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An Empirical Study of Machine Learning Algorithms for Stock Daily Trading Strategy
16 references·4 citing·43 second hop
An Empirical Study of Machine Learning Algorithms for Stock Daily Trading Strategy (2019)An Empirical Study of Machine Learning Al…Predicting the direction of stock markets using optimized neural networks with Google Trends (2018)Predicting the direction of s…Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models (2018)Forecasting the volatility of…Deep Learning with Gated Recurrent Unit Networks for Financial Sequence Predictions (2018)Deep Learning with Gated Recu…Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Deep learning networks for st…A novel data-driven stock price trend prediction system (2017)A novel data-driven stock pri…A Deep Neural-Network Based Stock Trading System Based on Evolutionary Optimized Technical Analysis Parameters (2017)A Deep Neural-Network Based S…A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)A deep learning framework for…Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Deep neural networks, gradien…Computational Intelligence and Financial Markets: A Survey and Future Directions (2016)Computational Intelligence an…A hybrid stock trading framework integrating technical analysis with machine learning techniques (2016)A hybrid stock trading framew…Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data (2015)Stock market trading rule bas…Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Predicting stock and stock pr…Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm (2010)Forecasting stock markets usi…High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems (2009)High-Frequency Trading: A Pra…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…Artificial Intelligence vs. Efficient Markets: A Critical Reassessment of Predictive Models in the Big Data Era (2025)Artificial Intelligence vs. E…A knowledge graph–GCN–community detection integrated model for large-scale stock price prediction (2023)A knowledge graph–GCN–communi…Survey on the application of deep learning in algorithmic trading (2021)Survey on the application of …Machine learning models predicting returns: why most popular performance metrics are misleading and proposal for an efficient metric (2021)Machine learning models predi…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Financial time series forecasting using support vector machines (2003)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)The Cross-Section of Expected Stock Returns (1992)Application of support vector machines in financial time series forecasting (2001)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Forecasting enrollments based on fuzzy time series (1996)GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction (2018)Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets (2019)Systematic analysis and review of stock market prediction techniques (2019)PORTFOLIO SELECTION* (1952)The Behavior of Stock-Market Prices (1965)Literature review: Machine learning techniques applied to financial market prediction (2019)Machine learning in energy economics and finance: A review (2019)Deep Learning for Stock Market Prediction (2020)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)On Persistence in Mutual Fund Performance (1997)A five-factor asset pricing model (2014)Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series (2019)Deep learning for financial applications : A survey (2020)Does the Stock Market Overreact? 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References

  • 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
  • 2014Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques1,139 cited
  • 2017A deep learning framework for financial time series using stacked autoencoders and long-short term memory1,131 cited
  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
  • 2017Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies833 cited
  • 2018Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models786 cited
  • 2016Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500749 cited
  • 2016Computational Intelligence and Financial Markets: A Survey and Future Directions592 cited
  • 2010Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm399 cited
  • 2009High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems345 cited
  • 2018Deep Learning with Gated Recurrent Unit Networks for Financial Sequence Predictions304 cited
  • 2016A hybrid stock trading framework integrating technical analysis with machine learning techniques215 cited
  • 2018Predicting the direction of stock markets using optimized neural networks with Google Trends

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201 cited
  • 2015Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data186 cited
  • 2017A novel data-driven stock price trend prediction system159 cited
  • 2017A Deep Neural-Network Based Stock Trading System Based on Evolutionary Optimized Technical Analysis Parameters118 cited
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