Integrating EEMD and ensemble CNN with X (Twitter) sentiment for enhanced stock price predictions

N Das, B Sadhukhan, SS Bhakta… - Social Network Analysis …, 2024 - Springer
This research proposes a novel method for enhancing the accuracy of stock price prediction
by combining ensemble empirical mode decomposition (EEMD), ensemble convolutional …

A comprehensive review on sentiment analysis of social/web media big data for stock market prediction

P Shah, K Desai, M Hada, P Parikh… - International Journal of …, 2024 - Springer
It is generally known that public opinion and stock market dynamics are inextricably linked.
With the growth of social and web-based media, online platforms have emerged as a key …

Forecasting US stock price using hybrid of wavelet transforms and adaptive neuro fuzzy inference system

DK Sharma, HS Hota, AR Rababaah - International Journal of System …, 2024 - Springer
Abstract Artificial Neural Network (ANN) techniques are often used for time-series data
forecasting, and Fuzzy Logic (FL) is integrated with the ANN to improve forecasting. This …

Ensemble approach for stock market forecasting using ARIMA and LSTM model

S Verma, S Prakash Sahu, T Prasad Sahu - Proceedings of Third …, 2022 - Springer
Stock market is a place where volatility is a major concern. At the same time, stock market
data is not consistent due to missing information on some trading days. Forecasting of stock …

DEHypGpOls: a genetic programming with evolutionary hyperparameter optimization and its application for stock market trend prediction

D Ari, BB Alagoz - Soft Computing, 2023 - Springer
Stock markets are a popular kind of financial markets because of the possibility of bringing
high revenues to their investors. To reduce risk factors for investors, intelligent and …

[PDF][PDF] Research on stock price prediction from a data fusion perspective

A Li, Q Wei, Y Shi, Z Liu - Data Science in Finance and Economics, 2023 - aimspress.com
Due to external factors such as political influences, specific events and sentiment
information, stock prices exhibit randomness, high volatility and non-linear characteristics …

Predictive Root Based Bootstrap Prediction Intervals in Neural Network Models for Time Series Forecasting

S Barman, V Ramasubramanian, KN Singh… - Journal of the Indian …, 2024 - Springer
Time series (TS) modelling is an important area in the domain of statistics, as it enables us to
comprehend the dynamics underlying a particular phenomenon. In the spectrum of non …

IASMFT: intelligent agent simulation model for future trading

S Usha Devi N, R Mohan - International Journal of Information Technology, 2024 - Springer
Investors depend on various sources for decision-making in trading, with maximum profit
earning as the primary objective. A predictive model with experience is essential in …

Forecasting risk and return of listed real estate: A simulation approach with geometric Brownian motion for the German stock market

C Lausberg, F Brandt - Zeitschrift für Immobilienökonomie, 2024 - Springer
In this paper a forecasting model for real estate stock returns and risks is developed and
tested with the data of German real estate companies from 1991 to 2021. In contrast to …

[PDF][PDF] Forecasting risk and return of listed real estate: A simulation approach with geometric Brownian motion for the German stock market, Ein Simulationsansatz mit …

C Lausberg, F Brandt - Zeitschrift für Immobilienökonomie, 2024 - hfwu.bsz-bw.de
In this paper a forecasting model for real estate stock returns and risks is developed and
tested with the data of German real estate companies from 1991 to 2021. In contrast to …