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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…

统计金融 · 定量金融 2016-12-09 Barack Wamkaya Wanjawa

Predicting the prices of stocks at any stock market remains a quest for many investors and researchers. Those who trade at the stock market tend to use technical, fundamental or time series analysis in their predictions. These methods…

机器学习 · 计算机科学 2016-09-20 Barack Wamkaya Wanjawa

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.…

统计金融 · 定量金融 2015-02-24 B. W. Wanjawa , L. Muchemi

Financial models have increasingly become popular in recent times, and the focus of researchers has been to find the perfect model which fits all circumstances; however, this has not been thoroughly achieved, and as a result, many financial…

计算工程、金融与科学 · 计算机科学 2024-10-22 Sydney Anuyah Mary Akinyemi , Chika Yinka-Banjo

The prediction of stock price movement direction is significant in financial circles and academic. Stock price contains complex, incomplete, and fuzzy information which makes it an extremely difficult task to predict its development trend.…

In this paper, we model the impact of oil price volatility on Tehranstock and industry indices in two periods of international sanctions and post-sanction. To analyse the purpose of study, we use Feed-forward neural net-works. The period of…

统计金融 · 定量金融 2020-09-14 Somayeh Kokabisaghi , Mohammadesmaeil Ezazi , Reza Tehrani , Nourmohammad Yaghoubi

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…

统计金融 · 定量金融 2024-02-13 Himanshu Gupta , Aditya Jaiswal

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

统计金融 · 定量金融 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

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…

计算工程、金融与科学 · 计算机科学 2017-12-29 O. B. Sezer , M. Ozbayoglu , E. Dogdu

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

统计金融 · 定量金融 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to characterize each stock, and label stocks according to…

投资组合管理 · 定量金融 2018-08-09 XingYu Fu , JinHong Du , YiFeng Guo , MingWen Liu , Tao Dong , XiuWen Duan

In this work we use Recurrent Neural Networks and Multilayer Perceptrons to predict NYSE, NASDAQ and AMEX stock prices from historical data. We experiment with different architectures and compare data normalization techniques. Then, we…

统计金融 · 定量金融 2019-08-30 Kerda Varaku

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

计算金融 · 定量金融 2024-07-18 Yuhui Jin

Stock price prediction is challenging due to global economic instability, high volatility, and the complexity of financial markets. Hence, this study compared several machine learning algorithms for stock market prediction and further…

机器学习 · 计算机科学 2024-12-11 Akhila Mamillapalli , Bayode Ogunleye , Sonia Timoteo Inacio , Olamilekan Shobayo

Purpose: In addition to playing an important role in creating economic security and investment development, insurance companies also invest. The country's insurance industry as one of the country's financial institutions has a special place…

综合经济学 · 经济学 2022-06-24 Rasoul Jamshidi , Mohammad Ebrahim Sadeghi

This study contributes a house price prediction model selection in Tehran City based on the area between Lorenz curve (LC) and concentration curve (CC) of the predicted price by using 206,556 observed transaction data over the period from…

计量经济学 · 经济学 2021-12-14 Mohammad Mirbagherijam

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…

统计金融 · 定量金融 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

Due to the extremely volatile nature of financial markets, it is commonly accepted that stock price prediction is a task full of challenge. However in order to make profits or understand the essence of equity market, numerous market…

统计金融 · 定量金融 2018-05-30 Yue-Gang Song , Yu-Long Zhou , Ren-Jie Han

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

交易与市场微观结构 · 定量金融 2020-09-22 Firuz Kamalov

Financial forecasting is a difficult task due to the intrinsic complexity of the financial system. In the present paper we relate our experience using neural nets as financial time series forecast method. In particular we show that a neural…

无序系统与神经网络 · 物理学 2007-05-23 Filippo Castiglione
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