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Predicting stock market movements using network science: an information theoretic approach
16 references·0 citing·49 second hop
Predicting stock market movements using network science: an information theoretic approach (2017)Predicting stock market movements using n…The Flash Crash: A Cautionary Tale About Highly Fragmented Markets (2018)The Flash Crash: A Cautionary…The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)The Flash Crash: High‐Frequen…Flow Toxicity and Liquidity in a High-frequency World (2012)Flow Toxicity and Liquidity i…Evaluating sentiment in financial news articles (2012)Evaluating sentiment in finan…Using artificial neural network models in stock market index prediction (2011)Using artificial neural netwo…Network analysis of a financial market based on genuine correlation and threshold method (2011)Network analysis of a financi…High-Frequency Trading, Stock Volatility, and Price Discovery (2010)High-Frequency Trading, Stock…A network perspective of the stock market (2010)A network perspective of the …Textual analysis of stock market prediction using breaking financial news (2009)Textual analysis of stock mar…Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)Forecasting stock market shor…A network analysis of the Chinese stock market (2009)A network analysis of the Chi…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…How rewarding is technical analysis? Evidence from Singapore stock market (2003)How rewarding is technical an…Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs (2002)Nasdaq Trading Halts: The Imp…Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Genetic algorithms approach t…Forecasting stock market prices: Lessons for forecasters (1992)Forecasting stock market pric…Hierarchical structure in financial markets (1999)Extreme Correlation of International Equity Markets (2001)A tool for filtering information in complex systems (2005)A Network Approach to Portfolio Selection (2014)Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks (2016)Global stock market investment strategies based on financial network indicators using machine learning techniques (2018)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Market Liquidity and Funding Liquidity (2008)Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions (2012)High-Frequency Trading and Price Discovery (2014)High frequency market microstructure (2015)The Behavior of Stock-Market Prices (1965)A Random Walk Down Wall Street (1973)Application of support vector machines in financial time series forecasting (2001)Twitter mood predicts the stock market (2011)What can big data and text analytics tell us about hotel guest experience and satisfaction? (2014)Applications of deep learning in stock market prediction: Recent progress (2021)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)The Cross-Section of Expected Stock Returns (1992)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Is All That Talk Just Noise? 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(2011)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)AI Alignment: A Contemporary Survey (2025)Exploring Financial Market Interconnectedness Through CDS Spreads: A Network Estimation Approach (2025)
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References

  • 2004Forecasting stock market movement direction with support vector machine1,163 cited
  • 2017The Flash Crash: High‐Frequency Trading in an Electronic Market860 cited
  • 2011Using artificial neural network models in stock market index prediction796 cited
  • 2009Textual analysis of stock market prediction using breaking financial news784 cited
  • 2000Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index758 cited
  • 2012Flow Toxicity and Liquidity in a High-frequency World573 cited
  • 2010A network perspective of the stock market397 cited
  • 2012Evaluating sentiment in financial news articles343 cited
  • 2009Forecasting stock market short-term trends using a neuro-fuzzy based methodology319 cited
  • 2009A network analysis of the Chinese stock market315 cited
  • 2003How rewarding is technical analysis? Evidence from Singapore stock market234 cited
  • 2010High-Frequency Trading, Stock Volatility, and Price Discovery219 cited
  • 2011Network analysis of a financial market based on genuine correlation and threshold method198 cited
  • 1992Forecasting stock market prices: Lessons for forecasters153 cited
  • 2002Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs

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  • 2018The Flash Crash: A Cautionary Tale About Highly Fragmented Markets123 cited
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