中文
相关论文

相关论文: Stock and market index prediction using Informer n…

200 篇论文

Accurate option pricing is essential for effective trading and risk management in financial markets, yet it remains challenging due to market volatility and the limitations of traditional models like Black-Scholes. In this paper, we…

计算工程、金融与科学 · 计算机科学 2025-06-09 Feliks Bańka , Jarosław A. Chudziak

Stock market prediction presents considerable challenges for investors, financial institutions, and policymakers operating in complex market environments characterized by noise, non-stationarity, and behavioral dynamics. Traditional…

机器学习 · 计算机科学 2026-05-18 Mohammad Al Ridhawi , Mahtab Haj Ali , Hussein Al Osman

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

The article investigates the usage of Informer architecture for building automated trading strategies for high frequency Bitcoin data. Three strategies using Informer model with different loss functions: Root Mean Squared Error (RMSE),…

交易与市场微观结构 · 定量金融 2025-03-25 Filip Stefaniuk , Robert Ślepaczuk

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

计算工程、金融与科学 · 计算机科学 2025-05-09 Rajneesh Chaudhary

The stock market's ascent typically mirrors the flourishing state of the economy, whereas its decline is often an indicator of an economic downturn. Therefore, for a long time, significant correlation elements for predicting trends in…

机器学习 · 计算机科学 2024-11-12 Wenjun Gu , Yihao Zhong , Shizun Li , Changsong Wei , Liting Dong , Zhuoyue Wang , Chao Yan

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

机器学习 · 计算机科学 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji

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

This research proposes a cutting-edge ensemble deep learning framework for stock price prediction by combining three advanced neural network architectures: The particular areas of interest for the research include but are not limited to:…

计算金融 · 定量金融 2025-03-31 Anindya Sarkar , G. Vadivu

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

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

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

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

统计金融 · 定量金融 2024-02-13 Himanshu Gupta , Aditya Jaiswal

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

统计金融 · 定量金融 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability…

机器学习 · 计算机科学 2021-03-30 Haoyi Zhou , Shanghang Zhang , Jieqi Peng , Shuai Zhang , Jianxin Li , Hui Xiong , Wancai Zhang

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…

This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…

计算工程、金融与科学 · 计算机科学 2024-12-31 Kamil Ł. Szydłowski , Jarosław A. Chudziak

Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients.…

统计金融 · 定量金融 2015-02-24 B. W. Wanjawa , L. Muchemi

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

交易与市场微观结构 · 定量金融 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

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
‹ 上一页 1 2 3 10 下一页 ›