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Predicting short-term stock prices using ensemble methods and online data sources
16 references·16 citing·36 second hopsampled
Predicting short-term stock prices using ensemble methods and online data sources (2018)Predicting short-term stock prices using …Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Deep learning networks for st…Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Predicting stock and stock pr…Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)Quantifying Trading Behavior …Using artificial neural network models in stock market index prediction (2011)Using artificial neural netwo…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…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…Textual analysis of stock market prediction using breaking financial news (2009)Textual analysis of stock mar…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…The Efficient Market Hypothesis and Its Critics (2003)The Efficient Market Hypothes…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Constructivist and Ecological Rationality in Economics (2003)Constructivist and Ecological…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)A Decision-Theoretic Generali…A desicion-theoretic generalization of on-line learning and an application to boosting (1995)A desicion-theoretic generali…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…The Random Character of Stock Market Prices (1968)The Random Character of Stock…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Survey of feature selection and extraction techniques for stock market prediction (2023)Survey of feature selection a…News-based intelligent prediction of financial markets using text mining and machine learning: A systematic literature review (2023)News-based intelligent predic…Deep Learning-based Integrated Framework for stock price movement prediction (2022)Deep Learning-based Integrate…Machine learning in finance: A topic modeling approach (2021)Machine learning in finance: …Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators (2021)Forecasting directional movem…A Random Forests Approach to Predicting Clean Energy Stock Prices (2021)A Random Forests Approach to …The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm (2020)The two-stage machine learnin…Stock Market Forecasting Using Computational Intelligence: A Survey (2020)Stock Market Forecasting Usin…Multi-DQN: An ensemble of Deep Q-learning agents for stock market forecasting (2020)Multi-DQN: An ensemble of Dee…Integrated Long-Term Stock Selection Models Based on Feature Selection and Machine Learning Algorithms for China Stock Market (2020)Integrated Long-Term Stock Se…Forecasting Stock Prices Using a Hybrid Deep Learning Model Integrating Attention Mechanism, Multi-Layer Perceptron, and Bidirectional Long-Short Term Memory Neural Network (2020)Forecasting Stock Prices Usin…Data Science in Economics: Comprehensive Review of Advanced Machine Learning and Deep Learning Methods (2020)Data Science in Economics: Co…A data analytic framework for physical fatigue management using wearable sensors (2020)A data analytic framework for…Portfolio formation with preselection using deep learning from long-term financial data (2019)Portfolio formation with pres…Lagged correlation-based deep learning for directional trend change prediction in financial time series (2018)Lagged correlation-based deep…Global stock market investment strategies based on financial network indicators using machine learning techniques (2018)Global stock market investmen…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Financial time series forecasting using support vector machines (2003)Forecasting stock market movement direction with support vector machine (2004)Evaluating multiple classifiers for stock price direction prediction (2015)Sentiment analysis on social media for stock movement prediction (2015)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Governing the Commons: The Evolution of Institutions for Collective Action (1992)Rationality in Economics: Constructivist and Ecological Forms (2007)Invited Editorial: Why Micro-Foundations for Resource-Based Theory Are Needed and What They May Look Like (2010)An Effectual Approach to International Entrepreneurship: Overlaps, Challenges, and Provocative Possibilities (2013)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)Asymmetric causality tests with an application (2011)Applications of deep learning in stock market prediction: Recent progress (2021)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Survey on speech emotion recognition: Features, classification schemes, and databases (2010)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social media and loneliness: Why an Instagram picture may be worth more than a thousand Twitter words (2016)Text as Data (2019)Introductory Econometrics for Finance (2008)A Multimodal Database for Affect Recognition and Implicit Tagging (2011)The Faces of Engagement: Automatic Recognition of Student Engagementfrom Facial Expressions (2014)
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References

  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,469 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1995A desicion-theoretic generalization of on-line learning and an application to boosting2,384 cited
  • 2003The Efficient Market Hypothesis and Its Critics2,159 cited
  • 2014Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques1,139 cited
  • 2003Constructivist and Ecological Rationality in Economics961 cited
  • 2013Quantifying Trading Behavior in Financial Markets Using Google Trends947 cited
  • 1968The Random Character of Stock Market Prices926 cited
  • 2010Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange880 cited
  • 2017Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies833 cited

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  • 2011Using artificial neural network models in stock market index prediction787 cited
  • 2009Textual analysis of stock market prediction using breaking financial news777 cited
  • Cited by

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    • 2020Stock Market Forecasting Using Computational Intelligence: A Survey209 cited
    • 2021Machine learning in finance: A topic modeling approach198 cited
    • 2021Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators196 cited
    • 2020Data Science in Economics: Comprehensive Review of Advanced Machine Learning and Deep Learning Methods177 cited
    • 2018Global stock market investment strategies based on financial network indicators using machine learning techniques173 cited
    • 2023News-based intelligent prediction of financial markets using text mining and machine learning: A systematic literature review162 cited
    • 2020Integrated Long-Term Stock Selection Models Based on Feature Selection and Machine Learning Algorithms for China Stock Market158 cited
    • 2022Deep Learning-based Integrated Framework for stock price movement prediction147 cited
    • 2021A Random Forests Approach to Predicting Clean Energy Stock Prices137 cited
    • 2018Lagged correlation-based deep learning for directional trend change prediction in financial time series123 cited
    • 2020A data analytic framework for physical fatigue management using wearable sensors117 cited
    • 2020Forecasting Stock Prices Using a Hybrid Deep Learning Model Integrating Attention Mechanism, Multi-Layer Perceptron, and Bidirectional Long-Short Term Memory Neural Network111 cited
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