SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Classification-based financial markets prediction using deep neural networks
3 references·16 citing·53 second hop
Classification-based financial markets prediction using deep neural networks (2017)Classification-based financial markets pr…Forecasting stock indices: a comparison of classification and level estimation models (2000)Forecasting stock indices: a …Time Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data (1998)Time Series Forecasting with …Neural networks in the capital markets (1995)Neural networks in the capita…Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction (2022)Temporal and Heterogeneous Gr…Movement forecasting of financial time series based on adaptive LSTM-BN network (2022)Movement forecasting of finan…How are reinforcement learning and deep learning algorithms used for big data based decision making in financial industries–A review and research agenda (2022)How are reinforcement learnin…A Stock Closing Price Prediction Model Based on CNN‐BiSLSTM (2021)A Stock Closing Price Predict…The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning (2020)The role of text-extracted in…Forex exchange rate forecasting using deep recurrent neural networks (2020)Forex exchange rate forecasti…Financial time series forecasting with deep learning : A systematic literature review: 2005–2019 (2020)Financial time series forecas…Deep Learning for Mortgage Risk* (2020)Deep Learning for Mortgage Ri…Trend Prediction Classification for High Frequency Bitcoin Time Series with Deep Learning (2019)Trend Prediction Classificati…Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indices (2019)Comparing the effectiveness o…CLVSA: A Convolutional LSTM Based Variational Sequence-to-Sequence Model with Attention for Predicting Trends of Financial Markets (2019)CLVSA: A Convolutional LSTM B…Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting (2019)Can deep learning predict ris…Replicating a Trading Strategy by Means of LSTM for Financial Industry Applications (2018)Replicating a Trading Strateg…Financial Markets Prediction with Deep Learning (2018)Financial Markets Prediction …Using deep learning to detect price change indications in financial markets (2017)Using deep learning to detect…Sequence classification of the limit order book using recurrent neural networks (2017)Sequence classification of th…Smoothing, Forecasting and Prediction of Discrete Time Series. (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Improved supply chain management based on hybrid demand forecasts (2005)Improving artificial neural networks’ performance in seasonal time series forecasting (2008)Machine learning demand forecasting and supply chain performance (2020)A Coefficient of Agreement for Nominal Scales (1960)Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices (2000)Enhanced news sentiment analysis using deep learning methods (2019)Deep Learning for Portfolio Optimization (2020)A Stochastic Approximation Method (1951)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Deep learning with long short-term memory networks for financial market predictions (2017)Event-Driven LSTM For Forex Price Prediction (2020)MLP-based Learnable Window Size for Bitcoin price prediction (2022)CI-STHPAN: Pre-trained Attention Network for Stock Selection with Channel-Independent Spatio-Temporal Hypergraph (2024)Business Intelligence and Analytics: From Big Data to Big Impact (2012)Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)Forecasting mid-price movement of Bitcoin futures using machine learning (2021)LSTM-based Deep Learning Model for Stock Prediction and Predictive Optimization Model (2021)Noise Trader Risk in Financial Markets (1990)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Application of Artificial Intelligence in Stock Market Forecasting: A Critique, Review, and Research Agenda (2021)Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets (2022)Probabilistic carbon price prediction with quantile temporal convolutional network considering uncertain factors (2023)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Forecasting daily stock market return using dimensionality reduction (2016)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Multi-period corporate default prediction with stochastic covariates (2006)In Search of Distress Risk (2008)Volatility Forecasting with Machine Learning and Intraday Commonality (2022)Forecasting realized volatility: Does anything beat linear models? (2024)Machine Learning for Continuous-Time Finance (2024)Preferred reporting items for systematic review and meta-analysis protocols (PRISMA-P) 2015 statement (2015)Textual Analysis in Accounting and Finance: A Survey (2016)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Deep learning in business analytics: A clash of expectations and reality (2022)A sociotechnical perspective for responsible AI maturity models: Findings from a mixed-method literature review (2023)AI-powered ensemble machine learning to optimize cost strategies in logistics business (2023)Evaluating multiple classifiers for stock price direction prediction (2015)Stock closing price prediction based on sentiment analysis and LSTM (2019)Temporal Relational Ranking for Stock Prediction (2019)VGC-GAN: A multi-graph convolution adversarial network for stock price prediction (2023)Artificial intelligence techniques in financial trading: A systematic literature review (2024)MASTER: Market-Guided Stock Transformer for Stock Price Forecasting (2024)Segmenting the market of West Australian senior tourists using an artificial neural network (2002)Regression neural network for error correction in foreign exchange forecasting and trading (2003)An empirical methodology for developing stockmarket trading systems using artificial neural networks (2008)
this work references cited by second hop

References

  • 2000Forecasting stock indices: a comparison of classification and level estimation models428 cited
  • 1998Time Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data419 cited
  • 1995Neural networks in the capital markets221 cited

Cited by

  • 2022How are reinforcement learning and deep learning algorithms used for big data based decision making in financial industries–A review and research agenda203 cited
  • 2017Using deep learning to detect price change indications in financial markets157 cited
  • 2022Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction134 cited
  • 2020The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning123 cited
  • 2019Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting120 cited
  • 2020Financial time series forecasting with deep learning : A systematic literature review: 2005–2019112 cited
  • 2020Deep Learning for Mortgage Risk*105 cited
  • 2017Sequence classification of the limit order book using recurrent neural networks104 cited
  • 2022Movement forecasting of financial time series based on adaptive LSTM-BN network96 cited
  • 2020Forex exchange rate forecasting using deep recurrent neural networks93 cited
  • 2018

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Replicating a Trading Strategy by Means of LSTM for Financial Industry Applications
91 cited
  • 2019Trend Prediction Classification for High Frequency Bitcoin Time Series with Deep Learning84 cited
  • 2019Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indices77 cited
  • 2019CLVSA: A Convolutional LSTM Based Variational Sequence-to-Sequence Model with Attention for Predicting Trends of Financial Markets73 cited
  • 2021A Stock Closing Price Prediction Model Based on CNN‐BiSLSTM72 cited
  • 2018Financial Markets Prediction with Deep Learning66 cited