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An Overview of Machine Learning, Deep Learning, and Reinforcement Learning-Based Techniques in Quantitative Finance: Recent Progress and Challenges
16 references·6 citing·39 second hopsampled
An Overview of Machine Learning, Deep Learning, and Reinforcement Learning-Based Techniques in Quantitative Finance: Recent Progress and Challenges (2023)An Overview of Machine Learning, Deep Lea…Stock Market Prediction Using Machine Learning Techniques: A Decade Survey on Methodologies, Recent Developments, and Future Directions (2021)Stock Market Prediction Using…Applications of deep learning in stock market prediction: Recent progress (2021)Applications of deep learning…Stock market prediction using machine learning classifiers and social media, news (2020)Stock market prediction using…Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis (2020)Predicting Stock Market Trend…Deep Reinforcement Learning for Trading (2020)Deep Reinforcement Learning f…Deep Learning for Stock Market Prediction (2020)Deep Learning for Stock Marke…Adaptive stock trading strategies with deep reinforcement learning methods (2020)Adaptive stock trading strate…Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)Stock Market Analysis: A Revi…Predicting the daily return direction of the stock market using hybrid machine learning algorithms (2019)Predicting the daily return d…Indian stock market prediction using artificial neural networks on tick data (2019)Indian stock market predictio…CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)CNNpred: CNN-based stock mark…Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Deep learning networks for st…Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep Direct Reinforcement Lea…Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Predicting stock and stock pr…Using artificial neural network models in stock market index prediction (2011)Using artificial neural netwo…Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting direction of stock…Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions (2025)Major Issues in High-Frequenc…AI-Powered Behaviour Analysis in Financial Services (2025)AI-Powered Behaviour Analysis…Machine learning in financial forecasting: A U.S. review: Exploring the advancements, challenges, and implications of AI-driven predictions in financial markets (2024)Machine learning in financial…Intelligent Risk Evaluation for Investment Banking IPO Business Based on Text Analysis (2024)Intelligent Risk Evaluation f…Artificial intelligence, dynamic capabilities, and corporate financial asset allocation (2024)Artificial intelligence, dyna…The Artificial Intelligence Revolution in Digital Finance in Saudi Arabia: A Comprehensive Review and Proposed Framework (2023)The Artificial Intelligence R…Financial time series forecasting using support vector machines (2003)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Forecasting stock market movement direction with support vector machine (2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Evaluating multiple classifiers for stock price direction prediction (2015)Sentiment analysis on social media for stock movement prediction (2015)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Financial time series forecasting model based on CEEMDAN and LSTM (2018)A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting (2021)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)The Sharpe Ratio (1994)Deep learning-based feature engineering for stock price movement prediction (2018)Deep learning for financial applications : A survey (2020)Does the Stock Market Overreact? 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(1980)Twitter mood predicts the stock market (2011)Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process (2021)Stock price prediction with optimized deep LSTM network with artificial rabbits optimization algorithm (2023)The Behavior of Stock-Market Prices (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Stock market index prediction using deep Transformer model (2022)Forecasting Stock Market Prices Using Machine Learning and Deep Learning Models: A Systematic Review, Performance Analysis and Discussion of Implications (2023)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Stock price prediction using deep learning and frequency decomposition (2020)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)The applications of artificial neural networks, support vector machines, and long–short term memory for stock market prediction (2021)
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References

  • 2014Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques1,139 cited
  • 2010Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange880 cited
  • 2017Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies833 cited
  • 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading821 cited
  • 2011Using artificial neural network models in stock market index prediction787 cited
  • 2021Applications of deep learning in stock market prediction: Recent progress725 cited
  • 2019CNNpred: CNN-based stock market prediction using a diverse set of variables643 cited
  • 2020Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis467 cited
  • 2019Stock Market Analysis: A Review and Taxonomy of Prediction Techniques465 cited
  • 2020Deep Learning for Stock Market Prediction446 cited
  • 2020Stock market prediction using machine learning classifiers and social media, news336 cited
  • 2021Stock Market Prediction Using Machine Learning Techniques: A Decade Survey on Methodologies, Recent Developments, and Future Directions279 cited
  • 2019Predicting the daily return direction of the stock market using hybrid machine learning algorithms

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276 cited
  • 2019Indian stock market prediction using artificial neural networks on tick data271 cited
  • 2020Adaptive stock trading strategies with deep reinforcement learning methods263 cited
  • 2020Deep Reinforcement Learning for Trading226 cited
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    • 2025Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions28 cited
    • 2025AI-Powered Behaviour Analysis in Financial Services13 cited
    • 2024Intelligent Risk Evaluation for Investment Banking IPO Business Based on Text Analysis1 cited