中文
相关论文

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

200 篇论文

With the dynamic political and economic environments, the ever-changing stock markets generate large amounts of data daily. Acquiring up-to-date data is crucial to enhancing predictive precision in stock price behavior studies. However,…

计算工程、金融与科学 · 计算机科学 2023-08-28 Arunima Mandal , Yuanhang Shao , Xiuwen Liu

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

机器学习 · 计算机科学 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

综合金融 · 定量金融 2020-09-08 Qiao Zhou , Ningning Liu

This study applies machine learning to predict S&P 500 membership changes: key events that profoundly impact investor behavior and market dynamics. Quarterly data from WRDS datasets (2013 onwards) was used, incorporating features such as…

投资组合管理 · 定量金融 2024-12-18 Vidhi Agrawal , Eesha Khalid , Tianyu Tan , Doris Xu

Stock market prediction has been an active area of research for a considerable period. Arrival of computing, followed by Machine Learning has upgraded the speed of research as well as opened new avenues. As part of this research study, we…

Predicting future prices of a stock is an arduous task to perform. However, incorporating additional elements can significantly improve our predictions, rather than relying solely on a stock's historical price data to forecast its future…

统计金融 · 定量金融 2023-08-21 S. Srinivas , R. Gadela , R. Sabu , A. Das , G. Nath , V. Datla

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

Designing robust frameworks for precise prediction of future prices of stocks has always been considered a very challenging research problem. The advocates of the classical efficient market hypothesis affirm that it is impossible to…

统计金融 · 定量金融 2021-08-31 Jaydip Sen , Sidra Mehtab

The stock price prediction task holds a significant role in the financial domain and has been studied for a long time. Recently, large language models (LLMs) have brought new ways to improve these predictions. While recent financial large…

统计金融 · 定量金融 2024-09-16 Shengkun Wang , Taoran Ji , Linhan Wang , Yanshen Sun , Shang-Ching Liu , Amit Kumar , Chang-Tien Lu

In the current stock market, computer science and technology are more and more widely used to analyse stocks. Not same as most related machine learning stock price prediction work, this work study the predicting the tendency of the stock…

统计金融 · 定量金融 2022-07-25 Fengyu Han , Yue Wang

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

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

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

The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…

机器学习 · 计算机科学 2025-07-08 Amitabh Chakravorty , Nelly Elsayed

Predicting stock price movements during Earnings Announcements (EAs) is a significant challenge due to market noise and high-impact price discontinuities. In this study, we evaluate whether pre-announcement news sentiment, firm…

机器学习 · 计算机科学 2026-05-26 Manuel Noseda , Nathan Soldati , Marco Paina

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

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

Stock market prediction with forecasting algorithms is a popular topic these days where most of the forecasting algorithms train only on data collected on a particular stock. In this paper, we enriched the stock data with related stocks…

统计金融 · 定量金融 2020-02-17 Lior Sidi

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

机器学习 · 计算机科学 2021-05-05 Roderick Karlemstrand , Ebba Leckström

By monitoring the time evolution of the most liquid Futures contracts traded globally as acquired using the Bloomberg API from 03 January 2000 until 15 December 2014 we were able to forecast the S&P 500 index beating the Buy and Hold…