SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Machine-learning classification techniques for the analysis and prediction of high-frequency stock direction
13 references·1 citing·48 second hop
Machine-learning classification techniques for the analysis and prediction of high-frequency stock direction (2014)Machine-learning classification technique…Quantifying the Behavior of Stock Correlations Under Market Stress (2012)Quantifying the Behavior of S…Econometrics of Financial High-Frequency Data (2011)Econometrics of Financial Hig…Financial Stock Market Forecast using Data Mining Techniques (2010)Financial Stock Market Foreca…Can blog communication dynamics be correlated with stock market activity? (2008)Can blog communication dynami…Investment information content in Bollinger Bands? (2007)Investment information conten…Which Daily Price is Less Noisy? (2006)Which Daily Price is Less Noi…Properties of Realized Variance Under Alternative Sampling Schemes (2006)Properties of Realized Varian…Forecasting Intraday stock price trends with text mining techniques (2004)Forecasting Intraday stock pr…Data Cleaning: Problems and Current Approaches. (2000)Data Cleaning: Problems and C…Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…New Concepts in Technical Trading Systems (1978)New Concepts in Technical Tra…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetMarket Making and Reversal on the Stock Exchange (1966)Market Making and Reversal on…Predicting the Price of Bitcoin Using Machine Learning (2018)Predicting the Price of Bitco…The field matching problem: Algorithms and applications (1996)An overview of data warehousing and OLAP technology (1997)Real-world Data is Dirty: Data Cleansing and The Merge/Purge Problem (1998)Data fusion (2009)A Survey of Indexing Techniques for Scalable Record Linkage and Deduplication (2011)Social Data: Biases, Methodological Pitfalls, and Ethical Boundaries (2019)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Realized Variance and Market Microstructure Noise (2006)Brownian Motion and Stochastic Calculus (2007)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes (2012)Periodic Structure in the Brownian Motion of Stock Prices (1962)Public Regulation of the Securities Markets (1964)The Random Character of Stock Market Prices (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Efficient Capital Markets: II (1991)The Behavior of Stock-Market Prices (1965)Predictability of Stock Market Prices. (1971)Textual analysis of stock market prediction using breaking financial news (2009)Text mining for market prediction: A systematic review (2014)Big Data Analytics in Financial Statement Audits (2015)Is the correlation in international equity returns constant: 1960–1990? (1995)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)A theory of power-law distributions in financial market fluctuations (2003)Quantifying the Relationship Between Financial News and the Stock Market (2013)Quantifying Wikipedia Usage Patterns Before Stock Market Moves (2013)The History Manifesto (2014)Designing a neural network for forecasting financial and economic time series (1996)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Practical Bayesian Optimization of Machine Learning Algorithms (2012)An innovative neural network approach for stock market prediction (2018)Deep learning for financial applications : A survey (2020)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Modelling Financial High Frequency Data Using Point Processes (2009)Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit (2013)Stock market investors' use of stop losses and the disposition effect (2015)A Signal Processing Perspective on Financial Engineering (2016)Noise Trader Risk in Financial Markets (1990)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Financial time series forecasting using support vector machines (2003)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Predicting the direction of stock market prices using tree-based classifiers (2018)Predicting stock market index using LSTM (2022)
this work references cited by second hop

References

  • 1973A Random Walk Down Wall Street1,751 cited
  • 2000Data Cleaning: Problems and Current Approaches.1,470 cited
  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications773 cited
  • 1978New Concepts in Technical Trading Systems465 cited
  • 1966Market Making and Reversal on the Stock Exchange371 cited
  • 2004Forecasting Intraday stock price trends with text mining techniques266 cited
  • 2012Quantifying the Behavior of Stock Correlations Under Market Stress204 cited
  • 2011Econometrics of Financial High-Frequency Data183 cited
  • 2006Properties of Realized Variance Under Alternative Sampling Schemes169 cited
  • 2008Can blog communication dynamics be correlated with stock market activity?121 cited
  • 2010Financial Stock Market Forecast using Data Mining Techniques118 cited
  • 2007Investment information content in Bollinger Bands?73 cited
  • 2006Which Daily Price is Less Noisy?19 cited

Cited by

  • 2018Predicting the Price of Bitcoin Using Machine Learning702 cited

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