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相关论文: A Novel Deep Reinforcement Learning Based Stock Di…

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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

Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly…

机器学习 · 计算机科学 2022-07-26 Mostafa Shabani , Dat Thanh Tran , Juho Kanniainen , Alexandros Iosifidis

The stock market is a crucial component of the financial system, but predicting the movement of stock prices is challenging due to the dynamic and intricate relations arising from various aspects such as economic indicators, financial…

统计金融 · 定量金融 2024-02-13 Hao Qian , Hongting Zhou , Qian Zhao , Hao Chen , Hongxiang Yao , Jingwei Wang , Ziqi Liu , Fei Yu , Zhiqiang Zhang , Jun Zhou

Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of…

投资组合管理 · 定量金融 2020-10-12 Miquel Noguer i Alonso , Sonam Srivastava

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

Index funds are substantially preferred by investors nowadays, and market sensitivities are instrumental in managing index funds. An index fund is a mutual fund aiming to track the returns of a predefined market index (e.g., the S&P 500). A…

投资组合管理 · 定量金融 2022-12-20 Yoonsik Hong , Yanghoon Kim , Jeonghun Kim , Yongmin Choi

Personalized recommender systems play a crucial role in direct marketing, particularly in financial services, where delivering relevant content can enhance customer engagement and promote informed decision-making. This study explores…

We present a relational graph learning approach for robotic crowd navigation using model-based deep reinforcement learning that plans actions by looking into the future. Our approach reasons about the relations between all agents based on…

机器人学 · 计算机科学 2020-08-05 Changan Chen , Sha Hu , Payam Nikdel , Greg Mori , Manolis Savva

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

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

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.…

It is a challenging task to predict financial markets. The complexity of this task is mainly due to the interaction between financial markets and market participants, who are not able to keep rational all the time, and often affected by…

统计金融 · 定量金融 2022-02-09 Jia Wang , Hongwei Zhu , Jiancheng Shen , Yu Cao , Benyuan Liu

The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…

统计金融 · 定量金融 2023-09-14 Luke Sanborn , Matthew Sahagun

The use of machine learning in algorithmic trading systems is increasingly common. In a typical set-up, supervised learning is used to predict the future prices of assets, and those predictions drive a simple trading and execution strategy.…

机器学习 · 计算机科学 2023-07-19 Vikram Duvvur , Aashay Mehta , Edward Sun , Bo Wu , Ken Yew Chan , Jeff Schneider

Fluctuations in stock prices are influenced by a complex interplay of factors that go beyond mere historical data. These factors, themselves influenced by external forces, encompass inter-stock dynamics, broader economic factors, various…

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

Several studies have shown that deep learning models can provide more accurate volatility forecasts than the traditional methods used within this domain. This paper presents a composite model that merges a deep learning approach with…

机器学习 · 计算机科学 2022-11-18 V Ncume , T. L van Zyl , A Paskaramoorthy

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…

机器学习 · 计算机科学 2025-02-11 SriVarsha Mulakala , Umesh Vangapally , Benjamin Larkey , Aidan Henrichs , Corey Wojslaw

Deep learning is an effective approach to solving image recognition problems. People draw intuitive conclusions from trading charts; this study uses the characteristics of deep learning to train computers in imitating this kind of intuition…

计算工程、金融与科学 · 计算机科学 2018-01-10 Yun-Cheng Tsai , Jun-Hao Chen , Jun-Jie Wang

The stock market has been a popular topic of interest in the recent past. The growth in the inflation rate has compelled people to invest in the stock and commodity markets and other areas rather than saving. Further, the ability of Deep…

统计金融 · 定量金融 2021-07-21 Priyank Sonkiya , Vikas Bajpai , Anukriti Bansal