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Stock classification is a challenging task due to high levels of noise and volatility of stocks returns. In this paper we show that using transfer learning can help with this task, by pre-training a model to extract universal features on…

Statistical Finance · Quantitative Finance 2020-11-10 Elizabeth Fons , Paula Dawson , Xiao-jun Zeng , John Keane , Alexandros Iosifidis

The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning…

Computational Engineering, Finance, and Science · Computer Science 2025-02-19 Mingjie Wang , Juanxi Tian , Mingze Zhang , Jianxiong Guo , Weijia Jia

In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

Machine Learning · Computer Science 2024-01-04 Kevin Taylor , Jerry Ng

Quantitative trading strategies rely on accurately ranking stocks to identify profitable investments. Effective portfolio management requires models that can reliably order future stock returns. Transformer models are promising for…

Machine Learning · Computer Science 2025-10-17 Jan Kwiatkowski , Jarosław A. Chudziak

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

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

In this work, we apply machine learning techniques to historical stock prices to forecast future prices. To achieve this, we use recursive approaches that are appropriate for handling time series data. In particular, we apply a linear…

Statistical Finance · Quantitative Finance 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

Recent innovations in transformers have shown their superior performance in natural language processing (NLP) and computer vision (CV). The ability to capture long-range dependencies and interactions in sequential data has also triggered a…

Statistical Finance · Quantitative Finance 2025-03-24 Chu Myaet Thwal , Ye Lin Tun , Kitae Kim , Seong-Bae Park , Choong Seon Hong

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 paper explores using a deep learning Long Short-Term Memory (LSTM) model for accurate stock price prediction and its implications for portfolio design. Despite the efficient market hypothesis suggesting that predicting stock prices is…

Computational Finance · Quantitative Finance 2025-05-16 Jaydip Sen , Hetvi Waghela , Sneha Rakshit

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…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Stock market plays an important role in the economic development. Due to the complex volatility of the stock market, the research and prediction on the change of the stock price, can avoid the risk for the investors. The traditional time…

Statistical Finance · Quantitative Finance 2023-02-23 Zhuangwei Shi , Yang Hu , Guangliang Mo , Jian Wu

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…

Computational Finance · Quantitative Finance 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

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

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

The stock market is a network which provides a platform for almost all major economic transactions. While investing in the stock market is a good idea, investing in individual stocks may not be, especially for the casual investor. Smart…

Statistical Finance · Quantitative Finance 2022-08-30 Om Mane , Saravanakumar kandasamy

In the era of rapid globalization and digitalization, accurate identification of similar stocks has become increasingly challenging due to the non-stationary nature of financial markets and the ambiguity in conventional regional and sector…

Computational Finance · Quantitative Finance 2024-07-19 Yoontae Hwang , Stefan Zohren , Yongjae Lee

With the growth of the academic engines, the mining and analysis acquisition of massive researcher data, such as collaborator recommendation and researcher retrieval, has become indispensable. It can improve the quality of services and…

Information Retrieval · Computer Science 2022-03-02 Ziyue Qiao , Yanjie Fu , Pengyang Wang , Meng Xiao , Zhiyuan Ning , Denghui Zhang , Yi Du , Yuanchun Zhou

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions…

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

Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…

Statistical Finance · Quantitative Finance 2022-11-28 Thanh Trung Huynh , Minh Hieu Nguyen , Thanh Tam Nguyen , Phi Le Nguyen , Matthias Weidlich , Quoc Viet Hung Nguyen , Karl Aberer