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相关论文: S&P 500 Stock's Movement Prediction using CNN

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The performance of financial market prediction systems depends heavily on the quality of features it is using. While researchers have used various techniques for enhancing the stock specific features, less attention has been paid to…

机器学习 · 计算机科学 2019-12-02 Ehsan Hoseinzade , Saman Haratizadeh , Arash Khoeini

Stock price movement prediction is commonly accepted as a very challenging task due to the volatile nature of financial markets. Previous works typically predict the stock price mainly based on its own information, neglecting the cross…

统计金融 · 定量金融 2021-06-16 Jiexia Ye , Juanjuan Zhao , Kejiang Ye , Chengzhong Xu

Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…

Various convolutional neural networks (CNNs) were developed recently that achieved accuracy comparable with that of human beings in computer vision tasks such as image recognition, object detection and tracking, etc. Most of these networks,…

计算机视觉与模式识别 · 计算机科学 2019-03-20 Tianchen Wang , Jinjun Xiong , Xiaowei Xu , Yiyu Shi

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

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

机器学习 · 计算机科学 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…

计算与语言 · 计算机科学 2022-10-28 Qinkai Chen , Christian-Yann Robert

Predicting trajectories of pedestrians is quintessential for autonomous robots which share the same environment with humans. In order to effectively and safely interact with humans, trajectory prediction needs to be both precise and…

计算机视觉与模式识别 · 计算机科学 2018-11-27 Nishant Nikhil , Brendan Tran Morris

This paper proposes a convolutional neural network (CNN)-based method that learns traffic as images and predicts large-scale, network-wide traffic speed with a high accuracy. Spatiotemporal traffic dynamics are converted to images…

机器学习 · 计算机科学 2017-04-11 Xiaolei Ma , Zhuang Dai , Zhengbing He , Jihui Na , Yong Wang , Yunpeng Wang

Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic…

综合金融 · 定量金融 2019-04-01 Rosdyana Mangir Irawan Kusuma , Trang-Thi Ho , Wei-Chun Kao , Yu-Yen Ou , Kai-Lung Hua

We summarized both common and novel predictive models used for stock price prediction and combined them with technical indices, fundamental characteristics and text-based sentiment data to predict S&P stock prices. A 66.18% accuracy in S&P…

机器学习 · 统计学 2021-12-30 Shan Zhong , David B. Hitchcock

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

计算金融 · 定量金融 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

Stock prediction is a topic undergoing intense study for many years. Finance experts and mathematicians have been working on a way to predict the future stock price so as to decide to buy the stock or sell it to make profit. Stock experts…

机器学习 · 计算机科学 2019-07-23 Shangeth Rajaa , Jajati Keshari Sahoo

This project aims to predict short-term and long-term upward trends in the S&P 500 index using machine learning models and feature engineering based on the "101 Formulaic Alphas" methodology. The study employed multiple models, including…

计算金融 · 定量金融 2024-12-17 Shasha Yu , Qinchen Zhang , Yuwei Zhao

Convolutional neural networks (CNNs) are widely used for image recognition and text analysis, and have been suggested for application on one-dimensional data as a way to reduce the need for pre-processing steps. Pre-processing is an…

机器学习 · 计算机科学 2020-05-18 Ine L. Jernelv , Dag Roar Hjelme , Yuji Matsuura , Astrid Aksnes

Stock prices move as piece-wise trending fluctuation rather than a purely random walk. Traditionally, the prediction of future stock movements is based on the historical trading record. Nowadays, with the development of social media, many…

机器学习 · 计算机科学 2022-10-13 Shwai He , Shi Gu

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

机器学习 · 计算机科学 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

综合经济学 · 经济学 2025-04-29 Tiantian Tu

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

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast…

计算金融 · 定量金融 2021-08-31 Sidra Mehtab , Jaydip Sen