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A Fusion Framework for Forecasting Financial Market Direction Using Enhanced Ensemble Models and Technical Indicators
16 references·0 citing·38 second hop
A Fusion Framework for Forecasting Financial Market Direction Using Enhanced Ensemble Models and Technical Indicators (2021)A Fusion Framework for Forecasting Financ…Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Deep learning networks for st…Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Predicting stock and stock pr…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting direction of stock…Investor sentiment and stock returns: Some international evidence (2009)Investor sentiment and stock …Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Surveying stock market foreca…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…The Efficient Market Hypothesis and Its Critics (2003)The Efficient Market Hypothes…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Constructivist and Ecological Rationality in Economics (2003)Constructivist and Ecological…Forecasting with artificial neural networks: (1998)Forecasting with artificial n…Persuasive evidence of market inefficiency (1985)Persuasive evidence of market…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Random Walks in Stock Market Prices (1965)Random Walks in Stock Market …Book Review: Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Time series forecasting using a hybrid ARIMA and neural network model (2003)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Financial time series forecasting using support vector machines (2003)Evaluating multiple classifiers for stock price direction prediction (2015)Sentiment analysis on social media for stock movement prediction (2015)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)The Cross-Section of Expected Stock Returns (1992)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Asymmetric causality tests with an application (2011)Applications of deep learning in stock market prediction: Recent progress (2021)Judgment under Uncertainty: Heuristics and Biases (1974)Market stress and herding (2004)How do business and financial cycles interact? (2011)What Are Microfoundations? (2013)Data mining with big data (2013)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social Media: Defining, Developing, and Divining (2015)Multifactor Explanations of Asset Pricing Anomalies (1996)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)
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References

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  • 2008

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Surveying stock market forecasting techniques – Part II: Soft computing methods
861 cited
  • 2017Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies854 cited
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