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相关论文: S&P 500 Stock Price Prediction Using Technical, Fu…

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To reject the Efficient Market Hypothesis a set of 5 technical indicators and 23 fundamental indicators was identified to establish the possibility of generating excess returns on the stock market. Leveraging these data points and various…

统计金融 · 定量金融 2021-03-17 Jaideep Singh , Matloob Khushi

Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…

信息检索 · 计算机科学 2024-11-05 Ali Elahi , Fatemeh Taghvaei

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

交易与市场微观结构 · 定量金融 2020-09-22 Firuz Kamalov

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY…

统计金融 · 定量金融 2021-10-12 Sidra Mehtab , Jaydip Sen

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

统计金融 · 定量金融 2024-11-12 Kaushal Attaluri , Mukesh Tripathi , Srinithi Reddy , Shivendra

In an era where financial markets are heavily influenced by many static and dynamic factors, it has become increasingly critical to carefully integrate diverse data sources with machine learning for accurate stock price prediction. This…

统计金融 · 定量金融 2025-03-10 Furkan Karadaş , Bahaeddin Eravcı , Ahmet Murat Özbayoğlu

This paper is about predicting the movement of stock consist of S&P 500 index. Historically there are many approaches have been tried using various methods to predict the stock movement and being used in the market currently for algorithm…

计算机视觉与模式识别 · 计算机科学 2026-05-01 Rahul Gupta

Financial market prediction is a challenging application of machine learning, where even small improvements in directional accuracy can yield substantial value. Most models struggle to exceed 55--57\% accuracy due to high noise,…

机器学习 · 计算机科学 2025-12-19 Abraham Itzhak Weinberg

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

统计金融 · 定量金融 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

机器学习 · 计算机科学 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

最优化与控制 · 数学 2023-12-19 Negin Bagherpour

With the volatile and complex nature of financial data influenced by external factors, forecasting the stock market is challenging. Traditional models such as ARIMA and GARCH perform well with linear data but struggle with non-linear…

机器学习 · 计算机科学 2025-01-30 Prashant Pilla , Raji Mekonen

A stock market is considered as one of the highly complex systems, which consists of many components whose prices move up and down without having a clear pattern. The complex nature of a stock market challenges us on making a reliable…

社会与信息网络 · 计算机科学 2019-09-27 Minjun Kim , Hiroki Sayama

We revisit the problem of predicting directional movements of stock prices based on news articles: here our algorithm uses daily articles from The Wall Street Journal to predict the closing stock prices on the same day. We propose a unified…

机器学习 · 计算机科学 2014-07-03 Felix Ming Fai Wong , Zhenming Liu , Mung Chiang

We propose a unified multi-tasking framework to represent the complex and uncertain causal process of financial market dynamics, and then to predict the movement of any type of index with an application on the monthly direction of the…

统计金融 · 定量金融 2022-04-29 Djoumbissie David Romain

This project investigates the interplay of technical, market, and statistical factors in predicting stock market performance, with a primary focus on S&P 500 companies. Utilizing a comprehensive dataset spanning multiple years, the analysis…

统计金融 · 定量金融 2024-12-18 Jiajun Gu , Zichen Yang , Xintong Lin , Sixun Chen , YuTing Lu

This study integrates real-time sentiment analysis from financial news, GPT-2 and FinBERT, with technical indicators and time-series models like ARIMA and ETS to optimize S&P 500 trading strategies. By merging sentiment data with momentum…

计算金融 · 定量金融 2025-07-15 Haojie Liu , Zihan Lin , Randall R. Rojas

This project aims to predict short-term and long-term upward trends in the S&P 500 index using machine learning models and feature engineering based on the "101 Formulaic Alphas" methodology. The study employed multiple models, including…

计算金融 · 定量金融 2024-12-17 Shasha Yu , Qinchen Zhang , Yuwei Zhao

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

统计金融 · 定量金融 2022-11-15 Shayan Halder

Sentiment-based stock prediction systems aim to explore sentiment or event signals from online corpora and attempt to relate the signals to stock price variations. Both the feature-based and neural-networks-based approaches have delivered…

计算与语言 · 计算机科学 2020-08-19 Yue Zhou , Kerstin Voigt