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Combining NeuroEvolution and Principal Component Analysis to trade in the financial markets
16 references·4 citing·44 second hop
Combining NeuroEvolution and Principal Component Analysis to trade in the financial markets (2018)Combining NeuroEvolution and Principal Co…Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model (2016)Predicting the Direction of S…Forecasting daily stock market return using dimensionality reduction (2016)Forecasting daily stock marke…Application of artificial neural network for the prediction of stock market returns: The case of the Japanese stock market (2016)Application of artificial neu…An adaptive stock index trading decision support system (2016)An adaptive stock index tradi…Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction (2015)Integrating metaheuristics an…Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks (2015)Forecasting stock market inde…Application of artificial neural network models and principal component analysis method in predicting stock prices on Tehran Stock Exchange (2015)Application of artificial neu…Technical analysis: the complete resource for financial market technicians (2011)Technical analysis: the compl…Price Prediction of Share Market Using Artificial Neural Network 'ANN' (2011)Price Prediction of Share Mar…Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition (2011)Applying a GA kernel on optim…A novel model by evolving partially connected neural network for stock price trend forecasting (2011)A novel model by evolving par…A TSK type fuzzy rule based system for stock price prediction (2006)A TSK type fuzzy rule based s…Evolving neural network for printed circuit board sales forecasting (2005)Evolving neural network for p…Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…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 …An Improved Genetic-XGBoost Classifier for Customer Consumption Behavior Prediction (2023)An Improved Genetic-XGBoost C…Forecasting high-frequency stock returns: a comparison of alternative methods (2022)Forecasting high-frequency st…Hybrid evolutionary intelligent system and hybrid time series econometric model for stock price forecasting (2021)Hybrid evolutionary intellige…High-performance stock index trading via neural networks and trees (2020)High-performance stock index …Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Using artificial neural network models in stock market index prediction (2011)Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction (2014)Listening to Chaotic Whispers (2018)Predicting short-term stock prices using ensemble methods and online data sources (2018)A novel deep learning framework: Prediction and analysis of financial time series using CEEMD and LSTM (2020)The Pricing of Options and Corporate Liabilities (1973)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Financial time series forecasting using support vector machines (2003)Developing a deep learning framework with two-stage feature selection for multivariate financial time series forecasting (2020)Stock market forecasting using a multi-task approach integrating long short-term memory and the random forest framework (2021)A survey on machine learning models for financial time series forecasting (2022)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)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)Stock market prediction system with modular neural networks (1990)Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Using support vector machine with a hybrid feature selection method to the stock trend prediction (2009)A multiple-kernel support vector regression approach for stock market price forecasting (2010)Stock Market Forecasting Using Computational Intelligence: A Survey (2020)Evolutionary games on multilayer networks: a colloquium (2015)Evolutionary games on multilayer networks: a colloquium (2015)Predicting the direction of stock markets using optimized neural networks with Google Trends (2018)Financial applications of machine learning: A literature review (2023)Forecasting with artificial neural networks: (1998)Application of support vector machines in financial time series forecasting (2001)Predicting the direction, maximum, minimum and closing prices of daily Bitcoin exchange rate using machine learning techniques (2018)The applications of artificial neural networks, support vector machines, and long–short term memory for stock market prediction (2021)Fuzzy sets (1965)Fuzzy sets (1996)Time series forecasting using a hybrid ARIMA and neural network model (2003)A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction (2017)ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module (2018)Stock market prediction using machine learning classifiers and social media, news (2020)Technical analysis: An asset allocation perspective on the use of moving averages☆ (2009)A novel forecasting method based on multi-order fuzzy time series and technical analysis (2016)Deep Leaming for Stock Market Prediction Using Technical Indicators and Financial News Articles (2018)Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches (2010)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis (2020)
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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
  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications771 cited
  • 2016Forecasting daily stock market return using dimensionality reduction395 cited
  • 2015Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction324 cited
  • 2011Technical analysis: the complete resource for financial market technicians321 cited
  • 2006A TSK type fuzzy rule based system for stock price prediction319 cited
  • 2016Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model263 cited
  • 2016Application of artificial neural network for the prediction of stock market returns: The case of the Japanese stock market230 cited
  • 2015Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks163 cited
  • 2016An adaptive stock index trading decision support system136 cited
  • 2015Application of artificial neural network models and principal component analysis method in predicting stock prices on Tehran Stock Exchange113 cited
  • 2011A novel model by evolving partially connected neural network for stock price trend forecasting111 cited

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2011
Price Prediction of Share Market Using Artificial Neural Network 'ANN'
111 cited
  • 2005Evolving neural network for printed circuit board sales forecasting95 cited
  • 2011Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition95 cited
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    • 2021Hybrid evolutionary intelligent system and hybrid time series econometric model for stock price forecasting44 cited
    • 2020High-performance stock index trading via neural networks and trees35 cited
    • 2022Forecasting high-frequency stock returns: a comparison of alternative methods30 cited
    • 2023An Improved Genetic-XGBoost Classifier for Customer Consumption Behavior Prediction6 cited