , Katsuya Ito , Kei Nakagawa

Large-scale portfolio choice is highly sensitive to estimation error, making the preliminary asset selection essential in empirical implementation. Existing selection rules typically rely on scalar returns or low dimensional high frequency…

Applications · Statistics 2026-05-12 Yangzhou Chen , Shuaida He , Xin Chen

Decision support systems help decision makers make better decisions in the face of complex decision problems (e.g. investment or policy decisions). Fisheries and Aquaculture is a domain where decision makers face such decisions since they…

Artificial Intelligence · Computer Science 2016-11-28 Bjørn Magnus Mathisen , Peter Haro , Bård Hanssen , Sara Björk , Ståle Walderhaug

The objective of this paper is to explore how financial big data and machine learning methods can be applied to model and understand financial products. We focus on residential mortgage backed securities, resMBS, which were at the heart of…

Machine Learning · Computer Science 2022-07-27 Margret Bjarnadottir , Louiqa Raschid
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