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A performance comparison of machine learning models for stock market prediction with novel investment strategy
16 references·2 citing·47 second hop
A performance comparison of machine learning models for stock market prediction with novel investment strategy (2023)A performance comparison of machine learn…Technical analysis strategy optimization using a machine learning approach in stock market indices (2021)Technical analysis strategy o…Time-series forecasting of Bitcoin prices using high-dimensional features: a machine learning approach (2020)Time-series forecasting of Bi…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…Integrated Long-Term Stock Selection Models Based on Feature Selection and Machine Learning Algorithms for China Stock Market (2020)Integrated Long-Term Stock Se…Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)Stock Market Analysis: A Revi…Price Movement Prediction of Cryptocurrencies Using Sentiment Analysis and Machine Learning (2019)Price Movement Prediction of …Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine (2018)Forecasting Stock Market Move…Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction (2017)A feature weighted support ve…Forecasting volatility of oil price using an artificial neural network-GARCH model (2016)Forecasting volatility of oil…A Naïve SVM-KNN based stock market trend reversal analysis for Indian benchmark indices (2015)A Naïve SVM-KNN based stock m…Using artificial neural network models in stock market index prediction (2011)Using artificial neural netwo…Forecasting economic and financial time-series with non-linear models (2004)Forecasting economic and fina…Support vector machine with adaptive parameters in financial time series forecasting (2003)Support vector machine with a…Financial time series forecasting using support vector machines (2003)Financial time series forecas…Evaluation of Cost-Sensitive Learning Models in Forecasting Business Failure of Capital Market Firms (2025)Evaluation of Cost-Sensitive …Artificial Intelligence vs. Efficient Markets: A Critical Reassessment of Predictive Models in the Big Data Era (2025)Artificial Intelligence vs. E…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Hybridization of evolutionary Levenberg–Marquardt neural networks and data pre-processing for stock market prediction (2012)Climate sentiments, transition risk, and financial stability in a stock-flow consistent model (2021)Forecasting gold price using a novel hybrid model with ICEEMDAN and LSTM-CNN-CBAM (2022)Forecasting with artificial neural networks: (1998)Stock market's price movement prediction with LSTM neural networks (2017)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)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting (2021)Designing a neural network for forecasting financial and economic time series (1996)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using independent component analysis and support vector regression (2009)Support vector regression with chaos-based firefly algorithm for stock market price forecasting (2012)Financial time series forecasting with multi-modality graph neural network (2021)Time Series Analysis, Forecasting and Control. 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(1980)Twitter mood predicts the stock market (2011)Deep Learning for Stock Market Prediction (2020)Stock price prediction with optimized deep LSTM network with artificial rabbits optimization algorithm (2023)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey (2021)Algorithmic Trading and Financial Forecasting Using Advanced Artificial Intelligence Methodologies (2022)Bitcoin price change and trend prediction through twitter sentiment and data volume (2022)Time series forecasting using a hybrid ARIMA and neural network model (2003)Forecasting stock market movement direction with support vector machine (2004)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)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)
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References

  • 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
  • 2003Financial time series forecasting using support vector machines1,734 cited
  • 2003Support vector machine with adaptive parameters in financial time series forecasting1,008 cited
  • 2011Using artificial neural network models in stock market index prediction787 cited
  • 2020Stock Closing Price Prediction using Machine Learning Techniques638 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
  • 2017A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction382 cited
  • 2004Forecasting economic and financial time-series with non-linear models295 cited
  • 2019Price Movement Prediction of Cryptocurrencies Using Sentiment Analysis and Machine Learning273 cited
  • 2018Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine257 cited
  • 2016Forecasting volatility of oil price using an artificial neural network-GARCH model206 cited
  • 2020Time-series forecasting of Bitcoin prices using high-dimensional features: a machine learning approach182 cited
  • 2021

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Technical analysis strategy optimization using a machine learning approach in stock market indices
171 cited
  • 2015A Naïve SVM-KNN based stock market trend reversal analysis for Indian benchmark indices166 cited
  • 2020Integrated Long-Term Stock Selection Models Based on Feature Selection and Machine Learning Algorithms for China Stock Market158 cited
  • Cited by

    • 2025Artificial Intelligence vs. Efficient Markets: A Critical Reassessment of Predictive Models in the Big Data Era35 cited
    • 2025Evaluation of Cost-Sensitive Learning Models in Forecasting Business Failure of Capital Market Firms16 cited