Related papers: S&P 500 Trend Prediction
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…
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…
Recent researches on stock prediction using deep learning methods has been actively studied. This is the task to predict the movement of stock prices in the future based on historical trends. The approach to predicting the movement based…
The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…
We have applied a Long Short-Term Memory neural network to model S&P 500 volatility, incorporating Google domestic trends as indicators of the public mood and macroeconomic factors. In a held-out test set, our Long Short-Term Memory model…
Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…
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…
This paper introduces StockGPT, an autoregressive ``number'' model trained and tested on 70 million daily U.S.\ stock returns over nearly 100 years. Treating each return series as a sequence of tokens, StockGPT automatically learns the…
We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…
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…
In recent years, financial analysts have been trying to develop models to predict the movement of a stock price index. The task becomes challenging in vague economic, social, and political situations like in Pakistan. In this study, we…
Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…
In this paper we apply a specific type ANNs - convolutional neural networks (CNNs) - to the problem of finding start and endpoints of trends, which are the optimal points for entering and leaving the market. We aim to explore long-term…
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…
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…
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…
Trend-following strategies underpin many systematic trading approaches yet struggle under nonstationary and nonlinear market regimes. We propose an LSTM-based framework to forecast next-day trend differences ($\Delta_t$) for the top 30 S\&P…
Predicting the success of startup companies is of great importance for both startup companies and investors. It is difficult due to the lack of available data and appropriate general methods. With data platforms like Crunchbase aggregating…
Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…
The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…