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

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This paper introduces a novel approach to stock data analysis by employing a Hierarchical Graph Neural Network (HGNN) model that captures multi-level information and relational structures in the stock market. The HGNN model integrates stock…

机器学习 · 计算机科学 2024-12-11 Jianhua Yao , Yuxin Dong , Jiajing Wang , Bingxing Wang , Hongye Zheng , Honglin Qin

Financial news contains useful information on public companies and the market. In this paper we apply the popular word embedding methods and deep neural networks to leverage financial news to predict stock price movements in the market.…

计算工程、金融与科学 · 计算机科学 2015-06-25 Yangtuo Peng , Hui Jiang

Most recent works model the market structure of the stock market as a correlation network of the stocks. They apply pre-defined patterns to extract correlation information from the time series of stocks. Without considering the influences…

计算工程、金融与科学 · 计算机科学 2018-09-13 Yue Wang , Chenwei Zhang , Shen Wang , Philip S. Yu , Lu Bai , Lixin Cui

This study explores the application potential of a deep learning model based on the CNN-LSTM framework in forecasting the sales volume of cancer drugs, with a focus on modeling complex time series data. As advancements in medical technology…

计算工程、金融与科学 · 计算机科学 2025-06-30 Yinghan Li , Yilin Yao , Junghua Lin , Nanxi Wang

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

综合金融 · 定量金融 2026-02-16 Mykola Babiak , Jozef Barunik

In the financial sector, a reliable forecast the future financial performance of a company is of great importance for investors' investment decisions. In this paper we compare long-term short-term memory (LSTM) networks to temporal…

综合金融 · 定量金融 2020-10-13 Lars Elend , Sebastian A. Tideman , Kerstin Lopatta , Oliver Kramer

For the last few years it has been observed that the Deep Neural Networks (DNNs) has achieved an excellent success in image classification, speech recognition. But DNNs are suffer great deal of challenges for time series forecasting because…

机器学习 · 计算机科学 2019-01-09 Samit Bhanja , Abhishek Das

Whether or not stocks are predictable has been a topic of concern for decades.The efficient market hypothesis (EMH) says that it is difficult for investors to make extra profits by predicting stock prices, but this may not be true,…

数值分析 · 数学 2023-07-07 Yueshan Chen , Xingyu Xu , Tian Lan , Sihai Zhang

Predicting future direction of stock markets using the historical data has been a fundamental component in financial forecasting. This historical data contains the information of a stock in each specific time span, such as the opening,…

统计金融 · 定量金融 2023-01-25 Christopher Wimmer , Navid Rekabsaz

The application of deep learning to time series forecasting is one of the major challenges in present machine learning. We propose a novel methodology that combines machine learning and image processing methods to define and predict market…

计算金融 · 定量金融 2020-08-19 Bairui Du , Delmiro Fernandez-Reyes , Paolo Barucca

This study evaluates deep neural networks for forecasting probability distributions of financial returns. 1D convolutional neural networks (CNN) and Long Short-Term Memory (LSTM) architectures are used to forecast parameters of three…

风险管理 · 定量金融 2025-09-03 Jakub Michańków

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

Accurate prediction of agricultural crop prices is a crucial input for decision-making by various stakeholders in agriculture: farmers, consumers, retailers, wholesalers, and the Government. These decisions have significant implications…

The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

系统与控制 · 电气工程与系统科学 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino

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

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

统计金融 · 定量金融 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

综合经济学 · 经济学 2025-04-29 Tiantian Tu

Stock price forecasting is a highly complex and vitally important field of research. Recent advancements in deep neural network technology allow researchers to develop highly accurate models to predict financial trends. We propose a novel…

计算金融 · 定量金融 2021-02-03 Pratyush Muthukumar , Jie Zhong

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…

Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…

统计金融 · 定量金融 2023-09-04 Ali Asgarov