中文
相关论文

相关论文: Robust Analysis of Stock Price Time Series Using C…

200 篇论文

This paper investigates the application of machine learning models, Long Short-Term Memory (LSTM), one-dimensional Convolutional Neural Networks (1D CNN), and Logistic Regression (LR), for predicting stock trends based on fundamental…

统计金融 · 定量金融 2024-10-08 John Phan , Hung-Fu Chang

Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic…

综合金融 · 定量金融 2019-04-01 Rosdyana Mangir Irawan Kusuma , Trang-Thi Ho , Wei-Chun Kao , Yu-Yen Ou , Kai-Lung Hua

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal…

统计金融 · 定量金融 2023-03-17 Shima Nabiee , Nader Bagherzadeh

The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict…

统计金融 · 定量金融 2020-01-13 Zineb Lanbouri , Saaid Achchab

In this work, we apply machine learning techniques to historical stock prices to forecast future prices. To achieve this, we use recursive approaches that are appropriate for handling time series data. In particular, we apply a linear…

统计金融 · 定量金融 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

A comparative analysis of deep learning models and traditional statistical methods for stock price prediction uses data from the Nigerian stock exchange. Historical data, including daily prices and trading volumes, are employed to implement…

统计金融 · 定量金融 2024-10-11 Opeyemi Sheu Alamu , Md Kamrul Siam

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

Prediction models are crucial in the stock market as they aid in forecasting future prices and trends, enabling investors to make informed decisions and manage risks more effectively. In the Indian stock market, where volatility is often…

计算工程、金融与科学 · 计算机科学 2025-03-24 Omkar Oak , Rukmini Nazre , Rujuta Budke , Yogita Mahatekar

Stock market plays an important role in the economic development. Due to the complex volatility of the stock market, the research and prediction on the change of the stock price, can avoid the risk for the investors. The traditional time…

统计金融 · 定量金融 2023-02-23 Zhuangwei Shi , Yang Hu , Guangliang Mo , Jian Wu

Designing robust and accurate prediction models has been a viable research area since a long time. While proponents of a well-functioning market predictors believe that it is difficult to accurately predict market prices but many scholars…

统计金融 · 定量金融 2022-05-16 Vishal Kuber , Divakar Yadav , Arun Kr Yadav

A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

机器学习 · 计算机科学 2018-10-24 Yongli Zhu , Songtao Lu , Renchang Dai , Guangyi Liu , Zhiwei Wang

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

统计金融 · 定量金融 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

统计金融 · 定量金融 2020-07-27 Yang Li , Yi Pan

The application of deep learning models for stock price forecasting in emerging markets remains underexplored despite their potential to capture complex temporal dependencies. This study develops and evaluates a Long Short-Term Memory…

交易与市场微观结构 · 定量金融 2025-09-19 Ahad Yaqoob , Syed M. Abdullah

One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…

统计金融 · 定量金融 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

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

This study evaluates the performances of CNN and LSTM for recognizing common charts patterns in a stock historical data. It presents two common patterns, the method used to build the training set, the neural networks architectures and the…

机器学习 · 计算机科学 2018-08-02 Marc Velay , Fabrice Daniel

Despite the efficient market hypothesis, many studies suggest the existence of inefficiencies in the stock market leading to the development of techniques to gain above-market returns. Systematic trading has undergone significant advances…

统计金融 · 定量金融 2024-04-09 Sungwoo Kang , Jong-Kook Kim

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 order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

统计金融 · 定量金融 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima