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Financial time series forecasting with machine learning techniques: A survey
12 references·16 citing·50 second hop
Financial time series forecasting with machine learning techniques: A survey (2010)Financial time series forecasting with ma…Financial time series forecasting using independent component analysis and support vector regression (2009)Financial time series forecas…Efficient prediction of stock market indices using adaptive bacterial foraging optimization (ABFO) and BFO based techniques (2009)Efficient prediction of stock…Predicting stock index increments by neural networks: The role of trading volume under different horizons (2007)Predicting stock index increm…Forecasting the volatility of stock price index (2006)Forecasting the volatility of…A Type 2 fuzzy time series model for stock index forecasting (2005)A Type 2 fuzzy time series mo…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…Using neural networks for forecasting volatility of S&P 500 Index futures prices (2003)Using neural networks for for…The adaptive selection of financial and economic variables for use with artificial neural networks (2003)The adaptive selection of fin…A hybrid genetic-neural architecture for stock indexes forecasting (2003)A hybrid genetic-neural archi…Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Application of neural network…Hybrid Intelligent Systems for Stock Market Analysis (2001)Hybrid Intelligent Systems fo…Forecasting stock indices: a comparison of classification and level estimation models (2000)Forecasting stock indices: a …Harnessing LLMs for Temporal Data - A Study on Explainable Financial Time Series Forecasting (2023)Harnessing LLMs for Temporal …The Use of Predictive Analytics in Finance (2022)The Use of Predictive Analyti…Deep Learning Algorithm to Predict Cryptocurrency Fluctuation Prices: Increasing Investment Awareness (2022)Deep Learning Algorithm to Pr…China’s commercial bank stock price prediction using a novel K-means-LSTM hybrid approach (2022)China’s commercial bank stock…Short-Term Forecasting of Agriculture Commodities in Context of Indian Market for Sustainable Agriculture by Using the Artificial Neural Network (2021)Short-Term Forecasting of Agr…Forecasting Stock Market Indices Using Padding-Based Fourier Transform Denoising and Time Series Deep Learning Models (2021)Forecasting Stock Market Indi…Explainable boosted linear regression for time series forecasting (2021)Explainable boosted linear re…Financial time series forecasting with deep learning : A systematic literature review: 2005–2019 (2020)Financial time series forecas…A Comprehensive Survey on Portfolio Optimization, Stock Price and Trend Prediction Using Particle Swarm Optimization (2020)A Comprehensive Survey on Por…Where is the Human? (2019)Where is the Human?Research on Stock Price Prediction Method Based on Convolutional Neural Network (2019)Research on Stock Price Predi…Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network (2019)Forecasting volatility with a…Application of deep reinforcement learning in stock trading strategies and stock forecasting (2019)Application of deep reinforce…Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks (2018)Financial Trading Model with …Classification of intraday S&P500 returns with a Random Forest (2018)Classification of intraday S&…A deep learning based stock trading model with 2-D CNN trend detection (2017)A deep learning based stock t…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting (2010)A hybrid ANFIS model based on empirical mode decomposition for stock time series forecasting (2016)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)The Cross-Section of Expected Stock Returns (1992)Application of support vector machines in financial time series forecasting (2001)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Forecasting enrollments with fuzzy time series — Part I (1993)Forecasting enrollments with fuzzy time series — part II (1994)Forecasting enrollments based on fuzzy time series (1996)A bivariate fuzzy time series model to forecast the TAIEX (2007)A neural network-based fuzzy time series model to improve forecasting (2009)A hybrid fuzzy time series model based on granular computing for stock price forecasting (2014)Time Series Analysis: Forecasting and Control (1977)Comparing Predictive Accuracy (1994)Forecasting with artificial neural networks: (1998)Stock price prediction using support vector regression on daily and up to the minute prices (2018)Optimizing LSTM for time series prediction in Indian stock market (2020)Machine learning techniques and data for stock market forecasting: A literature review (2022)Efficient Analytic Approximation of American Option Values (1987)Recognizing Financial Distress Patterns Using a Neural Network Tool (1993)An investigation of model selection criteria for neural network time series forecasting (2001)Volatility forecast using hybrid Neural Network models (2013)Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network (2017)Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm (2019)The Behavior of Stock-Market Prices (1965)Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs) (2008)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)The Econometrics of Financial Markets (2012)Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction (2018)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)An empirical methodology for developing stockmarket trading systems using artificial neural networks (2008)Prediction-based portfolio optimization model using neural networks (2009)Forecasting S&P 500 index using artificial neural networks and design of experiments (2013)Does the Stock Market Overreact? (1985)Common risk factors in the returns on stocks and bonds (1993)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Forecasting daily stock market return using dimensionality reduction (2016)Economic Forces and the Stock Market (1986)Forecasting stock indices with back propagation neural network (2011)Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach (2018)A hybrid model for stock market forecasting and portfolio selection based on ARX, grey system and RS theories (2008)Evolving and clustering fuzzy decision tree for financial time series data forecasting (2008)Integrating a Piecewise Linear Representation Method and a Neural Network Model for Stock Trading Points Prediction (2008)
this work references cited by second hop

References

  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
  • 2009Financial time series forecasting using independent component analysis and support vector regression538 cited
  • 2002Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index527 cited
  • 2000Forecasting stock indices: a comparison of classification and level estimation models428 cited
  • 2003A hybrid genetic-neural architecture for stock indexes forecasting320 cited
  • 2006Forecasting the volatility of stock price index236 cited
  • 2005A Type 2 fuzzy time series model for stock index forecasting231 cited
  • 2003Using neural networks for forecasting volatility of S&P 500 Index futures prices195 cited
  • 2001Hybrid Intelligent Systems for Stock Market Analysis176 cited
  • 2003The adaptive selection of financial and economic variables for use with artificial neural networks176 cited
  • 2007Predicting stock index increments by neural networks: The role of trading volume under different horizons161 cited
  • 2009Efficient prediction of stock market indices using adaptive bacterial foraging optimization (ABFO) and BFO based techniques160 cited

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  • 2017

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A deep learning based stock trading model with 2-D CNN trend detection
134 cited
  • 2020A Comprehensive Survey on Portfolio Optimization, Stock Price and Trend Prediction Using Particle Swarm Optimization121 cited
  • 2020Financial time series forecasting with deep learning : A systematic literature review: 2005–2019112 cited
  • 2022China’s commercial bank stock price prediction using a novel K-means-LSTM hybrid approach108 cited
  • 2018Classification of intraday S&P500 returns with a Random Forest98 cited
  • 2022The Use of Predictive Analytics in Finance95 cited
  • 2021Explainable boosted linear regression for time series forecasting84 cited
  • 2023Harnessing LLMs for Temporal Data - A Study on Explainable Financial Time Series Forecasting82 cited
  • 2021Forecasting Stock Market Indices Using Padding-Based Fourier Transform Denoising and Time Series Deep Learning Models80 cited
  • 2022Deep Learning Algorithm to Predict Cryptocurrency Fluctuation Prices: Increasing Investment Awareness71 cited
  • 2019Research on Stock Price Prediction Method Based on Convolutional Neural Network68 cited
  • 2021Short-Term Forecasting of Agriculture Commodities in Context of Indian Market for Sustainable Agriculture by Using the Artificial Neural Network68 cited
  • 2019Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network67 cited
  • 2018Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks59 cited
  • 2019Where is the Human?53 cited