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Deep Learning in Stock Portfolio Selection and Predictions
16 references·0 citing·46 second hop
Deep Learning in Stock Portfolio Selection and Predictions (2022)Deep Learning in Stock Portfolio Selectio…Machine learning in the Chinese stock market (2021)Machine learning in the Chine…Stock Closing Price Prediction using Machine Learning Techniques (2020)Stock Closing Price Predictio…Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis (2020)Predicting Stock Market Trend…Portfolio optimization with return prediction using deep learning and machine learning (2020)Portfolio optimization with r…Optimizing LSTM for time series prediction in Indian stock market (2020)Optimizing LSTM for time seri…Mean–variance portfolio optimization using machine learning-based stock price prediction (2020)Mean–variance portfolio optim…Predicting the direction of stock market prices using tree-based classifiers (2018)Predicting the direction of s…Deep learning-based feature engineering for stock price movement prediction (2018)Deep learning-based feature e…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…Stock prediction using deep learning (2016)Stock prediction using deep l…Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Deep neural networks, gradien…Deep learning for stock prediction using numerical and textual information (2016)Deep learning for stock predi…Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Predicting stock and stock pr…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Financial time series forecasting using support vector machines (2003)Forecasting stock market movement direction with support vector machine (2004)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)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)On Persistence in Mutual Fund Performance (1997)A five-factor asset pricing model (2014)Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series (2019)Literature review: Machine learning techniques applied to financial market prediction (2019)Deep learning for financial applications : A survey (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)PORTFOLIO SELECTION* (1952)Price Momentum and Trading Volume (2000)Deep Learning for Stock Market Prediction (2020)Short-term stock market price trend prediction using a comprehensive deep learning system (2020)Time series forecasting using a hybrid ARIMA and neural network model (2003)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Feature selection and deep neural networks for stock price direction forecasting using technical analysis indicators (2021)Examining the research taxonomy of artificial intelligence, deep learning & machine learning in the financial sphere—a bibliometric analysis (2023)SMP-DL: a novel stock market prediction approach based on deep learning for effective trend forecasting (2023)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process (2021)The applications of artificial neural networks, support vector machines, and long–short term memory for stock market prediction (2021)Forecasting Stock Market Prices Using Machine Learning and Deep Learning Models: A Systematic Review, Performance Analysis and Discussion of Implications (2023)Dividend Policy, Growth, and the Valuation of Shares (1961)The Structure of Scientific Revolutions (1963)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Noise Trader Approach to Finance (1990)Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Inefficient Markets (2000)Comparing Predictive Accuracy (1994)The Limits of Arbitrage (1995)Law, finance, and economic growth in China (2005)Explainable artificial intelligence modeling to forecast bitcoin prices (2023)Option Return Predictability with Machine Learning and Big Data (2023)FinTech: a literature review of emerging financial technologies and applications (2025)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)A Survey of Forex and Stock Price Prediction Using Deep Learning (2021)Applications of deep learning in stock market prediction: Recent progress (2021)
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References

  • 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 1978Some anomalous evidence regarding market efficiency1,419 cited
  • 2014Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques1,139 cited
  • 2017Stock market's price movement prediction with LSTM neural networks943 cited
  • 2016Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500749 cited
  • 2020Stock Closing Price Prediction using Machine Learning Techniques638 cited
  • 2021Machine learning in the Chinese stock market593 cited
  • 2018Deep learning-based feature engineering for stock price movement prediction483 cited
  • 2020Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis467 cited
  • 2016Deep learning for stock prediction using numerical and textual information420 cited
  • 2018Predicting the direction of stock market prices using tree-based classifiers376 cited
  • 2020Optimizing LSTM for time series prediction in Indian stock market367 cited
  • 2016Stock prediction using deep learning339 cited

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  • 2020Mean–variance portfolio optimization using machine learning-based stock price prediction302 cited
  • 2020Portfolio optimization with return prediction using deep learning and machine learning299 cited
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