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Research on Quantitative Investment Strategies Based on Deep Learning
16 references·0 citing·49 second hop
Research on Quantitative Investment Strategies Based on Deep Learning (2019)Research on Quantitative Investment Strat…Deep learning-based feature engineering for stock price movement prediction (2018)Deep learning-based feature e…Using deep learning to detect price change indications in financial markets (2017)Using deep learning to detect…Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks (2017)Forecasting Stock Prices from…Stock prediction using deep learning (2016)Stock prediction using deep l…Dynamic financial distress prediction with concept drift based on time weighting combined with Adaboost support vector machine ensemble (2016)Dynamic financial distress pr…Neural networks performance in exchange rate prediction (2015)Neural networks performance i…Modelling high-frequency limit order book dynamics with support vector machines (2015)Modelling high-frequency limi…Forecasting exchange rate using deep belief networks and conjugate gradient method (2015)Forecasting exchange rate usi…A novel hybrid model using teaching–learning-based optimization and a support vector machine for commodity futures index forecasting (2015)A novel hybrid model using te…A LSTM-based method for stock returns prediction: A case study of China stock market (2015)A LSTM-based method for stock…Forecasting exchange rates with a large Bayesian VAR (2009)Forecasting exchange rates wi…Support vector machine with adaptive parameters in financial time series forecasting (2003)Support vector machine with a…Financial time series forecasting using support vector machines (2003)Financial time series forecas…Modified support vector machines in financial time series forecasting (2002)Modified support vector machi…Financial time series prediction using least squares support vector machines within the evidence framework (2001)Financial time series predict…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…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)Stock market's price movement prediction with LSTM neural networks (2017)Stock market prediction system with modular neural networks (1990)A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)Introduction to financial forecasting (1996)SVR with hybrid chaotic genetic algorithms for tourism demand forecasting (2010)Online portfolio selection (2014)Time series forecasting for nonlinear and non-stationary processes: a review and comparative study (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Why Does Stock Market Volatility Change Over Time? (1989)A long memory property of stock market returns and a new model (1993)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A multiple-kernel support vector regression approach for stock market price forecasting (2010)Support vector regression with chaos-based firefly algorithm for stock market price forecasting (2012)Designing a neural network for forecasting financial and economic time series (1996)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using independent component analysis and support vector regression (2009)Financial time series forecasting with multi-modality graph neural network (2021)Textual analysis of stock market prediction using breaking financial news (2009)Twitter mood predicts the stock market (2011)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)A Survey of Forex and Stock Price Prediction Using Deep Learning (2021)Economic prediction using neural networks: the case of IBM daily stock returns (1988)Forecasting exchange rates using feedforward and recurrent neural networks (1995)Neural network forecasting of the British Pound/US Dollar exchange rate (1998)Portfolio formation with preselection using deep learning from long-term financial data (2019)A comprehensive survey on deep neural networks for stock market: The need, challenges, and future directions (2021)Financial applications of machine learning: A literature review (2023)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Using artificial neural network models in stock market index prediction (2011)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)A novel deep learning framework: Prediction and analysis of financial time series using CEEMD and LSTM (2020)Portfolio optimization with return prediction using deep learning and machine learning (2020)A Coefficient of Agreement for Nominal Scales (1960)Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices (2000)Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis (2018)DeepLOB: Deep Convolutional Neural Networks for Limit Order Books (2019)Stock Market Prediction Based on Generative Adversarial Network (2019)PORTFOLIO SELECTION* (1952)Price Momentum and Trading Volume (2000)Deep Learning for Stock Market Prediction (2020)Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis (2020)Short-term stock market price trend prediction using a comprehensive deep learning system (2020)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2003Financial time series forecasting using support vector machines1,734 cited
  • 2003Support vector machine with adaptive parameters in financial time series forecasting1,008 cited
  • 2015A LSTM-based method for stock returns prediction: A case study of China stock market734 cited
  • 2001Financial time series prediction using least squares support vector machines within the evidence framework499 cited
  • 2018Deep learning-based feature engineering for stock price movement prediction483 cited
  • 2017Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks394 cited
  • 2002Modified support vector machines in financial time series forecasting372 cited
  • 2016Stock prediction using deep learning339 cited
  • 2015Forecasting exchange rate using deep belief networks and conjugate gradient method234 cited
  • 2016Dynamic financial distress prediction with concept drift based on time weighting combined with Adaboost support vector machine ensemble173 cited
  • 2009Forecasting exchange rates with a large Bayesian VAR169 cited
  • 2015Neural networks performance in exchange rate prediction160 cited
  • 2017Using deep learning to detect price change indications in financial markets157 cited

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  • 2015Modelling high-frequency limit order book dynamics with support vector machines145 cited
  • 2015A novel hybrid model using teaching–learning-based optimization and a support vector machine for commodity futures index forecasting127 cited
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