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A time-varying stock portfolio selection model based on optimized PSO-BiLSTM and multi-objective mathematical programming under budget constraints
16 references·0 citing·43 second hop
A time-varying stock portfolio selection model based on optimized PSO-BiLSTM and multi-objective mathematical programming under budget constraints (2023)A time-varying stock portfolio selection …Data Science and Analytics: An Overview from Data-Driven Smart Computing, Decision-Making and Applications Perspective (2021)Data Science and Analytics: A…Applications of deep learning in stock market prediction: Recent progress (2021)Applications of deep learning…Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine (2018)Forecasting Stock Market Move…Stock market's price movement prediction with LSTM neural networks (2017)Stock market's price movement…Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…Sentiment analysis of Twitter data for predicting stock market movements (2016)Sentiment analysis of Twitter…Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model (2016)Predicting the Direction of S…Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Predicting stock and stock pr…Financial time series forecasting using independent component analysis and support vector regression (2009)Financial time series forecas…Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Surveying stock market foreca…Another look at measures of forecast accuracy (2006)Another look at measures of f…Time series forecasting using a hybrid ARIMA and neural network model (2003)Time series forecasting using…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…Real Business Cycles: A New Keynesian Perspective (1989)Real Business Cycles: A New K…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Stock market prediction system with modular neural networks (1990)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Forecasting stock market movement direction with support vector machine (2004)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Forecasting methods and applications (1993)Principles of Forecasting (2001)Analysis of Financial Time Series (2006)Automatic Time Series Forecasting: The forecast Package for R (2008)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Financial time series forecasting using support vector machines (2003)Evaluating multiple classifiers for stock price direction prediction (2015)Sentiment analysis on social media for stock movement prediction (2015)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Book Review: Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Forecasting with artificial neural networks: (1998)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)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! 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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*23,066 cited
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  • 2003Time series forecasting using a hybrid ARIMA and neural network model4,583 cited
  • 2017Deep learning with long short-term memory networks for financial market predictions3,010 cited
  • 2003From Efficient Markets Theory to Behavioral Finance1,998 cited
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  • 2017Stock market's price movement prediction with LSTM neural networks986 cited
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  • 2016Sentiment analysis of Twitter data for predicting stock market movements482 cited
  • 1989Real Business Cycles: A New Keynesian Perspective

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270 cited
  • 2016Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model263 cited
  • 2018Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine257 cited
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