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相关论文: Temporal Relational Ranking for Stock Prediction

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Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…

统计金融 · 定量金融 2023-11-14 Md Sabbirul Haque , Md Shahedul Amin , Jonayet Miah , Duc Minh Cao , Ashiqul Haque Ahmed

Long-term investors, different from short-term traders, focus on examining the underlying forces that affect the well-being of a company. They rely on fundamental analysis which attempts to measure the intrinsic value an equity.…

神经与进化计算 · 计算机科学 2019-05-14 Jessie Sun

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

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.…

We address the problem of uncertainty quantification in time series forecasting by exploiting observations at correlated sequences. Relational deep learning methods leveraging graph representations are among the most effective tools for…

机器学习 · 计算机科学 2025-06-09 Andrea Cini , Alexander Jenkins , Danilo Mandic , Cesare Alippi , Filippo Maria Bianchi

Forecasting stock returns is a challenging problem due to the highly stochastic nature of the market and the vast array of factors and events that can influence trading volume and prices. Nevertheless it has proven to be an attractive…

统计金融 · 定量金融 2021-09-15 Rian Dolphin , Barry Smyth , Yang Xu , Ruihai Dong

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

人工智能 · 计算机科学 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on…

统计金融 · 定量金融 2014-06-04 Sercan Arik , Sukru Burc Eryilmaz , Adam Goldberg

The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made…

计算金融 · 定量金融 2019-04-19 Hieu Quang Nguyen , Abdul Hasib Rahimyar , Xiaodi Wang

Stock price forecasting is an important issue for investors since extreme accuracy in forecasting can bring about high profits. Fuzzy Time Series (FTS) and Longest Common/Repeated Sub-sequence (LCS/LRS) are two important issues for…

计算工程、金融与科学 · 计算机科学 2015-06-23 He-Wen Chen , Zih-Ci Wang , Shu-Yu Kuo , Yao-Hsin Chou

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

In this work, we explore the use of hierarchical reinforcement learning (HRL) for the task of temporal sequence prediction. Using a combination of deep learning and HRL, we develop a stock agent to predict temporal price sequences from…

机器学习 · 计算机科学 2023-10-10 Faith Johnson , Kristin Dana

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

Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly…

机器学习 · 计算机科学 2022-07-26 Mostafa Shabani , Dat Thanh Tran , Juho Kanniainen , Alexandros Iosifidis

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

Given a sequence of sets, where each set contains an arbitrary number of elements, the problem of temporal sets prediction aims to predict the elements in the subsequent set. In practice, temporal sets prediction is much more complex than…

机器学习 · 计算机科学 2020-07-09 Le Yu , Leilei Sun , Bowen Du , Chuanren Liu , Hui Xiong , Weifeng Lv

Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…

机器学习 · 计算机科学 2020-10-02 Hassan Ismail Fawaz

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

Designing robust systems for precise prediction of future prices of stocks has always been considered a very challenging research problem. Even more challenging is to build a system for constructing an optimum portfolio of stocks based on…

统计金融 · 定量金融 2021-08-31 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

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