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相关论文: Deep Stock Predictions

200 篇论文

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

计量经济学 · 经济学 2023-10-03 Livia Paranhos

MAE, MSE and RMSE performance indicators are used to analyze the performance of different stocks predicted by LSTM and ARIMA models in this paper. 50 listed company stocks from finance.yahoo.com are selected as the research object in the…

统计金融 · 定量金融 2022-09-07 Ruochen Xiao , Yingying Feng , Lei Yan , Yihan Ma

This paper presents a novel study on harnessing Large Language Models' (LLMs) outstanding knowledge and reasoning abilities for explainable financial time series forecasting. The application of machine learning models to financial time…

机器学习 · 计算机科学 2023-06-21 Xinli Yu , Zheng Chen , Yuan Ling , Shujing Dong , Zongyi Liu , Yanbin Lu

Financial trading is at the forefront of time-series analysis, and has grown hand-in-hand with it. The advent of electronic trading has allowed complex machine learning solutions to enter the field of financial trading. Financial markets…

机器学习 · 计算机科学 2020-10-23 Prakhar Ganesh , Puneet Rakheja

The high dimensionality and complexity of neuroimaging data necessitate large datasets to develop robust and high-performing deep learning models. However, the neuroimaging field is notably hampered by the scarcity of such datasets. In this…

机器学习 · 计算机科学 2023-12-15 Yutong Gao , Charles A. Ellis , Vince D. Calhoun , Robyn L. Miller

Accurate prediction of electricity prices is crucial for stakeholders in the energy market, particularly for grid operators, energy producers, and consumers. This study focuses on developing a predictive model leveraging Long Short-Term…

机器学习 · 计算机科学 2025-10-21 Salih Salihoglu , Ibrahim Ahmed , Afshin Asadi

Predicting the price correlation of two assets for future time periods is important in portfolio optimization. We apply LSTM recurrent neural networks (RNN) in predicting the stock price correlation coefficient of two individual stocks.…

计算工程、金融与科学 · 计算机科学 2018-10-02 Hyeong Kyu Choi

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

In recent years, financial analysts have been trying to develop models to predict the movement of a stock price index. The task becomes challenging in vague economic, social, and political situations like in Pakistan. In this study, we…

Ensuring sustainability demands more efficient energy management with minimized energy wastage. Therefore, the power grid of the future should provide an unprecedented level of flexibility in energy management. To that end, intelligent…

神经与进化计算 · 计算机科学 2018-11-29 Daniel L. Marino , Kasun Amarasinghe , Milos Manic

The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning…

计算工程、金融与科学 · 计算机科学 2025-02-19 Mingjie Wang , Juanxi Tian , Mingze Zhang , Jianxiong Guo , Weijia Jia

Demand forecasting in power sector has become an important part of modern demand management and response systems with the rise of smart metering enabled grids. Long Short-Term Memory (LSTM) shows promising results in predicting time series…

机器学习 · 计算机科学 2021-07-30 Koushik Roy , Abtahi Ishmam , Kazi Abu Taher

Predicting stock price movements during Earnings Announcements (EAs) is a significant challenge due to market noise and high-impact price discontinuities. In this study, we evaluate whether pre-announcement news sentiment, firm…

机器学习 · 计算机科学 2026-05-26 Manuel Noseda , Nathan Soldati , Marco Paina

The stock market's ascent typically mirrors the flourishing state of the economy, whereas its decline is often an indicator of an economic downturn. Therefore, for a long time, significant correlation elements for predicting trends in…

机器学习 · 计算机科学 2024-11-12 Wenjun Gu , Yihao Zhong , Shizun Li , Changsong Wei , Liting Dong , Zhuoyue Wang , Chao Yan

Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single…

机器学习 · 计算机科学 2019-08-13 Kasun Bandara , Peibei Shi , Christoph Bergmeir , Hansika Hewamalage , Quoc Tran , Brian Seaman

Accurate time series prediction is challenging due to the inherent nonlinearity and sensitivity to initial conditions. We propose a novel approach that enhances neural network predictions through differential learning, which involves…

机器学习 · 计算机科学 2025-03-11 Akash Yadav , Eulalia Nualart

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…

机器学习 · 计算机科学 2019-03-05 Sima Siami-Namini , Akbar Siami Namin

A linear multi-factor model is one of the most important tools in equity portfolio management. The linear multi-factor models are widely used because they can be easily interpreted. However, financial markets are not linear and their…

机器学习 · 计算机科学 2019-02-01 Kei Nakagawa , Tomoki Ito , Masaya Abe , Kiyoshi Izumi

In high-frequency trading (HFT), leveraging limit order books (LOB) to model stock price movements is crucial for achieving profitable outcomes. However, this task is challenging due to the high-dimensional and volatile nature of the…

交易与市场微观结构 · 定量金融 2025-05-30 Jiahao Yang , Ran Fang , Ming Zhang , Jun Zhou

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