References

• 2017A deep learning framework for financial time series using stacked autoencoders and long-short term memory1,131 cited
• 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators1,001 cited
• 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading821 cited
• 2018Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models786 cited
• 2019Autoencoder Asset Pricing Models489 cited
• 2018Deep learning-based feature engineering for stock price movement prediction483 cited
• 2018ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module373 cited
• 2011Augmented Dickey Fuller Test297 cited
• 2018Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis238 cited
• 2020The application research of neural network and BP algorithm in stock price pattern classification and prediction225 cited
• 2016A hybrid stock trading framework integrating technical analysis with machine learning techniques215 cited
• 2020Watch Me Improve—Algorithm Aversion and Demonstrating the Ability to Learn183 cited
• 2020An improved deep learning model for predicting stock market price time series173 cited
• 2014Empirical analysis: stock market prediction via extreme learning machine