中文
相关论文

相关论文: Temporal Relational Ranking for Stock Prediction

200 篇论文

Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…

统计金融 · 定量金融 2021-10-12 Jaydip Sen , Sidra Mehtab

The stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote…

机器学习 · 计算机科学 2024-08-23 Gonzalo Lopez Gil , Paul Duhamel-Sebline , Andrew McCarren

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

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

计算金融 · 定量金融 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

综合金融 · 定量金融 2020-09-08 Qiao Zhou , Ningning Liu

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

统计金融 · 定量金融 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of…

投资组合管理 · 定量金融 2020-10-12 Miquel Noguer i Alonso , Sonam Srivastava

Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. This motivates us to provide a structured and comprehensive overview of the research on stock market…

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

交易与市场微观结构 · 定量金融 2022-09-20 Taylan Kabbani , Ekrem Duman

Accurate and robust stock trend forecasting has been a crucial and challenging task, as stock price changes are influenced by multiple factors. Graph neural network-based methods have recently achieved remarkable success in this domain by…

统计金融 · 定量金融 2024-10-11 Yingjie Niu , Lanxin Lu , Rian Dolphin , Valerio Poti , Ruihai Dong

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…

统计金融 · 定量金融 2021-08-13 Weiwei Jiang

Financial markets are characterized by extreme non-stationarity, low signal-to-noise ratios, and strong dependence on external information such as news, company fundamentals, and macroeconomic signals. Yet, existing approaches either…

Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic…

计算工程、金融与科学 · 计算机科学 2026-04-29 Faezeh Sarlakifar , Mohammadreza Mohammadzadeh Asl , Sajjad Rezvani Khaledi , Armin Salimi-Badr

Stock market is often important as it represents the ownership claims on businesses. Without sufficient stocks, a company cannot perform well in finance. Predicting a stock market performance of a company is nearly hard because every time…

统计金融 · 定量金融 2023-05-25 Aadhitya A , Rajapriya R , Vineetha R S , Anurag M Bagde

Stock trend forecasting, aiming at predicting the stock future trends, is crucial for investors to seek maximized profits from the stock market. Many event-driven methods utilized the events extracted from news, social media, and discussion…

统计金融 · 定量金融 2021-02-22 Wentao Xu , Weiqing Liu , Chang Xu , Jiang Bian , Jian Yin , Tie-Yan Liu

For the development of successful share trading strategies, forecasting the course of action of the stock market index is important. Effective prediction of closing stock prices could guarantee investors attractive benefits. Machine…

统计金融 · 定量金融 2021-04-16 Nazish Ashfaq , Zubair Nawaz , Muhammad Ilyas

We propose a novel investment decision strategy (IDS) based on deep learning. The performance of many IDSs is affected by stock similarity. Most existing stock similarity measurements have the problems: (a) The linear nature of many…

Stock price forecasting is a highly complex and vitally important field of research. Recent advancements in deep neural network technology allow researchers to develop highly accurate models to predict financial trends. We propose a novel…

计算金融 · 定量金融 2021-02-03 Pratyush Muthukumar , Jie Zhong

Recommender systems can be helpful for individuals to make well-informed decisions in complex financial markets. While many studies have focused on predicting stock prices, even advanced models fall short of accurately forecasting them.…

统计金融 · 定量金融 2024-12-03 Youngbin Lee , Yejin Kim , Javier Sanz-Cruzado , Richard McCreadie , Yongjae Lee

Machine learning plays an essential role in preventing financial losses in the banking industry. Perhaps the most pertinent prediction task that can result in billions of dollars in losses each year is the assessment of credit risk (i.e.,…

风险管理 · 定量金融 2021-01-01 Jillian M. Clements , Di Xu , Nooshin Yousefi , Dmitry Efimov