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Prediction of stock price direction using the LASSO-LSTM model combines technical indicators and financial sentiment analysis
16 references·0 citing·40 second hop
Prediction of stock price direction using the LASSO-LSTM model combines technical indicators and financial sentiment analysis (2022)Prediction of stock price direction using…Stock market movement forecast: A Systematic review (2020)Stock market movement forecas…Stock price prediction using DEEP learning algorithm and its comparison with machine learning algorithms (2019)Stock price prediction using …Stock price prediction based on deep neural networks (2019)Stock price prediction based …Technical Analysis of Stock Trends (2018)Technical Analysis of Stock T…A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction (2017)A feature weighted support ve…Computational Intelligence and Financial Markets: A Survey and Future Directions (2016)Computational Intelligence an…Predicting stock market index using fusion of machine learning techniques (2014)Predicting stock market index…Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Forecasting the Equity Risk P…Sentiment During Recessions (2012)Sentiment During RecessionsCombining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches (2010)Combining multiple feature se…An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)An Adaptive Network-Based Fuz…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…Random Walks in Stock Market Prices (1995)Random Walks in Stock Market …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Dividend yields and expected stock returns (1988)Business conditions and expected returns on stocks and bonds (1989)Common risk factors in the returns on stocks and bonds (1993)A new accuracy measure based on bounded relative error for time series forecasting (2017)Systematic analysis and review of stock market prediction techniques (2019)Generalized autoregressive conditional heteroskedasticity (1986)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Sentiment analysis on social media for stock movement prediction (2015)A systematic review of fundamental and technical analysis of stock market predictions (2019)PORTFOLIO SELECTION* (1952)The Behavior of Stock-Market Prices (1965)Application of support vector machines in financial time series forecasting (2001)Literature review: Machine learning techniques applied to financial market prediction (2019)Machine learning in energy economics and finance: A review (2019)Deep Learning for Stock Market Prediction (2020)Prospect theory: An analysis of decision under risk (1988)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)News implied volatility and disaster concerns (2016)Textual Analysis in Accounting and Finance: A Survey (2016)Manager sentiment and stock returns (2018)The General Theory of Employment, Interest and Money. (1936)On Persistence in Mutual Fund Performance (1997)Forecasting Stock Returns (2013)Short interest and aggregate stock returns (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Has Financial Development Made the World Riskier? (2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Cross-Section of Expected Stock Returns (1992)Media Coverage and the Cross‐section of Stock Returns (2009)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis (2020)Middle‐Status Conformity: Theoretical Restatement and Empirical Demonstration in Two Markets (2001)Text mining for market prediction: A systematic review (2014)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)
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References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 1995Random Walks in Stock Market Prices1,227 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators1,001 cited
  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications771 cited
  • 2014Predicting stock market index using fusion of machine learning techniques608 cited
  • 2016Computational Intelligence and Financial Markets: A Survey and Future Directions592 cited
  • 2010An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange426 cited
  • 2017A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction382 cited
  • 2010Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches378 cited
  • 2019Stock price prediction based on deep neural networks378 cited
  • 2020Stock market movement forecast: A Systematic review374 cited

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  • 2019Stock price prediction using DEEP learning algorithm and its comparison with machine learning algorithms293 cited
  • 2018Technical Analysis of Stock Trends266 cited
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