English
Related papers

Related papers: S&P 500 Stock's Movement Prediction using CNN

200 papers

Recently, there has been a remarkable increase in the interest towards skeleton-based action recognition within the research community, owing to its various advantageous features, including computational efficiency, representative features,…

Computer Vision and Pattern Recognition · Computer Science 2023-02-01 Ayman Ali , Ekkasit Pinyoanuntapong , Pu Wang , Mohsen Dorodchi

We applied Deep Q-Network with a Convolutional Neural Network function approximator, which takes stock chart images as input, for making global stock market predictions. Our model not only yields profit in the stock market of the country…

General Finance · Quantitative Finance 2019-11-27 Jinho Lee , Raehyun Kim , Yookyung Koh , Jaewoo Kang

Deep learning is an effective approach to solving image recognition problems. People draw intuitive conclusions from trading charts; this study uses the characteristics of deep learning to train computers in imitating this kind of intuition…

Computational Engineering, Finance, and Science · Computer Science 2018-01-10 Yun-Cheng Tsai , Jun-Hao Chen , Jun-Jie Wang

Volatility is a natural risk measure in finance as it quantifies the variation of stock prices. A frequently considered problem in mathematical finance is to forecast different estimates of volatility. What makes it promising to use deep…

Statistical Finance · Quantitative Finance 2020-09-14 Bernadett Aradi , Gábor Petneházi , József Gáll

In recent years, there have been quite a few attempts to apply intelligent techniques to financial trading, i.e., constructing automatic and intelligent trading framework based on historical stock price. Due to the unpredictable,…

Statistical Finance · Quantitative Finance 2023-03-17 Keer Yang , Guanqun Zhang , Chuan Bi , Qiang Guan , Hailu Xu , Shuai Xu

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

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

Credit rating is an analysis of the credit risks associated with a corporation, which reflect the level of the riskiness and reliability in investing. There have emerged many studies that implement machine learning techniques to deal with…

Risk Management · Quantitative Finance 2020-12-08 Bojing Feng , Wenfang Xue , Bindang Xue , Zeyu Liu

Many studies have been undertaken by using machine learning techniques, including neural networks, to predict stock returns. Recently, a method known as deep learning, which achieves high performance mainly in image recognition and speech…

Statistical Finance · Quantitative Finance 2018-06-14 Masaya Abe , Hideki Nakayama

Convolutional Neural Network (CNN) is one of the most significant networks in the deep learning field. Since CNN made impressive achievements in many areas, including but not limited to computer vision and natural language processing, it…

Computer Vision and Pattern Recognition · Computer Science 2020-04-07 Zewen Li , Wenjie Yang , Shouheng Peng , Fan Liu

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

Statistical Finance · Quantitative Finance 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

Within the world of machine learning there exists a wide range of different methods with respective advantages and applications. This paper seeks to present and discuss one such method, namely Convolutional Neural Networks (CNNs). CNNs are…

Computer Vision and Pattern Recognition · Computer Science 2020-11-30 Lars Lien Ankile , Morgan Feet Heggland , Kjartan Krange

Deep Convolutional Neural Network (CNN) is a special type of Neural Networks, which has shown exemplary performance on several competitions related to Computer Vision and Image Processing. Some of the exciting application areas of CNN…

Computer Vision and Pattern Recognition · Computer Science 2020-05-12 Asifullah Khan , Anabia Sohail , Umme Zahoora , Aqsa Saeed Qureshi

Images have become one of the most popular types of media through which users convey their emotions within online social networks. Although vast amount of research is devoted to sentiment analysis of textual data, there has been very…

Computer Vision and Pattern Recognition · Computer Science 2014-11-24 Can Xu , Suleyman Cetintas , Kuang-Chih Lee , Li-Jia Li

We revisit the problem of predicting directional movements of stock prices based on news articles: here our algorithm uses daily articles from The Wall Street Journal to predict the closing stock prices on the same day. We propose a unified…

Machine Learning · Computer Science 2014-07-03 Felix Ming Fai Wong , Zhenming Liu , Mung Chiang

Convolutional neural networks (CNNs) have been widely used over many areas in compute vision. Especially in classification. Recently, FlowNet and several works on opti- cal estimation using CNNs shows the potential ability of CNNs in doing…

Computer Vision and Pattern Recognition · Computer Science 2017-10-05 Junxuan Li

In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger…

Computational Engineering, Finance, and Science · Computer Science 2017-12-29 O. B. Sezer , M. Ozbayoglu , E. Dogdu

Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In…

Computational Engineering, Finance, and Science · Computer Science 2019-10-14 Deli Chen , Yanyan Zou , Keiko Harimoto , Ruihan Bao , Xuancheng Ren , Xu Sun

The field of machine learning has taken a dramatic twist in recent times, with the rise of the Artificial Neural Network (ANN). These biologically inspired computational models are able to far exceed the performance of previous forms of…

Neural and Evolutionary Computing · Computer Science 2015-12-03 Keiron O'Shea , Ryan Nash

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