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Replicating a Trading Strategy by Means of LSTM for Financial Industry Applications
4 references·11 citing·44 second hop
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a Comparative Analysis (2020)Stock Market Prediction Using LSTM Recurrent Neural Network (2020)A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting (2021)Deep Learning Approaches for Potato Price Forecasting: Comparative Analysis of LSTM, Bi-LSTM, and AM-LSTM Models (2024)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Deep learning with long short-term memory networks for financial market predictions (2017)Novel optimization approach for realized volatility forecast of stock price index based on deep reinforcement learning model (2023)Deep learning for algorithmic trading: A systematic review of predictive models and optimization strategies (2025)Deep learning for financial forecasting: A review of recent trends (2025)Time series properties of an artificial stock market (1999)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Forecasting daily stock market return using dimensionality reduction (2016)Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction (2018)Class-imbalanced dynamic financial distress prediction based on Adaboost-SVM ensemble combined with SMOTE and time weighting (2019)Portfolio Selection with Transaction Costs (1990)Foundations of Portfolio Theory (1991)Heuristics for cardinality constrained portfolio optimisation (2000)Artificial Neural Dynamics for Portfolio Allocation: An Optimization Perspective (2024)
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References

  • 2016Deep Learning for Finance: Deep Portfolios765 cited
  • 2015A LSTM-based method for stock returns prediction: A case study of China stock market734 cited
  • 2017Classification-based financial markets prediction using deep neural networks215 cited
  • 2016High-Frequency Trading Strategy Based on Deep Neural Networks100 cited

Cited by

  • 2020Financial market prediction under deep learning framework using auto encoder and kernel extreme learning machine90 cited
  • 2022A Novel Ensemble Learning Approach for Stock Market Prediction Based on Sentiment Analysis and the Sliding Window Method79 cited
  • 2022Implementation of Long Short-Term Memory and Gated Recurrent Units on grouped time-series data to predict stock prices accurately59 cited
  • 2022Deep learning for volatility forecasting in asset management50 cited
  • 2022A Deep Reinforcement Learning-Based Decision Support System for Automated Stock Market Trading50 cited
  • 2023Neural Networks for Portfolio Analysis in High-Frequency Trading49 cited
  • 2021Revealing Pairs-trading opportunities with long short-term memory networks47 cited
  • 2021Building Intelligent Moving Average-Based Stock Trading System Using Metaheuristic Algorithms43 cited
  • 2020Interval Forecasting of Financial Time Series by Accelerated Particle Swarm-Optimized Multi-Output Machine Learning System41 cited

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2020
Machine Learning Based Stock Market Analysis: A Short Survey
35 cited
  • 2023Financial Volatility Modeling with the GARCH-MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-1930 cited