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相关论文: Temporal Relational Ranking for Stock Prediction

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Recent researches on stock prediction using deep learning methods has been actively studied. This is the task to predict the movement of stock prices in the future based on historical trends. The approach to predicting the movement based…

统计金融 · 定量金融 2021-10-01 Jaeyoung Cheong , Heejoon Lee , Minjung Kang

Forecasting financial time series is considered to be a difficult task due to the chaotic feature of the series. Statistical approaches have shown solid results in some specific problems such as predicting market direction and single-price…

统计金融 · 定量金融 2021-07-05 Angelo Garangau Menezes , Saulo Martiello Mastelini

Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a…

统计金融 · 定量金融 2026-04-14 Xiang Ao , Jingxuan Zhang , Xinyu Zhao

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

统计金融 · 定量金融 2021-09-07 Sidra Mehtab , Jaydip Sen

Financial technology (FinTech) has drawn much attention among investors and companies. While conventional stock analysis in FinTech targets at predicting stock prices, less effort is made for profitable stock recommendation. Besides, in…

机器学习 · 计算机科学 2021-06-21 Yi-Ling Hsu , Yu-Che Tsai , Cheng-Te Li

Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

统计金融 · 定量金融 2022-01-21 Carmina Fjellström

Financial market analysis, especially the prediction of movements of stock prices, is a challenging problem. The nature of financial time-series data, being non-stationary and nonlinear, is the main cause of these challenges. Deep learning…

机器学习 · 计算机科学 2021-07-16 Mostafa Shabani , Alexandros Iosifidis

The stock price prediction task holds a significant role in the financial domain and has been studied for a long time. Recently, large language models (LLMs) have brought new ways to improve these predictions. While recent financial large…

统计金融 · 定量金融 2024-09-16 Shengkun Wang , Taoran Ji , Linhan Wang , Yanshen Sun , Shang-Ching Liu , Amit Kumar , Chang-Tien Lu

Symbolic regression (SR) is the problem of learning a symbolic expression from numerical data. Recently, deep neural models trained on procedurally-generated synthetic datasets showed competitive performance compared to more classical…

机器学习 · 计算机科学 2023-05-11 Pierre-Alexandre Kamienny , Guillaume Lample , Sylvain Lamprier , Marco Virgolin

Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation…

With technological advancements and the exponential growth of data, we have been unfolding different capabilities of neural networks in different sectors. In this paper, I have tried to use a specific type of Neural Network known as…

神经与进化计算 · 计算机科学 2021-06-04 Kunal Bhardwaj

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

统计金融 · 定量金融 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Sequential recommendation (SR) is to accurately recommend a list of items for a user based on her current accessed ones. While new-coming users continuously arrive in the real world, one crucial task is to have inductive SR that can produce…

信息检索 · 计算机科学 2021-02-01 Cheng Hsu , Cheng-Te Li

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY…

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

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

机器学习 · 计算机科学 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Stock price prediction has been an important research theme both academically and practically. Various methods to predict stock prices have been studied until now. The feature that explains the stock price by a cross-section analysis is…

投资组合管理 · 定量金融 2020-07-21 Masaya Abe , Kei Nakagawa

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

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

Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having…

人工智能 · 计算机科学 2019-02-25 David Salinas , Valentin Flunkert , Jan Gasthaus

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

统计金融 · 定量金融 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan