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Good News: Using News Feeds with Genetic Programming to Predict Stock Prices
13 references·3 citing·46 second hop
Good News: Using News Feeds with Genetic Programming to Predict Stock Prices (2008)Good News: Using News Feeds with Genetic …Stock Selection: An Innovative Application of Genetic Programming Methodology (2007)Stock Selection: An Innovativ…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Extreme Value Theory and Fat Tails in Equity Markets (2006)Extreme Value Theory and Fat …Modeling Exchange Rate Behavior with a Genetic Algorithm (2003)Modeling Exchange Rate Behavi…Paul Wilmott Introduces Quantitative Finance (2000)Paul Wilmott Introduces Quant…Genetic Programming Prediction of Stock Prices (2000)Genetic Programming Predictio…A case study on using neural networks to perform technical forecasting of forex (2000)A case study on using neural …NEURAL NETWORKS FOR TECHNICAL ANALYSIS: A STUDY ON KLCI (1999)NEURAL NETWORKS FOR TECHNICAL…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Designing a neural network for forecasting financial and economic time series (1996)Designing a neural network fo…A comparison of artificial neural network and time series models for forecasting commodity prices (1996)A comparison of artificial ne…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Economic forecasting with evolved confidence indicators (2020)Economic forecasting with evo…A new approach for the quantification of qualitative measures of economic expectations (2016)A new approach for the quanti…Sentiment During Recessions (2012)Sentiment During RecessionsThe Behavior of Stock-Market Prices (1965)Book Review: Time Series Analysis: Forecasting and Control (1977)A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)A SEM-neural network approach for predicting antecedents of m-commerce acceptance (2016)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)A neural network model for bankruptcy prediction (1990)Neural Networks: A New Tool for Predicting Thrift Failures* (1992)The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)Support vector machine with adaptive parameters in financial time series forecasting (2003)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Forecasting: theory and practice (2022)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Chaos and order in the capital markets (1991)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates (2004)Forecasting of foreign exchange rates of Taiwan’s major trading partners by novel nonlinear Grey Bernoulli model NGBM(1,1) (2006)An investigation and comparison of artificial neural network and time series models for Chinese food grain price forecasting (2007)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Forecasting with artificial neural networks: (1998)Combining neural network model with seasonal time series ARIMA model (2002)Forecasting Economics and Financial Time Series: ARIMA vs. LSTM (2018)Prospect theory: An analysis of decision under risk (1988)The Cognitive Structure of Emotions (1988)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)News implied volatility and disaster concerns (2016)Textual Analysis in Accounting and Finance: A Survey (2016)Manager sentiment and stock returns (2018)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Common risk factors in the returns on stocks and bonds (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)An analytical review of volatility metrics for bubbles and crashes (2014)Financial news predicts stock market volatility better than close price (2018)Reinforcement Learning for Portfolio Management (2019)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 1996Designing a neural network for forecasting financial and economic time series1,092 cited
  • 2000A case study on using neural networks to perform technical forecasting of forex399 cited
  • 1996A comparison of artificial neural network and time series models for forecasting commodity prices293 cited
  • 1999NEURAL NETWORKS FOR TECHNICAL ANALYSIS: A STUDY ON KLCI193 cited
  • 2000Paul Wilmott Introduces Quantitative Finance182 cited
  • 2000Genetic Programming Prediction of Stock Prices175 cited
  • 2006Extreme Value Theory and Fat Tails in Equity Markets47 cited
  • 2007Stock Selection: An Innovative Application of Genetic Programming Methodology41 cited
  • 2003Modeling Exchange Rate Behavior with a Genetic Algorithm28 cited

Cited by

  • 2012Sentiment During Recessions1,156 cited
  • 2020Economic forecasting with evolved confidence indicators

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29 cited
  • 2016A new approach for the quantification of qualitative measures of economic expectations28 cited