中文
相关论文

相关论文: Turnover Prediction Of Shares using Data Mining te…

200 篇论文

This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices…

机器学习 · 统计学 2014-04-08 James Brofos

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

计算金融 · 定量金融 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

Stock price forecasting has remained an extremely challenging problem for many decades due to the high volatility of the stock market. Recent efforts have been devoted to modeling complex stock correlations toward joint stock price…

计算工程、金融与科学 · 计算机科学 2023-12-27 Tong Li , Zhaoyang Liu , Yanyan Shen , Xue Wang , Haokun Chen , Sen Huang

With the increasing volume of high-frequency data in the information age, both challenges and opportunities arise in the prediction of stock volatility. On one hand, the outcome of prediction using tradition method combining stock technical…

统计金融 · 定量金融 2023-09-29 Wenting Liu , Zhaozhong Gui , Guilin Jiang , Lihua Tang , Lichun Zhou , Wan Leng , Xulong Zhang , Yujiang Liu

In recent fast-paced financial markets, investors constantly seek ways to gain an edge and make informed decisions. Although achieving perfect accuracy in stock price predictions remains elusive, artificial intelligence (AI) advancements…

统计金融 · 定量金融 2024-11-12 Jue Xiao , Tingting Deng , Shuochen Bi

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

机器学习 · 计算机科学 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic…

综合金融 · 定量金融 2019-04-01 Rosdyana Mangir Irawan Kusuma , Trang-Thi Ho , Wei-Chun Kao , Yu-Yen Ou , Kai-Lung Hua

Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…

统计金融 · 定量金融 2023-05-25 Harsimrat Kaeley , Ye Qiao , Nader Bagherzadeh

Stock price prediction can be made more efficient by considering the price fluctuations and understanding the sentiments of people. A limited number of models understand financial jargon or have labelled datasets concerning stock price…

统计金融 · 定量金融 2021-03-31 Mukul Jaggi , Priyanka Mandal , Shreya Narang , Usman Naseem , Matloob Khushi

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…

统计金融 · 定量金融 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

This article aims to propose and apply a machine learning method to analyze the direction of returns from Exchange Traded Funds (ETFs) using the historical return data of its components, helping to make investment strategy decisions through…

计算金融 · 定量金融 2022-06-14 Raphael P. B. Piovezan , Pedro Paulo de Andrade Junior

As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate…

统计金融 · 定量金融 2025-08-27 Peng Zhu , Yuante Li , Yifan Hu , Sheng Xiang , Qinyuan Liu , Dawei Cheng , Yuqi Liang

One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…

统计金融 · 定量金融 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

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

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…

机器学习 · 计算机科学 2025-02-11 SriVarsha Mulakala , Umesh Vangapally , Benjamin Larkey , Aidan Henrichs , Corey Wojslaw

Predicting stock market is vital for investors and policymakers, acting as a barometer of the economic health. We leverage social media data, a potent source of public sentiment, in tandem with macroeconomic indicators as…

人工智能 · 计算机科学 2023-12-08 Shengkun Wang , YangXiao Bai , Taoran Ji , Kaiqun Fu , Linhan Wang , Chang-Tien Lu

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

The rapid growth of the stock market has attracted many investors due to its potential for significant profits. However, predicting stock prices accurately is difficult because financial markets are complex and constantly changing. This is…

机器学习 · 计算机科学 2024-07-17 Abdelatif Hafid , Maad Ebrahim , Ali Alfatemi , Mohamed Rahouti , Diogo Oliveira

Stock price prediction has been the focus of a large amount of research but an acceptable solution has so far escaped academics. Recent advances in deep learning have motivated researchers to apply neural networks to stock prediction. In…

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

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

统计金融 · 定量金融 2024-11-12 Kaushal Attaluri , Mukesh Tripathi , Srinithi Reddy , Shivendra