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Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

统计金融 · 定量金融 2021-09-07 Sidra Mehtab , Jaydip Sen

We applied Deep Q-Network with a Convolutional Neural Network function approximator, which takes stock chart images as input, for making global stock market predictions. Our model not only yields profit in the stock market of the country…

综合金融 · 定量金融 2019-11-27 Jinho Lee , Raehyun Kim , Yookyung Koh , Jaewoo Kang

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…

交易与市场微观结构 · 定量金融 2023-08-14 A. K. M. Amanat Ullah , Fahim Imtiaz , Miftah Uddin Md Ihsan , Md. Golam Rabiul Alam , Mahbub Majumdar

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

统计金融 · 定量金融 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

交易与市场微观结构 · 定量金融 2024-09-27 V. Lanzetta

High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…

机器学习 · 计算机科学 2024-12-03 Yuxin Fan , Zhuohuan Hu , Lei Fu , Yu Cheng , Liyang Wang , Yuxiang Wang

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In…

Forex trading is the largest market in terms of qutantitative trading. Traditionally, traders refer to technical analysis based on the historical data to make decisions and trade. With the development of artificial intelligent, deep…

统计金融 · 定量金融 2021-07-30 Yunze Li , Yanan Xie , Chen Yu , Fangxing Yu , Bo Jiang , Matloob Khushi

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

Stock market volatility forecasting is a task relevant to assessing market risk. We investigate the interaction between news and prices for the one-day-ahead volatility prediction using state-of-the-art deep learning approaches. The…

统计金融 · 定量金融 2018-12-31 Marcelo Sardelich , Suresh Manandhar

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

Many cryptocurrency brokers nowadays offer a variety of derivative assets that allow traders to perform hedging or speculation. This paper proposes an effective algorithm based on neural networks to take advantage of these investment…

机器学习 · 计算机科学 2023-10-03 Quoc Minh Nguyen , Dat Thanh Tran , Juho Kanniainen , Alexandros Iosifidis , Moncef Gabbouj

Decision analytics commonly focuses on the text mining of financial news sources in order to provide managerial decision support and to predict stock market movements. Existing predictive frameworks almost exclusively apply traditional…

机器学习 · 统计学 2018-07-05 Stefan Feuerriegel , Ralph Fehrer

Stock price prediction has always been a difficult task for forecasters. Using cutting-edge deep learning techniques, stock price prediction based on investor sentiment extracted from online forums has become feasible. We propose a novel…

机器学习 · 计算机科学 2026-01-21 Huiyu Li , Junhua Hu

The patterns of different financial data sources vary substantially, and accordingly, investors exhibit heterogeneous cognition behavior in information processing. To capture different patterns, we propose a novel approach called the…

计算工程、金融与科学 · 计算机科学 2025-12-17 Ruize Gao , Mei Yang , Yu Wang , Shaoze Cui

Deep neural networks are capable of modelling highly non-linear functions by capturing different levels of abstraction of data hierarchically. While training deep networks, first the system is initialized near a good optimum by greedy…

机器学习 · 计算机科学 2016-03-10 Anirban Santara , Debapriya Maji , DP Tejas , Pabitra Mitra , Arobinda Gupta

Modern machine learning models (such as deep neural networks and boosting decision tree models) have become increasingly popular in financial market prediction, due to their superior capacity to extract complex non-linear patterns. However,…

机器学习 · 计算机科学 2021-02-02 Chuheng Zhang , Yuanqi Li , Xi Chen , Yifei Jin , Pingzhong Tang , Jian Li

In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger…

计算工程、金融与科学 · 计算机科学 2017-12-29 O. B. Sezer , M. Ozbayoglu , E. Dogdu

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