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Application of the Artifical Neural Network in Predicting the Direction of Stock Market Index
16 references·1 citing·37 second hop
Application of the Artifical Neural Network in Predicting the Direction of Stock Market Index (2016)Application of the Artifical Neural Netwo…Using artificial neural network models in stock market index prediction (2011)Using artificial neural netwo…Financial Volatility Forecasting by Nonlinear Support Vector Machine Heterogeneous Autoregressive Model: Evidence from Nikkei 225 Stock Index (2011)Financial Volatility Forecast…Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting direction of stock…Integrating independent component analysis-based denoising scheme with neural network for stock price prediction (2010)Integrating independent compo…A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting (2008)A hybrid SOFM-SVR with a filt…Nonlinear neural network forecasting model for stock index option price: Hybrid GJR–GARCH approach (2007)Nonlinear neural network fore…Predicting the exchange traded fund DIA with a combination of genetic algorithms and neural networks (2004)Predicting the exchange trade…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…A hybrid genetic-neural architecture for stock indexes forecasting (2003)A hybrid genetic-neural archi…Neural network forecasting of an opening cash price index (2002)Neural network forecasting of…Application of support vector machines in financial time series forecasting (2001)Application of support vector…On the profitability of technical trading rules based on artificial neural networks: (2000)On the profitability of techn…Forecasting with artificial neural networks: (1998)Forecasting with artificial n…Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks (1998)Comparative study of stock tr…Neural Networks: A New Tool for Predicting Thrift Failures* (1992)Neural Networks: A New Tool f…Can Ensemble Machine Learning Methods Predict Stock Returns for Indian Banks Using Technical Indicators? (2022)Can Ensemble Machine Learning…Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Time series forecasting using a hybrid ARIMA and neural network model (2003)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Limited-dependent and qualitative variables in econometrics (1983)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Applications of deep learning in stock market prediction: Recent progress (2021)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)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Financial time series forecasting model based on CEEMDAN and LSTM (2018)A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting (2021)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)Economic prediction using neural networks: the case of IBM daily stock returns (1988)Recognizing Financial Distress Patterns Using a Neural Network Tool (1993)Designing a neural network for forecasting financial and economic time series (1996)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)Deep learning for financial applications : A survey (2020)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)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)A hybrid stock selection model using genetic algorithms and support vector regression (2011)A novel deep learning framework: Prediction and analysis of financial time series using CEEMD and LSTM (2020)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)
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References

  • 1998Forecasting with artificial neural networks:4,225 cited
  • 2003Financial time series forecasting using support vector machines1,734 cited
  • 2001Application of support vector machines in financial time series forecasting1,270 cited
  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
  • 2010Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange880 cited
  • 2011Using artificial neural network models in stock market index prediction787 cited
  • 1998Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks537 cited
  • 1992Neural Networks: A New Tool for Predicting Thrift Failures*533 cited
  • 2003A hybrid genetic-neural architecture for stock indexes forecasting320 cited
  • 2008A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting257 cited
  • 2000On the profitability of technical trading rules based on artificial neural networks:243 cited
  • 2007Nonlinear neural network forecasting model for stock index option price: Hybrid GJR–GARCH approach141 cited
  • 2004Predicting the exchange traded fund DIA with a combination of genetic algorithms and neural networks140 cited
  • 2010Integrating independent component analysis-based denoising scheme with neural network for stock price prediction

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98 cited
  • 2002Neural network forecasting of an opening cash price index37 cited
  • 2011Financial Volatility Forecasting by Nonlinear Support Vector Machine Heterogeneous Autoregressive Model: Evidence from Nikkei 225 Stock Index26 cited
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    • 2022Can Ensemble Machine Learning Methods Predict Stock Returns for Indian Banks Using Technical Indicators?28 cited