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 …

[HTML][HTML] Data-driven stock forecasting models based on neural networks: A review

W Bao, Y Cao, Y Yang, H Che, J Huang, S Wen - Information Fusion, 2024 - Elsevier
As a core branch of financial forecasting, stock forecasting plays a crucial role for financial
analysts, investors, and policymakers in managing risks and optimizing investment …

Multi-source aggregated classification for stock price movement prediction

Y Ma, R Mao, Q Lin, P Wu, E Cambria - Information Fusion, 2023 - Elsevier
Predicting stock price movements is a challenging task. Previous studies mostly used
numerical features and news sentiments of target stocks to predict stock price movements …

Temporal relational ranking for stock prediction

F Feng, X He, X Wang, C Luo, Y Liu… - ACM Transactions on …, 2019 - dl.acm.org
Stock prediction aims to predict the future trends of a stock in order to help investors make
good investment decisions. Traditional solutions for stock prediction are based on time …

Enhancing stock movement prediction with adversarial training

F Feng, H Chen, X He, J Ding, M Sun… - arXiv preprint arXiv …, 2018 - arxiv.org
This paper contributes a new machine learning solution for stock movement prediction,
which aims to predict whether the price of a stock will be up or down in the near future. The …

Interpretable stock price forecasting model using genetic algorithm-machine learning regressions and best feature subset selection

KK Yun, SW Yoon, D Won - Expert Systems with Applications, 2023 - Elsevier
Recent stock market studies adopting machine learning and deep learning techniques have
achieved remarkable performances with convenient accessibility. However, machine …

A multimodal event-driven LSTM model for stock prediction using online news

Q Li, J Tan, J Wang, H Chen - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
In finance, it is believed that market information, namely, fundamentals and news
information, affects stock movements. Such media-aware stock movements essentially …

Using Twitter trust network for stock market analysis

Y Ruan, A Durresi, L Alfantoukh - Knowledge-Based Systems, 2018 - Elsevier
Online social networks are now attracting a lot of attention not only from their users but also
from researchers in various fields. Many researchers believe that the public mood or …

Investigating the informativeness of technical indicators and news sentiment in financial market price prediction

SA Farimani, MV Jahan, AM Fard… - Knowledge-Based …, 2022 - Elsevier
Real-time market prediction tool tracking public opinion in specialized newsgroups and
informative market data persuades investors of financial markets. Previous works mainly …

Modeling the momentum spillover effect for stock prediction via attribute-driven graph attention networks

R Cheng, Q Li - Proceedings of the AAAI Conference on artificial …, 2021 - ojs.aaai.org
In finance, the momentum spillovers of listed firms is well acknowledged. Only few studies
predicted the trend of one firm in terms of its relevant firms. A common strategy of the pilot …