Surveying stock market forecasting techniques–Part II: Soft computing methods

GS Atsalakis, KP Valavanis - Expert Systems with applications, 2009 - Elsevier
The key to successful stock market forecasting is achieving best results with minimum
required input data. Given stock market model uncertainty, soft computing techniques are …

Application of artificial intelligence in stock market forecasting: a critique, review, and research agenda

R Chopra, GD Sharma - Journal of risk and financial management, 2021 - mdpi.com
The stock market is characterized by extreme fluctuations, non-linearity, and shifts in internal
and external environmental variables. Artificial intelligence (AI) techniques can detect such …

Bridging the divide in financial market forecasting: machine learners vs. financial economists

MW Hsu, S Lessmann, MC Sung, T Ma… - Expert systems with …, 2016 - Elsevier
Financial time series forecasting is a popular application of machine learning methods.
Previous studies report that advanced forecasting methods predict price changes in financial …

Forecasting stock market short-term trends using a neuro-fuzzy based methodology

GS Atsalakis, KP Valavanis - Expert systems with Applications, 2009 - Elsevier
A neuro-fuzzy system composed of an Adaptive Neuro Fuzzy Inference System (ANFIS)
controller used to control the stock market process model, also identified using an adaptive …

Financial forecasting using ANFIS networks with quantum-behaved particle swarm optimization

A Bagheri, HM Peyhani, M Akbari - Expert Systems with Applications, 2014 - Elsevier
To be successful in financial market trading it is necessary to correctly predict future market
trends. Most professional traders use technical analysis to forecast future market prices. In …

An intelligent short term stock trading fuzzy system for assisting investors in portfolio management

K Chourmouziadis, PD Chatzoglou - Expert Systems with Applications, 2016 - Elsevier
Financial markets are complex systems influenced by many interrelated economic, political
and psychological factors and characterised by inherent nonlinearities. Recently, there have …

Evaluating the performance of machine learning algorithms in financial market forecasting: A comprehensive survey

L Ryll, S Seidens - arXiv preprint arXiv:1906.07786, 2019 - arxiv.org
With increasing competition and pace in the financial markets, robust forecasting methods
are becoming more and more valuable to investors. While machine learning algorithms offer …

Intelligent trading using support vector regression and multilayer perceptrons optimized with genetic algorithms

M Zhu, L Wang - The 2010 international joint conference on …, 2010 - ieeexplore.ieee.org
This paper proposes an intelligent trading system using support vector regression optimized
by genetic algorithms (SVR-GA) and multilayer perceptron optimized with GA (MLP-GA) …

From an artificial neural network to a stock market day-trading system: A case study on the BM&F BOVESPA

LC Martinez, DN da Hora, JRM Palotti… - … Joint Conference on …, 2009 - ieeexplore.ieee.org
Predicting trends in the stock market is a subject of major interest for both scholars and
financial analysts. The main difficulties of this problem are related to the dynamic, complex …

Stock trend forecasting in turbulent market periods using neuro-fuzzy systems

GS Atsalakis, EE Protopapadakis, KP Valavanis - Operational Research, 2016 - Springer
This paper presents a neuro-fuzzy based methodology to forecast short-term stock trends
during turbulent stock market periods. The methodology uses two adaptive neuro-fuzzy …