中文
相关论文

相关论文: A Regression-Based Share Market Prediction Model f…

200 篇论文

A market model in Stochastic Portfolio Theory is a finite system of strictly positive stochastic processes. Each process represents the capitalization of a certain stock. If at any time no stock dominates almost the entire market, which…

概率论 · 数学 2013-10-30 Andrey Sarantsev

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

The purpose of this research is to examine the relationship between the Dhaka Stock exchange index return and macroeconomic variables such as exchange rate, inflation, money supply etc. The long-term relationship between macroeconomic…

综合经济学 · 经济学 2023-05-04 Md. Fazlul Huq Khan , Md. Masum Billah

We design a prediction market to recover a complete and fully general probability distribution over a random variable. Traders buy and sell interval securities that pay \$1 if the outcome falls into an interval and \$0 otherwise. Our market…

计算机科学与博弈论 · 计算机科学 2021-02-17 Miroslav Dudík , Xintong Wang , David M. Pennock , David M. Rothschild

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

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

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

The study investigates the relationship between bank profitability and a comprehensive list of bank specific, industry specific and macroeconomic variables using unique panel data from 23 Bangladeshi banks with large market shares from 2005…

综合经济学 · 经济学 2021-06-14 Md Saimum Hossain , Faruque Ahamed

Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. This motivates us to provide a structured and comprehensive overview of the research on stock market…

This paper explores using a deep learning Long Short-Term Memory (LSTM) model for accurate stock price prediction and its implications for portfolio design. Despite the efficient market hypothesis suggesting that predicting stock prices is…

计算金融 · 定量金融 2025-05-16 Jaydip Sen , Hetvi Waghela , Sneha Rakshit

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

The global financial system is highly complex, with cross-border interconnections and interdependencies. In this highly interconnected environment, local financial shocks and events can be easily amplified and turned into global events.…

统计金融 · 定量金融 2021-04-22 Matthias Raddant , Dror Y. Kenett

Prediction models are crucial in the stock market as they aid in forecasting future prices and trends, enabling investors to make informed decisions and manage risks more effectively. In the Indian stock market, where volatility is often…

计算工程、金融与科学 · 计算机科学 2025-03-24 Omkar Oak , Rukmini Nazre , Rujuta Budke , Yogita Mahatekar

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

计算金融 · 定量金融 2025-12-03 Juan C. King , Jose M. Amigo

The vast majority of market impact studies assess each product individually, and the interactions between the different order flows are disregarded. This strong approximation may lead to an underestimation of trading costs and possible…

交易与市场微观结构 · 定量金融 2017-03-08 Michael Benzaquen , Iacopo Mastromatteo , Zoltan Eisler , Jean-Philippe Bouchaud

For the last few years it has been observed that the Deep Neural Networks (DNNs) has achieved an excellent success in image classification, speech recognition. But DNNs are suffer great deal of challenges for time series forecasting because…

机器学习 · 计算机科学 2019-01-09 Samit Bhanja , Abhishek Das

Predicting trends in stock market prices has been an area of interest for researchers for many years due to its complex and dynamic nature. Intrinsic volatility in stock market across the globe makes the task of prediction challenging.…

机器学习 · 计算机科学 2016-05-03 Luckyson Khaidem , Snehanshu Saha , Sudeepa Roy Dey

The capital market plays a vital role in marketing operations for aerospace industry. However, due to the uncertainty and complexity of the stock market and many cyclical factors, the stock prices of listed aerospace companies fluctuate…

统计金融 · 定量金融 2020-08-28 Linyu Zheng , Hongmei He

This paper proposes a regression market for wind agents to monetize data traded among themselves for wind power forecasting. Existing literature on data markets often treats data disclosure as a binary choice or modulates the data quality…

应用统计 · 统计学 2022-04-04 Liyang Han , Pierre Pinson , Jalal Kazempour

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

统计金融 · 定量金融 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta