SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Prediction of Stock Market Using Recurrent Neural Network
6 references·0 citing·27 second hop
Prediction of Stock Market Using Recurrent Neural Network (2021)Prediction of Stock Market Using Recurren…Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network in Quantitative Trading (2020)Portfolio Optimization-Based …Deep Learning for Multivariate Financial Time Series (2015)Deep Learning for Multivariat…Financial time series forecasting using support vector machines (2003)Financial time series forecas…Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks (1998)Comparative study of stock tr…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetEfficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Forecasting with artificial neural networks: (1998)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)Stock market's price movement prediction with LSTM neural networks (2017)Economic prediction using neural networks: the case of IBM daily stock returns (1988)Recognizing Financial Distress Patterns Using a Neural Network Tool (1993)Designing a neural network for forecasting financial and economic time series (1996)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Forecasting daily stock market return using dimensionality reduction (2016)Deep learning for financial applications : A survey (2020)PORTFOLIO SELECTION* (1952)Common risk factors in the returns on stocks and bonds (1993)Deep learning with long short-term memory networks for financial market predictions (2017)Markowitz Mean-Variance Portfolio Optimization with Predictive Stock Selection Using Machine Learning (2022)Stock price prediction based on LSTM and LightGBM hybrid model (2022)Forecasting Stock Market Indices Using the Recurrent Neural Network Based Hybrid Models: CNN-LSTM, GRU-CNN, and Ensemble Models (2023)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)An intelligent stock trading decision support system through integration of genetic algorithm based fuzzy neural network and artificial neural network (2001)A Practical Machine Learning Approach for Dynamic Stock Recommendation (2018)Ensemble deep learning framework for stock market data prediction (EDLF-DP) (2021)A survey of deep learning applications in cryptocurrency (2023)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)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)
this work references cited by second hop

References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 2003Financial time series forecasting using support vector machines1,734 cited
  • 1998Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks537 cited
  • 2020Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network in Quantitative Trading191 cited
  • 2015Deep Learning for Multivariate Financial Time Series58 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work