Deep learning-based feature engineering for stock price movement prediction

W Long, Z Lu, L Cui - Knowledge-Based Systems, 2019 - Elsevier
Stock price modeling and prediction have been challenging objectives for researchers and
speculators because of noisy and non-stationary characteristics of samples. With the growth …

AComNN: Attention enhanced Compound Neural Network for financial time-series forecasting with cross-regional features

Z Yang, J Keung, MA Kabir, X Yu, Y Tang, M Zhang… - Applied Soft …, 2021 - Elsevier
In recent years, many works spring out to adopt the forecast-based approach to support the
investment decision in the financial market. Nevertheless, most of them do not consider …

The role of banks in CESEE countries: exploring non-standard determinants of economic growth

M Iwanicz-Drozdowska, P Bongini… - Post-Communist …, 2019 - Taylor & Francis
This paper explores the finance–growth nexus in 14 countries from Central, Eastern and
South-eastern Europe (CESEE) over the 1995–2015 period. It investigates whether …

SuperDeConFuse: A supervised deep convolutional transform based fusion framework for financial trading systems

P Gupta, A Majumdar, E Chouzenoux… - Expert Systems with …, 2021 - Elsevier
This work proposes a supervised multi-channel time-series learning framework for financial
stock trading. Although many deep learning models have recently been proposed in this …

Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation

N Ülkü, K Wu - China & World Economy, 2023 - Wiley Online Library
This paper studies the connection between the stock market and real output in China and
compares it with benchmark countries, employing a novel vector autoregression with …

Studying the Stock Market–Economic Activity Nexus in Poland with a VAR‑VECM Approach

P Pietraszewski - Acta Universitatis Lodziensis. Folia Oeconomica, 2020 - ceeol.com
The paper discusses the links between stock market performance and real economic activity
and presents results of an empirical inquiry into dynamic relationships between the main …