An overview of machine learning, deep learning, and reinforcement learning-based techniques in quantitative finance: recent progress and challenges

SK Sahu, A Mokhade, ND Bokde - Applied Sciences, 2023 - mdpi.com
Forecasting the behavior of the stock market is a classic but difficult topic, one that has
attracted the interest of both economists and computer scientists. Over the course of the last …

Validating the impact of accounting disclosures on stock market: A deep neural network approach

P Eachempati, PR Srivastava, A Kumar, KH Tan… - … Forecasting and Social …, 2021 - Elsevier
Firms disclose information either voluntarily or due to the regulator's mandatory
requirements, and such disclosures form good sources to know the prospects of a firm …

Stock price prediction based on LSTM and LightGBM hybrid model

L Tian, L Feng, L Yang, Y Guo - The Journal of Supercomputing, 2022 - Springer
Finding an accurate, stable and effective model to predict the rise and fall of stocks has
become a task increasingly favored by scholars. This paper proposes a long short-term …

Stock Price Forecasting with Artificial Neural Networks Long Short-Term Memory: A Bibliometric Analysis and Systematic Literature Review

CO Fantin, E Hadad - Journal of Computer and …, 2022 - research.sdpublishers.net
This study maps the academic literature on Stock Price Forecasting with Long-Term Memory
Artificial Neural Networks—RNA LSTM. The objective is to know if it is suitable for time …

[HTML][HTML] Fx-spot predictions with state-of-the-art transformer and time embeddings

T Fischer, M Sterling, S Lessmann - Expert Systems with Applications, 2024 - Elsevier
The transformer architecture with its attention mechanism is the state-of-the-art deep
learning method for sequence learning tasks and has achieved superior results in many …

Long short-term memory networks with multiple variables for stock market prediction

F Gao, J Zhang, C Zhang, S Xu, C Ma - Neural Processing Letters, 2023 - Springer
Long short-term memory (LSTM) networks have been successfully applied to many fields
including finance. However, when the input contains multiple variables, a conventional …

Human computer interaction system for teacher-student interaction model using machine learning

A Zhang - International Journal of Human–Computer Interaction, 2022 - Taylor & Francis
Designing the teacher-student interaction model in online education is a significant research
domain since it can assist teachers in preventing students from discontinuing their studies …

[HTML][HTML] Online machine learning approach for system marginal price forecasting using multiple economic indicators: A novel model for real-time decision making

T Kim, B Ha, S Hwangbo - Machine Learning with Applications, 2023 - Elsevier
In comparison to other countries, South Korea has a high reliance on energy, with the
majority of its electricity being generated by a government-run company to ensure a stable …

Deep Reinforcement Learning for Pairs Trading: Evidence from China Black Series Futures

M Guo, J Liu, Z Luo, X Han - International Review of Economics & Finance, 2024 - Elsevier
Pair trading is one of the main methods of statistical arbitrage, mainly by taking advantage of
the temporary price anomalies between related financial products with long-term equilibrium …

Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry

MJ Nourahmadi, M Norahmadi - Financial Research Journal, 2023 - jfr.ut.ac.ir
Objective: Pairs trading strategies have been around since the mid-1980s and have gained
widespread acceptance in recent years. A pairs trading strategy is one of the forms of …