Financial time series forecasting with deep learning: A systematic literature review: 2005–2019

OB Sezer, MU Gudelek, AM Ozbayoglu - Applied soft computing, 2020 - Elsevier
… covering financial time series forecasting and trading systems using traditional soft computing
… , focusing on DL implementations of financial time series forecasting. Our motivation is two-…

A new financial data forecasting model using genetic algorithm and long short-term memory network

Y Huang, Y Gao, Y Gan, M Ye - Neurocomputing, 2021 - Elsevier
… We propose a new VMD-based financial data prediction model. In this model, … financial
data forecasting model; (2) A guideline on the parameter selection of VMD to process financial

Stock market forecasting using computational intelligence: A survey

G Kumar, S Jain, UP Singh - … of computational methods in engineering, 2021 - Springer
forecasting using soft computing techniques but it is limited to particular class of soft computing
, traditional statistical and soft computing approaches used for solving financial problem, …

Deep learning for financial applications: A survey

AM Ozbayoglu, MU Gudelek, OB Sezer - Applied soft computing, 2020 - Elsevier
… on DL implementations for financial applications. A substantial portion of the computational
intelligence for finance research is devoted to financial time series forecasting. However, we …

Fractional neuro-sequential ARFIMA-LSTM for financial market forecasting

AH Bukhari, MAZ Raja, M Sulaiman, S Islam… - Ieee …, 2020 - ieeexplore.ieee.org
Forecasting of fast fluctuated and high-frequency financial … abrupt stochastic variation of the
financial market. Stock market … There are different techniques for forecast prices in the time-…

A new hybrid financial time series prediction model

B Alhnaity, M Abbod - Engineering Applications of Artificial Intelligence, 2020 - Elsevier
… Experiments demonstrate that in the majority of cases, soft computing techniques perform
better than conventional models. They deliver better results than a prediction system with …

Developing a deep learning framework with two-stage feature selection for multivariate financial time series forecasting

T Niu, J Wang, H Lu, W Yang, P Du - Expert Systems with Applications, 2020 - Elsevier
… However, the empirical forecasting usually has poor capabilities of … forecasting. Aiming to
improve the accuracy of the empirical forecasting, some statistical-based financial forecasting

A survey on machine learning models for financial time series forecasting

Y Tang, Z Song, Y Zhu, H Yuan, M Hou, J Ji, C Tang… - Neurocomputing, 2022 - Elsevier
… specific financial application fields except forecasting research. … the preliminary research
on financial forecasting using ML … Thus, nonlinear, soft computing models may resolve this …

Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting

A Kim, Y Yang, S Lessmann, T Ma, MC Sung… - European Journal of …, 2020 - Elsevier
… We focus on DL applications in finance. Table 1 analyzes corresponding studies along
different dimensions related to the forecasting setting, underlying data, and neural network …

A hybrid model for financial time series forecasting—integration of EWT, ARIMA with the improved ABC optimized ELM

H Yu, LJ Ming, R Sumei, Z Shuping - IEEE Access, 2020 - ieeexplore.ieee.org
… a new forecasting hybrid model for financial time series data … the data more suitable for
forecast. The improvement of the … to generated different forecasting results and combined by the …