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

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This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

统计金融 · 定量金融 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

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

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

This research proposes a cutting-edge ensemble deep learning framework for stock price prediction by combining three advanced neural network architectures: The particular areas of interest for the research include but are not limited to:…

计算金融 · 定量金融 2025-03-31 Anindya Sarkar , G. Vadivu

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

Recently, deep learning in stock prediction has become an important branch. Image-based methods show potential by capturing complex visual patterns and spatial correlations, offering advantages in interpretability over time series models.…

机器学习 · 计算机科学 2024-10-30 Zhiyuan Pei , Jianqi Yan , Jin Yan , Bailing Yang , Ziyuan Li , Lin Zhang , Xin Liu , Yang Zhang

This paper provides an empirical study explores the application of deep learning algorithms-Multilayer Perceptron (MLP), Convolutional Neural Networks (CNN), Long Short-Term Memory (LSTM), and Transformer-in constructing long-short stock…

统计金融 · 定量金融 2024-11-26 Junjie Guo

Stock prices forecasting has always been a challenging task. Although many research projects try to address the problem, few of them pay attention to the varying degrees of dependencies between stock prices. In this paper, we introduce a…

机器学习 · 计算机科学 2025-04-02 Yuanzhe Jia , Ali Anaissi , Basem Suleiman

Stock market forecasting is a classic problem that has been thoroughly investigated using machine learning and artificial neural network based tools and techniques. Interesting aspects of this problem include its time reliance as well as…

统计金融 · 定量金融 2023-02-20 Raihan Tanvir , Md Tanvir Rouf Shawon , Md. Golam Rabiul Alam

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 summarized both common and novel predictive models used for stock price prediction and combined them with technical indices, fundamental characteristics and text-based sentiment data to predict S&P stock prices. A 66.18% accuracy in S&P…

机器学习 · 统计学 2021-12-30 Shan Zhong , David B. Hitchcock

This paper presents price prediction models using Machine Learning algorithms augmented with Superforecasters predictions, aimed at enhancing investment decisions. Five Machine Learning models are built, including Bidirectional LSTM, ARIMA,…

交易与市场微观结构 · 定量金融 2024-07-03 Anishka Chauhan , Pratham Mayur , Yeshwanth Sai Gokarakonda , Pooriya Jamie , Naman Mehrotra

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

计算金融 · 定量金融 2018-11-16 Huicheng Liu

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

机器学习 · 计算机科学 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…

机器学习 · 计算机科学 2022-05-11 Kelum Gajamannage , Yonggi Park

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.…

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…

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

统计金融 · 定量金融 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…

Multi-step stock index forecasting is vital in finance for informed decision-making. Current forecasting methods on this task frequently produce unsatisfactory results due to the inherent data randomness and instability, thereby…

机器学习 · 计算机科学 2024-02-19 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim