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Stock Market prediction on High frequency data using Long-Short Term Memory
13 references·2 citing·51 second hop
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(2000)Data Cleaning: Problems and C…DPP: Deep predictor for price movement from candlestick charts (2021)DPP: Deep predictor for price…Improving Stock Prediction Accuracy Using CNN and LSTM (2020)Improving Stock Prediction Ac…An overview of data warehousing and OLAP technology (1997)Exploratory Data Mining and Data Cleaning (2003)Fundamentals of Data Warehouses (2003)A Survey of Indexing Techniques for Scalable Record Linkage and Deduplication (2011)Social Data: Biases, Methodological Pitfalls, and Ethical Boundaries (2019)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Business conditions and expected returns on stocks and bonds (1989)Profitability of technical stock trading: Has it moved from daily to intraday data? 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References

  • 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
  • 2000Data Cleaning: Problems and Current Approaches.1,467 cited
  • 2017Stock price prediction using LSTM, RNN and CNN-sliding window model1,096 cited
  • 2017Stock market's price movement prediction with LSTM neural networks943 cited
  • 2012High Frequency Trading and the New-Market Makers807 cited
  • 2018NSE Stock Market Prediction Using Deep-Learning Models615 cited
  • 2011Technical analysis: the complete resource for financial market technicians321 cited
  • 2017Classification-based financial markets prediction using deep neural networks215 cited
  • 2018Automated trading systems statistical and machine learning methods and hardware implementation: a survey140 cited
  • 2002Technical trading strategies and return predictability: NYSE127 cited
  • 2002Forecasting and trading currency volatility: an application of recurrent neural regression and model combination105 cited
  • 2019Exploiting intra-day patterns for market shock prediction: A machine learning approach44 cited
  • 2012High Frequency Trading31 cited

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  • 2020Improving Stock Prediction Accuracy Using CNN and LSTM34 cited

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2021
DPP: Deep predictor for price movement from candlestick charts
34 cited