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Integrating big data driven sentiments polarity and ABC-optimized LSTM for time series forecasting
16 references·0 citing·42 second hop
Integrating big data driven sentiments polarity and ABC-optimized LSTM for time series forecasting (2021)Integrating big data driven sentiments po…Stock closing price prediction based on sentiment analysis and LSTM (2019)Stock closing price predictio…Big data analytics for financial Market volatility forecast based on support vector machine (2019)Big data analytics for financ…A novel hybrid stock selection method with stock prediction (2019)A novel hybrid stock selectio…Using Twitter trust network for stock market analysis (2018)Using Twitter trust network f…NSE Stock Market Prediction Using Deep-Learning Models (2018)NSE Stock Market Prediction U…Hybrid Variational Mode Decomposition and evolutionary robust kernel extreme learning machine for stock price and movement prediction on daily basis (2018)Hybrid Variational Mode Decom…EMD2FNN: A strategy combining empirical mode decomposition and factorization machine based neural network for stock market trend prediction (2018)EMD2FNN: A strategy combining…Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…Stock prediction using deep learning (2016)Stock prediction using deep l…Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction (2015)Integrating metaheuristics an…Stock Price Prediction Using the ARIMA Model (2014)Stock Price Prediction Using …Using artificial neural network models in stock market index prediction (2011)Using artificial neural netwo…Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm (2010)Forecasting stock markets usi…Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Application of neural network…GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)GARCH 101: The Use of ARCH/GA…Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)Stock index forecasting based on a hybrid model (2011)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)A systematic review of fundamental and technical analysis of stock market predictions (2019)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Financial time series forecasting model based on CEEMDAN and LSTM (2018)A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting (2021)Forecasting enrollments based on fuzzy time series (1996)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)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)Machine learning techniques and data for stock market forecasting: A literature review (2022)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)Forecasting with artificial neural networks: (1998)Time series forecasting using a hybrid ARIMA and neural network model (2003)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)Stock price prediction using deep learning and frequency decomposition (2020)Investor Sentiment and the Cross‐Section of Stock Returns (2006)A CNN-BiLSTM-AM method for stock price prediction (2020)A CNN-LSTM-Based Model to Forecast Stock Prices (2020)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Economic Forces and the Stock Market (1986)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)New frontiers for arch models (2002)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Short-Term Traffic Flow Forecasting: An Experimental Comparison of Time-Series Analysis and Supervised Learning (2013)Principles of Forecasting (2001)25 years of time series forecasting (2006)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)
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References

  • 1978Time Series Analysis: Forecasting and Control.5,395 cited
  • 2017Deep learning with long short-term memory networks for financial market predictions3,010 cited
  • 2001GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics1,279 cited
  • 2014Stock Price Prediction Using the ARIMA Model1,169 cited
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  • 2018NSE Stock Market Prediction Using Deep-Learning Models629 cited
  • 2002Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index537 cited
  • 2019Stock closing price prediction based on sentiment analysis and LSTM469 cited
  • 2010Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm399 cited
  • 2016Stock prediction using deep learning349 cited
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  • 2018EMD2FNN: A strategy combining empirical mode decomposition and factorization machine based neural network for stock market trend prediction156 cited
  • 2018Hybrid Variational Mode Decomposition and evolutionary robust kernel extreme learning machine for stock price and movement prediction on daily basis156 cited
  • 2019Big data analytics for financial Market volatility forecast based on support vector machine

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146 cited
  • 2018Using Twitter trust network for stock market analysis133 cited
  • 2019A novel hybrid stock selection method with stock prediction100 cited
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