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Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact.
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Ehsan Hajizadeh, H. Davari Ardakani, and Jamal Shahrabi · 2010
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A survey on multiobjective evolutionary algorithms for the solution of the portfolio optimization problem and other finance and economics applications
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On the importance of initialization and momentum in deep learning
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On the difficulty of training recurrent neural networks
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Nikolay Nikolaev, Peter Tino, and Evgueni Smirnov · 2013
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Nijolė Maknickienė and Algirdas Maknickas · 2013
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Arman Khadjeh Nassirtoussi, Saeed Aghabozorgi, Teh Ying Wah, and David Chek Ling Ngo · 2014
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Textual sentiment in finance: A survey of methods and models
Colm Kearney and Sha Liu · 2014
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Artificial intelligence applications in financial forecasting – a survey and some empirical results
Binoy B. Nair and V.P. Mohandas · 2014
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Diederik P Kingma and Jimmy Ba · 2014
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Ensemble deep learning for regression and time series forecasting
Xueheng Qiu, Le Zhang, Ye Ren, P. Suganthan, and Gehan Amaratunga · 2014
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Sufficient forecasting using factor models
Jianqing Fan, Lingzhou Xue, and Jiawei Yao · 2014
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A model with fuzzy granulation and deep belief networks for exchange rate forecasting
Ren Zhang, Furao Shen, and Jinxi Zhao · 2014
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Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects
Georgios Sermpinis, Charalampos Stasinakis, and Christian Dunis · 2014
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Investigation of financial market prediction by recurrent neural network
Nijole Maknickiene, Aleksandras Vytautas Rutkauskas, and Algirdas Maknickas · 2014
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Predicting stock market trends by recurrent deep neural networks
Akira Yoshihara, Kazuki Fujikawa, Kazuhiro Seki, and Kuniaki Uehara · 2014
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Genetic algorithms and darwinian approaches in financial applications: A survey
Ruben Aguilar-Rivera, Manuel Valenzuela-Rendon, and J.J. Rodriguez-Ortiz · 2015
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Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review
Yong Hu, Kang Liu, Xiangzhou Zhang, Lijun Su, E.W.T. Ngai, and Mei Liu · 2015
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Financial time series prediction based on deep learning
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Long memory and predictability in financial markets
Takahashi · 2017
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A multi-objective deep reinforcement learning approach for stock index future’s intraday trading
Weiyu Si, Jinke Li, Peng Ding, and Ruonan Rao · 2017
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A deep learning ensemble approach for crude oil price forecasting
Yang Zhao, Jianping Li, and Lean Yu · 2017
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Forecasting crude oil prices: a deep learning based model
Yanhui Chen, Kaijian He, and Geoffrey K.F. Tso · 2017
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Convolutional neural networks applied to high-frequency market microstructure forecasting
Jonathan Doering, Michael Fairbank, and Sheri Markose · 2017
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Deep learning
Yann LeCun, Yoshua Bengio, and Geoffrey Hinton · 2015
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Deep learning in neural networks: An overview
Jürgen Schmidhuber · 2015
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Delving deep into rectifiers: Surpassing human-level performance on imagenet classification
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Fully convolutional networks for semantic segmentation
Jonathan Long, Evan Shelhamer, and Trevor Darrell · 2015
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Time series prediction using restricted boltzmann machines and backpropagation
Rafael Hrasko, André GC Pacheco, and Renato A Krohling · 2015
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A lstm-based method for stock returns prediction: A case study of china stock market
Kai Chen, Yi Zhou, and Fangyan Dai · 2015
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Deep learning for multivariate financial time series
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Research on exchange rate forecasting based on deep belief network
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Deep learning for financial time series forecasting in a-trader system
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Financial time series prediction using deep learning, 2017
Ariel Navon and Yosi Keller · 2017
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Recurrent neural networks approach to the financial forecast of google assets
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Restricted boltzmann machine based stock market trend prediction
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Stock markets price movement prediction with lstm neural networks
David M. Q. Nelson, Adriano C. M. Pereira, and Renato A. de Oliveira · 2017
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A deep learning based stock trading model with 2-d cnn trend detection
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Intraday prediction of borsa istanbul using convolutional neural networks and feature correlations
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A new model for stock price movements prediction using deep neural network
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Sentiment predictability for stocks
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Predicting stock trends based on expert recommendations using gru/lstm neural networks
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Threshold-based portfolio: the role of the threshold and its applications
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Deep and wide neural networks on multiple sets of temporal data with correlation
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