SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Research on Financial Risk Intelligent Monitoring and Early Warning Model Based on LSTM, Transformer, and Deep Learning
14 references·1 citing·59 second hop
Research on Financial Risk Intelligent Monitoring and Early Warning Model Based on LSTM, Transformer, and Deep Learning (2024)Research on Financial Risk Intelligent Mo…Fin-GAN: forecasting and classifying financial time series via generative adversarial networks (2024)Fin-GAN: forecasting and clas…Testing for integration and cointegration when time series are observed with noise (2023)Testing for integration and c…Prediction of Complex Stock Market Data Using an Improved Hybrid EMD-LSTM Model (2023)Prediction of Complex Stock M…Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets (2023)Prediction based mean-value-a…News-based intelligent prediction of financial markets using text mining and machine learning: A systematic literature review (2023)News-based intelligent predic…Hybrid neural network-based metaheuristics for prediction of financial markets: a case study on global gold market (2023)Hybrid neural network-based m…Autoregressive models in environmental forecasting time series: a theoretical and application review (2023)Autoregressive models in envi…ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS (2022)ON THE RELATIONSHIP BETWEEN E…Distributed ARIMA models for ultra-long time series (2022)Distributed ARIMA models for …Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints (2021)Optimization algorithms and i…Measuring Similarity for Data-Aware Business Processes (2021)Measuring Similarity for Data…Autonomous Motivation and Self-Disclosure Intention (2021)Autonomous Motivation and Sel…Application of Improved Convolution Neural Network in Financial Forecasting (2021)Application of Improved Convo…Scalable Discovery of Hybrid Process Models in a Cloud Computing Environment (2019)Scalable Discovery of Hybrid …Multidimensional Financial Metrics for Corporate Financial Risk Assessment and Early Warning Mechanisms (2024)Multidimensional Financial Me…Workflow mining: discovering process models from event logs (2004)Discovering Block-Structured Process Models from Event Logs - A Constructive Approach (2013)Process Mining (2016)Optimal alignments between large event logs and process models over distributed systems: An approach based on Petri nets (2022)Discovering Hierarchical Multi-Instance Business Processes From Event Logs (2023)Multi-modal fusion for business process prediction in call center scenarios (2024)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Another look at measures of forecast accuracy (2006)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Forecast combinations: An over 50-year review (2022)Forecasting: theory and practice (2022)THE APPLICATION OF PETRI NETS TO WORKFLOW MANAGEMENT (1998)Graph Matching Algorithms for Business Process Model Similarity Search (2009)Similarity of business process models: Metrics and evaluation (2010)Development of Collaborative Business Processes: A Correctness Enforcement Approach (2019)Formal Modeling and Discovery of Hierarchical Business Processes: A Petri Net-Based Approach (2022)Formal Modeling and Discovery of Multi-instance Business Processes: A Cloud Resource Management Case Study (2022)Irreversibility, Uncertainty, and Cyclical Investment (1980)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Analysing the impact of geopolitical risk and economic policy uncertainty on the environmental sustainability: evidence from BRICS countries (2023)Environmental reverberations of geopolitical risk and economic policy uncertainty resulting from the Russia-Ukraine conflict: A wavelet based approach for sectoral CO2 emissions (2023)The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions (2023)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Twitter mood predicts the stock market (2011)A bibliometric literature review of stock price forecasting: From statistical model to deep learning approach (2024)An Advisor Neural Network framework using LSTM-based Informative Stock Analysis (2024)Hybrid ML models for volatility prediction in financial risk management (2025)Time Series Analysis Forecasting and Control. (1971)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Time series forecasting using a hybrid ARIMA and neural network model (2003)Carbon emission prediction models: A review (2024)Optimal Gasoline Price Predictions: Leveraging the ANFIS Regression Model (2024)A hybrid approach to time series forecasting: Integrating ARIMA and prophet for improved accuracy (2025)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Financial time series forecasting model based on CEEMDAN and LSTM (2018)Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models (2018)Deep LSTM and LSTM-Attention Q-learning based reinforcement learning in oil and gas sector prediction (2023)Development of a Robust Stock Market Prediction Mechanism based on Enhanced Comprehensive Learning Principles (2023)Deep learning for financial forecasting: A review of recent trends (2025)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)An exploratory data analysis approach for analyzing financial accounting data using machine learning (2023)Developing a hybrid system for stock selection and portfolio optimization with many-objective optimization based on deep learning and improved NSGA-III (2024)The impact of oil and global markets on Saudi stock market predictability: A machine learning approach (2024)Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Time Series Momentum (2011)Deep learning with long short-term memory networks for financial market predictions (2017)Learning and processing framework using Fuzzy Deep Neural Network for trading and portfolio rebalancing (2024)Strategies for Humanitarian Logistics and Supply Chain in Organizational Contexts: Pre- and Post-Disaster Management Perspectives (2024)Sustainable supply chain decision-making in the automotive industry: A data-driven approach (2024)Analysis of Financial Time Series (2005)Using artificial neural network models in stock market index prediction (2011)Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks (2017)Deep Learning in Finance: A Survey of Applications and Techniques (2024)VolGAN: A Generative Model for Arbitrage-Free Implied Volatility Surfaces (2024)Navigating AI-Driven Financial Forecasting: A Systematic Review of Current Status and Critical Research Gaps (2025)
this work references cited by second hop

References

  • 2023Autoregressive models in environmental forecasting time series: a theoretical and application review239 cited
  • 2023News-based intelligent prediction of financial markets using text mining and machine learning: A systematic literature review162 cited
  • 2023Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets141 cited
  • 2023Prediction of Complex Stock Market Data Using an Improved Hybrid EMD-LSTM Model133 cited
  • 2022ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS119 cited
  • 2024Fin-GAN: forecasting and classifying financial time series via generative adversarial networks98 cited
  • 2022Distributed ARIMA models for ultra-long time series82 cited
  • 2023Hybrid neural network-based metaheuristics for prediction of financial markets: a case study on global gold market60 cited
  • 2021Measuring Similarity for Data-Aware Business Processes43 cited
  • 2019Scalable Discovery of Hybrid Process Models in a Cloud Computing Environment41 cited
  • 2021Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints34 cited
  • 2023Testing for integration and cointegration when time series are observed with noise32 cited
  • 2021Application of Improved Convolution Neural Network in Financial Forecasting

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

31 cited
  • 2021Autonomous Motivation and Self-Disclosure Intention15 cited
  • Cited by

    • 2024Multidimensional Financial Metrics for Corporate Financial Risk Assessment and Early Warning Mechanisms10 cited