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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

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

计量经济学 · 经济学 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

In today's increasingly international economy, return and volatility spillover effects across international equity markets are major macroeconomic drivers of stock dynamics. Thus, information regarding foreign markets is one of the most…

计算金融 · 定量金融 2019-09-20 Sang Il Lee , Seong Joon Yoo

With rapid transformation of technologies, the fusion of Artificial Intelligence (AI) and Machine Learning (ML) in finance is disrupting the entire ecosystem and operations which were followed for decades. The current landscape is where…

人工智能 · 计算机科学 2024-10-22 Animesh Kumar

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

An artificial agent for financial risk and returns' prediction is built with a modular cognitive system comprised of interconnected recurrent neural networks, such that the agent learns to predict the financial returns, and learns to…

机器学习 · 计算机科学 2018-06-19 Carlos Pedro Gonçalves

The emergence of agentic artificial intelligence (AI) represents a fundamental transformation in financial markets, characterized by autonomous systems capable of reasoning, planning, and adaptive decision-making with minimal human…

Artificial intelligence (AI) has moved to the center of policy, market, and academic debates, but its macroeconomic footprint is still only partly understood. This paper provides an overview on how the current AI wave is captured in US…

综合经济学 · 经济学 2026-01-19 Luisa Carpinelli , Filippo Natoli , Marco Taboga

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

统计金融 · 定量金融 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

It is said that Data and Information are the new oil. One, who handles the data, handles the emerging future of the global economy. Complex algorithms and intelligence-based filter programs are utilized to manage, store, handle and maneuver…

计算机与社会 · 计算机科学 2021-04-02 Kwadwo Osei Bonsu , Jie Song

We discovered that past changes in the market correlation structure are significantly related with future changes in the market volatility. By using correlation-based information filtering networks we device a new tool for forecasting the…

投资组合管理 · 定量金融 2016-05-31 Nicoló Musmeci , Tomaso Aste , Tiziana Di Matteo

Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…

综合金融 · 定量金融 2016-09-28 Mario Gutiérrez-Roig , Carlota Segura , Jordi Duch , Josep Perelló

We study the method for detecting relationship changes in financial markets and providing human-interpretable network visualization to support the decision-making of fund managers dealing with multi-assets. First, we construct co-occurrence…

综合金融 · 定量金融 2020-11-17 Makoto Naraoka , Teruaki Hayashi , Takaaki Yoshino , Toshiaki Sugie , Kota Takano , Yukio Ohsawa

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

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 stock market is a crucial component of the financial market, playing a vital role in wealth accumulation for investors, financing costs for listed companies, and the stable development of the national macroeconomy. Significant…

交易与市场微观结构 · 定量金融 2024-02-28 Jiajian Zheng , Duan Xin , Qishuo Cheng , Miao Tian , Le Yang

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…

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

计算工程、金融与科学 · 计算机科学 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

Market expectations about AI's economic impact may influence interest rates. Previous work has shown that US bond yields decline around the release of a sample of mostly proprietary AI models (Andrews and Farboodi 2025). I extend this…

综合经济学 · 经济学 2026-01-27 Daniel Björkegren

Financial markets are of much interest to researchers due to their dynamic and stochastic nature. With their relations to world populations, global economies and asset valuations, understanding, identifying and forecasting trends and…

统计金融 · 定量金融 2021-08-13 Peter Akioyamen , Yi Zhou Tang , Hussien Hussien
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