SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Automated trading with performance weighted random forests and seasonality
16 references·16 citing·31 second hopsampled
Automated trading with performance weighted random forests and seasonality (2013)Automated trading with performance weight…The use of data mining and neural networks for forecasting stock market returns (2005)The use of data mining and ne…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…Financial time series forecasting using support vector machines (2003)Financial time series forecas…Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Application of neural network…Application of support vector machines in financial time series forecasting (2001)Application of support vector…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Economic prediction using neural networks: the case of IBM daily stock returns (1988)Economic prediction using neu…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …A monthly effect in stock returns (1987)A monthly effect in stock ret…New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note (1984)New Findings Regarding Day-of…Stock returns and the weekend effect (1980)Stock returns and the weekend…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …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 …Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…Data-driven stock forecasting models based on neural networks: A review (2024)Data-driven stock forecasting…A survey on machine learning models for financial time series forecasting (2022)A survey on machine learning …The implication of machine learning for financial solvency prediction: an empirical analysis on public listed companies of Bangladesh (2021)The implication of machine le…Stock Trend Prediction Using Candlestick Charting and Ensemble Machine Learning Techniques With a Novelty Feature Engineering Scheme (2021)Stock Trend Prediction Using …Stock market forecasting using a multi-task approach integrating long short-term memory and the random forest framework (2021)Stock market forecasting usin…A parallel multi-module deep reinforcement learning algorithm for stock trading (2021)A parallel multi-module deep …Predicting Stock Price Using Two-Stage Machine Learning Techniques (2020)Predicting Stock Price Using …Predicting next day direction of stock price movement using machine learning methods with persistent homology: Evidence from Kuala Lumpur Stock Exchange (2020)Predicting next day direction…Computational approaches and data analytics in financial services: A literature review (2019)Computational approaches and …Examination of the profitability of technical analysis based on moving average strategies in BRICS (2018)Examination of the profitabil…ACFLN: artificial chemical functional link network for prediction of stock market index (2018)ACFLN: artificial chemical fu…A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting (2018)A comparison of multitask and…Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models (2016)Forecasting East Asian Indice…Developing a rule change trading system for the futures market using rough set analysis (2016)Developing a rule change trad…Quantifying StockTwits semantic terms’ trading behavior in financial markets: An effective application of decision tree algorithms (2015)Quantifying StockTwits semant…An intelligent short term stock trading fuzzy system for assisting investors in portfolio management (2015)An intelligent short term sto…The Behavior of Stock-Market Prices (1965)An Anatomy of Trading Strategies (1998)The illusory nature of momentum profits (2003)Forecasting with artificial neural networks: (1998)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)Stock market's price movement prediction with LSTM neural networks (2017)The Cross-Section of Expected Stock Returns (1992)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)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)Measuring security price performance (1980)The relationship between return and market value of common stocks (1981)A Theory of Intraday Patterns: Volume and Price Variability (1988)Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Efficient Capital Markets: II (1991)Fundamentals and Stock Returns in Japan (1991)Expected stock returns and volatility (1987)Chapter 24 Agent-based Computational Finance (2006)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Support vector machine with adaptive parameters in financial time series forecasting (2003)Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2009)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)A Further Investigation of the Weekend Effect in Stock Returns (1984)A transaction data study of weekly and intradaily patterns in stock returns (1986)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 2003Financial time series forecasting using support vector machines1,734 cited
  • 2001Application of support vector machines in financial time series forecasting1,270 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1987A monthly effect in stock returns720 cited
  • 1988Economic prediction using neural networks: the case of IBM daily stock returns698 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 2002Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index527 cited
  • 1984New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

482 cited
  • 2005The use of data mining and neural networks for forecasting stock market returns465 cited
  • Cited by

    • 2021Stock market forecasting using a multi-task approach integrating long short-term memory and the random forest framework150 cited
    • 2022A survey on machine learning models for financial time series forecasting135 cited
    • 2024Data-driven stock forecasting models based on neural networks: A review120 cited
    • 2015An intelligent short term stock trading fuzzy system for assisting investors in portfolio management105 cited
    • 2021Stock Trend Prediction Using Candlestick Charting and Ensemble Machine Learning Techniques With a Novelty Feature Engineering Scheme83 cited
    • 2018Examination of the profitability of technical analysis based on moving average strategies in BRICS78 cited
    • 2020Predicting next day direction of stock price movement using machine learning methods with persistent homology: Evidence from Kuala Lumpur Stock Exchange74 cited
    • 2019Computational approaches and data analytics in financial services: A literature review67 cited
    • 2018ACFLN: artificial chemical functional link network for prediction of stock market index64 cited
    • 2021The implication of machine learning for financial solvency prediction: an empirical analysis on public listed companies of Bangladesh55 cited
    • 2018A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting53 cited
    • 2020Predicting Stock Price Using Two-Stage Machine Learning Techniques53 cited
    • 2021A parallel multi-module deep reinforcement learning algorithm for stock trading51 cited
    • 2015Quantifying StockTwits semantic terms’ trading behavior in financial markets: An effective application of decision tree algorithms50 cited
    • 2016Developing a rule change trading system for the futures market using rough set analysis49 cited
    • 2016Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models49 cited