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Data mining is a new concept & an exploration and analysis of large data sets, in order to discover meaningful patterns and rules. Many organizations are now using the data mining techniques to find out meaningful patterns from the…

数据库 · 计算机科学 2011-12-20 Tejaswini Hilage , R. V. Kulkarni

With the advent of fast-paced information dissemination and retrieval, it has become inherently important to resort to automated means of predicting stock market prices. In this paper, we propose Taureau, a framework that leverages Twitter…

计算机与社会 · 计算机科学 2023-04-03 Nicholas Milikich , Joshua Johnson

Brain stroke remains one of the principal causes of death and disability worldwide, yet most tabular-data prediction models still hover below the 95% accuracy threshold, limiting real-world utility. Addressing this gap, the present work…

定量方法 · 定量生物学 2026-05-22 Yousuf Islam , Md. Jalal Uddin Chowdhury , Sumon Chandra Das

Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…

计算工程、金融与科学 · 计算机科学 2019-03-11 Ran Zhao , Yuntian Deng , Mark Dredze , Arun Verma , David Rosenberg , Amanda Stent

This research presents a comprehensive framework for analyzing liquidity in financial markets, particularly in the context of high-frequency trading. By leveraging advanced machine learning classification techniques, including Logistic…

交易与市场微观结构 · 定量金融 2024-08-20 Sid Bhatia , Sidharth Peri , Sam Friedman , Michelle Malen

This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random…

统计金融 · 定量金融 2023-06-23 David Noel

Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…

计算与语言 · 计算机科学 2022-10-28 Qinkai Chen , Christian-Yann Robert

Sub-new stock price prediction, forecasting the price trends of stocks listed less than one year, is crucial for effective quantitative trading. While deep learning methods have demonstrated effectiveness in predicting old stock prices,…

计算工程、金融与科学 · 计算机科学 2023-08-23 Linghao Wang , Zhen Liu , Peitian Ma , Qianli Ma

Predicting the intraday stock jumps is a significant but challenging problem in finance. Due to the instantaneity and imperceptibility characteristics of intraday stock jumps, relevant studies on their predictability remain limited. This…

交易与市场微观结构 · 定量金融 2019-12-17 Ao Kong , Hongliang Zhu , Robert Azencott

One of the most important studies in finance is to find out whether stock returns could be predicted. This research aims to create a new multivariate model, which includes dividend yield, earnings-to-price ratio, book-to-market ratio as…

计量经济学 · 经济学 2021-10-06 Jianying Xie

A constant rebalanced portfolio is an asset allocation algorithm which keeps the same distribution of wealth among a set of assets along a period of time. Recently, there has been work on on-line portfolio selection algorithms which are…

投资组合管理 · 定量金融 2013-02-01 Yoram Singer

Portfolio selection is the central task for assets management, but it turns out to be very challenging. Methods based on pattern matching, particularly the CORN-K algorithm, have achieved promising performance on several stock markets. A…

风险管理 · 定量金融 2018-03-01 Yang Wang , Dong Wang , Yaodong Wang , You Zhang

Support vector machine modeling is a new approach in machine learning for classification showing good performance on forecasting problems of small samples and high dimensions. Later, it promoted to Support Vector Regression (SVR) for…

机器学习 · 计算机科学 2021-03-23 Mohammadreza Ghanbari , Mahdi Goldani

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the…

机器学习 · 统计学 2017-10-23 Aaron Elliot , Cheng Hua Hsu

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

机器学习 · 计算机科学 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

Classification and patterns extraction from customer data is very important for business support and decision making. Timely identification of newly emerging trends is very important in business process. Large companies are having huge…

数据库 · 计算机科学 2011-12-13 Dr. Sankar Rajagopal

The recruitment of new personnel is one of the most essential business processes which affect the quality of human capital within any company. It is highly essential for the companies to ensure the recruitment of right talent to maintain a…

机器学习 · 计算机科学 2015-04-09 Gaurav Singh Thakur , Anubhav Gupta , Sangita Gupta

Analysis and prediction of stock market time series data has attracted considerable interest from the research community over the last decade. Rapid development and evolution of sophisticated algorithms for statistical analysis of time…

其他计算机科学 · 计算机科学 2016-05-12 Jaydip Sen , Tamal Datta Chaudhuri

The importance of considering the volumes to analyze stock prices movements can be considered as a well-accepted practice in the financial area. However, when we look at the scientific production in this field, we still cannot find a…

统计金融 · 定量金融 2021-08-31 Tiago Colliri , Fernando F. Ferreira

The prediction of stock prices is an important task in economics, investment and making financial decisions. This has, for decades, spurred the interest of many researchers to make focused contributions to the design of accurate stock price…

统计金融 · 定量金融 2020-06-08 Bradley J. Pillay , Absalom E. Ezugwu