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Interpretable stock price forecasting model using genetic algorithm-machine learning regressions and best feature subset selection
14 references·1 citing·48 second hop
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References

  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications771 cited
  • 2021Applications of deep learning in stock market prediction: Recent progress725 cited
  • 2019Stock price prediction based on deep neural networks378 cited
  • 2021Forecasting gold price with the XGBoost algorithm and SHAP interaction values334 cited
  • 2020Mean–variance portfolio optimization using machine learning-based stock price prediction302 cited
  • 2021Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process292 cited
  • 2019Study on the prediction of stock price based on the associated network model of LSTM288 cited
  • 2021The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning148 cited
  • 2016An adaptive stock index trading decision support system136 cited
  • 2017Web Media and Stock Markets : A Survey and Future Directions from a Big Data Perspective133 cited
  • 2020Predicting the Direction of US Stock Prices Using Effective Transfer Entropy and Machine Learning Techniques108 cited
  • 2020Prediction-Based Portfolio Optimization Models Using Deep Neural Networks104 cited
  • 2011Intelligent stock trading system based on improved technical analysis and Echo State Network102 cited

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2021
Explainable Machine Learning Exploiting News and Domain-Specific Lexicon for Stock Market Forecasting
83 cited

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  • 2024Predicting Economic Trends and Stock Market Prices with Deep Learning and Advanced Machine Learning Techniques60 cited