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Predicting stock returns of Tehran exchange using LSTM neural network and feature engineering technique
14 references·0 citing·51 second hop
Predicting stock returns of Tehran exchange using LSTM neural network and feature engineering technique (2021)Predicting stock returns of Tehran exchan…Financial market prediction under deep learning framework using auto encoder and kernel extreme learning machine (2020)Financial market prediction u…Time series forecasting for stock market prediction through data discretization by fuzzistics and rule generation by rough set theory (2019)Time series forecasting for s…Stock price prediction based on deep neural networks (2019)Stock price prediction based …Stock Price Movements Classification Using Machine and Deep Learning Techniques-The Case Study of Indian Stock Market (2019)Stock Price Movements Classif…Neural Network Models for Stock Selection Based on Fundamental Analysis (2019)Neural Network Models for Sto…Development of stock market trend prediction system using multiple regression (2019)Development of stock market t…An integrated framework of genetic network programming and multi-layer perceptron neural network for prediction of daily stock return: An application in Tehran stock exchange market (2019)An integrated framework of ge…Deep learning-based feature engineering for stock price movement prediction (2018)Deep learning-based feature e…Stock prediction using deep learning (2016)Stock prediction using deep l…Hybrid nonlinear adaptive scheme for stock market prediction using feedback FLANN and factor analysis (2015)Hybrid nonlinear adaptive sch…Non-linear financial time series forecasting - Application to the Bel 20 stock market index (2000)Non-linear financial time ser…Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Genetic algorithms approach t…Forecasting Market Trends with Neural Networks (1999)Forecasting Market Trends wit…A neural network approach to mutual fund net asset value forecasting (1996)A neural network approach to …Business research methods (1978)Stock market prediction system with modular neural networks (1990)Technical analysis of stock trends (1997)Financial time series forecasting using support vector machines (2003)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Forecasting the behavior of multivariate time series using neural networks (1992)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Neural Networks: A New Tool for Predicting Thrift Failures* (1992)Forecasting with artificial neural networks: (1998)Application of support vector machines in financial time series forecasting (2001)Support vector machine with adaptive parameters in financial time series forecasting (2003)The Behavior of Stock-Market Prices (1965)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)A Bayesian regularized artificial neural network for stock market forecasting (2013)Application of Artificial Intelligence in Stock Market Forecasting: A Critique, Review, and Research Agenda (2021)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Using artificial neural network models in stock market index prediction (2011)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Applications of deep learning in stock market prediction: Recent progress (2021)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Machine learning techniques and data for stock market forecasting: A literature review (2022)PORTFOLIO SELECTION* (1952)Price Momentum and Trading Volume (2000)Deep Learning for Stock Market Prediction (2020)Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis (2020)Analyzing Stock Market Movements Using Twitter Sentiment Analysis (2012)Stock Price Prediction Using the ARIMA Model (2014)Study of Effectiveness of Time Series Modeling (Arima) in Forecasting Stock Prices (2014)Detection and classification of social media-based extremist affiliations using sentiment analysis techniques (2019)Exploring deep neural networks for rumor detection (2019)Enhancing the Prediction of Stock Market Movement Using Neutrosophic-Logic-Based Sentiment Analysis (2024)Fuzzy sets (1965)Generalized autoregressive conditional heteroskedasticity (1986)Fuzzy sets (1996)Machine learning techniques for stock price prediction and graphic signal recognition (2023)A Deep Learning Based Expert Framework for Portfolio Prediction and Forecasting (2024)Economic prediction using neural networks: the case of IBM daily stock returns (1988)Time series forecasting using a hybrid ARIMA and neural network model (2003)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)A CNN-BiLSTM-AM method for stock price prediction (2020)Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process (2021)Predicting stock market index using LSTM (2022)Big Data Deep Learning: Challenges and Perspectives (2014)Machine learning models predicting returns: why most popular performance metrics are misleading and proposal for an efficient metric (2021)A stock time series forecasting approach incorporating candlestick patterns and sequence similarity (2022)Series decomposition Transformer with period-correlation for stock market index prediction (2023)Trend discovery in financial time series data using a case based fuzzy decision tree (2010)An improved sales forecasting approach by the integration of genetic fuzzy systems and data clustering: Case study of printed circuit board (2011)Artificial chemical reaction optimization of neural networks for efficient prediction of stock market indices (2015)
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References

  • 2000Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index758 cited
  • 2018Deep learning-based feature engineering for stock price movement prediction483 cited
  • 2019Stock price prediction based on deep neural networks378 cited
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  • 1996A neural network approach to mutual fund net asset value forecasting171 cited
  • 2000Non-linear financial time series forecasting - Application to the Bel 20 stock market index129 cited
  • 2020Financial market prediction under deep learning framework using auto encoder and kernel extreme learning machine90 cited
  • 2019Development of stock market trend prediction system using multiple regression75 cited
  • 1999Forecasting Market Trends with Neural Networks70 cited
  • 2019Time series forecasting for stock market prediction through data discretization by fuzzistics and rule generation by rough set theory68 cited
  • 2019An integrated framework of genetic network programming and multi-layer perceptron neural network for prediction of daily stock return: An application in Tehran stock exchange market64 cited
  • 2019Stock Price Movements Classification Using Machine and Deep Learning Techniques-The Case Study of Indian Stock Market55 cited
  • 2015Hybrid nonlinear adaptive scheme for stock market prediction using feedback FLANN and factor analysis53 cited

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  • 2019Neural Network Models for Stock Selection Based on Fundamental Analysis42 cited
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