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Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey
16 references·2 citing·31 second hop
Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey (2019)Evaluating the Performance of Machine Lea…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…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…Using artificial neural network models in stock market index prediction (2011)Using artificial neural netwo…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…A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)A comparative survey of artif…Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Surveying stock market foreca…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…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…Application of support vector machines in financial time series forecasting (2001)Application of support vector…Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Genetic algorithms approach t…Stock market prediction system with modular neural networks (1990)Stock market prediction syste…Financial statement analysis and the prediction of stock returns (1989)Financial statement analysis …Primary, Secondary, and Meta-Analysis of Research (1976)Primary, Secondary, and Meta-…The quest for business value drivers: applying machine learning to performance management (2023)The quest for business value …Applications of machine learning for corporate bond yield spread forecasting (2021)Applications of machine learn…A hybrid ARIMA and support vector machines model in stock price forecasting (2004)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Applications of deep learning in stock market prediction: Recent progress (2021)Forecasting with artificial neural networks: (1998)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Stock market's price movement prediction with LSTM neural networks (2017)The Cross-Section of Expected Stock Returns (1992)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Dividend Policy, Growth, and the Valuation of Shares (1961)An Empirical Evaluation of Accounting Income Numbers (1968)Does the Stock Market Overreact? (1985)Another Look at the Cross-Section of Expected Stock Returns (1995)Investor psychology in capital markets: evidence and policy implications (2002)Do investors overvalue firms with bloated balance sheets? (2004)Designing a neural network for forecasting financial and economic time series (1996)Financial time series forecasting using independent component analysis and support vector regression (2009)Support vector regression with chaos-based firefly algorithm for stock market price forecasting (2012)Financial time series forecasting with multi-modality graph neural network (2021)Hierarchical structure in financial markets (1999)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)A systematic review of fundamental and technical analysis of stock market predictions (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)On Persistence in Mutual Fund Performance (1997)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Trim and Fill: A Simple Funnel‐Plot–Based Method of Testing and Adjusting for Publication Bias in Meta‐Analysis (2000)Towards a Methodology for Developing Evidence‐Informed Management Knowledge by Means of Systematic Review (2003)Conducting Meta-Analyses in R with the metafor Package (2010)Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2009)
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References

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  • 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
  • 2003Financial time series forecasting using support vector machines1,734 cited
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  • 2010Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange880 cited
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  • 2016Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500749 cited
  • 1990

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Stock market prediction system with modular neural networks
654 cited
  • 2016Computational Intelligence and Financial Markets: A Survey and Future Directions592 cited
  • 2010A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems552 cited
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    • 2021Applications of machine learning for corporate bond yield spread forecasting18 cited
    • 2023The quest for business value drivers: applying machine learning to performance management10 cited