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A Time Series Model Based on Deep Learning and Integrated Indicator Selection Method for Forecasting Stock Prices and Evaluating Trading Profits
16 references·0 citing·43 second hop
A Time Series Model Based on Deep Learning and Integrated Indicator Selection Method for Forecasting Stock Prices and Evaluating Trading Profits (2022)A Time Series Model Based on Deep Learnin…Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Generación de series de tiemp…Forecasting stock prices with a feature fusion LSTM-CNN model using different representations of the same data (2019)Forecasting stock prices with…Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets (2019)Combining Principal Component…Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Deep learning networks for st…A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)A deep learning framework for…A LSTM-based method for stock returns prediction: A case study of China stock market (2015)A LSTM-based method for stock…Text mining of news-headlines for FOREX market prediction: A Multi-layer Dimension Reduction Algorithm with semantics and sentiment (2014)Text mining of news-headlines…Stock Price Prediction Using the ARIMA Model (2014)Stock Price Prediction Using …Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011)Forecasting the Equity Risk P…The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets (2010)The role of implied volatilit…Application of support vector machines in financial time series forecasting (2001)Application of support vector…Additive outliers, GARCH and forecasting volatility (1999)Additive outliers, GARCH and …Introduction to financial forecasting (1996)Introduction to financial for…Random Walks in Stock Market Prices (1995)Random Walks in Stock Market …Can Stock Market Forecasters Forecast? 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References

  • 2017Deep learning with long short-term memory networks for financial market predictions3,010 cited
  • 2021Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN)1,559 cited
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  • 2014Stock Price Prediction Using the ARIMA Model1,169 cited
  • 2011Forecasting the Equity Risk Premium: The Role of Technical Indicators1,020 cited
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  • 2015A LSTM-based method for stock returns prediction: A case study of China stock market740 cited
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  • 2010The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets311 cited
  • 2019Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets

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290 cited
  • 2014Text mining of news-headlines for FOREX market prediction: A Multi-layer Dimension Reduction Algorithm with semantics and sentiment276 cited
  • 1999Additive outliers, GARCH and forecasting volatility266 cited
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