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Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists.
Financial series prediction using attention lstm
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Global stock market prediction based on stock chart images using deep q-network
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Hats: A hierarchical graph attention network for stock movement prediction
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U-cnnpred: A universal cnn-based predictor for stock markets
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Predicting indian stock market using the psycho-linguistic features of financial news
Kumar, B. S., Ravi, V., & Miglani, R. (2019) · 1911
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Financial time series forecasting with deep learning: A systematic literature review: 2005-2019
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A comparative analysis of forecasting financial time series using arima, lstm, and bilstm
Siami-Namini, S., Tavakoli, N., & Namin, A. S. (2019) · 1911
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Dp-lstm: Differential privacy-inspired lstm for stock prediction using financial news
Li, X., Li, Y., Yang, H., Yang, L., & Liu, X.-Y. (2019b) · 1912
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Use of ranks in one-criterion variance analysis
Kruskal, W. H., & Wallis, W. A. (1952) · 1952
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Distributional structure
Harris, Z. S. (1954) · 1954
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The behavior of stock-market prices
Fama, E. F. (1965) · 1965
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Stock movement prediction from tweets and historical prices
Xu, Y., & Cohen, S. B. (2018) · 1979
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A feature-integration theory of attention
Treisman, A. M., & Gelade, G. (1980) · 1980
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Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · 1986
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Returns to buying winners and selling losers: Implications for stock market efficiency
Jegadeesh, N., & Titman, S. (1993) · 1993
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The sharpe ratio
Sharpe, W. F. (1994) · 1994
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Text categorization with support vector machines: Learning with many relevant features
Joachims, T. (1998) · 1998
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Comparing predictive accuracy
Diebold, F. X., & Mariano, R. S. (2002) · 2002
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Nltk: the natural language toolkit
Loper, E., & Bird, S. (2002) · 2002
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The efficient market hypothesis and its critics
Malkiel, B. G. (2003) · 2003
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Feature selection for text categorization on imbalanced data
Zheng, Z., Wu, X., & Srihari, R. (2004) · 2004
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Feature selection based on mutual information criteria of max-dependency, max-relevance, and min-redundancy
Peng, H., Long, F., & Ding, C. (2005) · 2005
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An introduction to roc analysis
Fawcett, T. (2006) · 2006
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Understanding MACD
Appel, G., & Dobson, E. (2007) · 2007
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Surveying stock market forecasting techniques – part ii: Soft computing methods
Atsalakis, G. S., & Valavanis, K. P. (2009) · 2008
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Freebase: a collaboratively created graph database for structuring human knowledge
Bollacker, K., Evans, C., Paritosh, P., Sturge, T., & Taylor, J. (2008) · 2008
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The use of narx neural networks to predict chaotic time series
Diaconescu, E. (2008) · 2008
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Long-term time series prediction with the narx network: An empirical evaluation
Menezes Jr, J. M. P., & Barreto, G. A. (2008) · 2008
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Textual analysis of stock market prediction using breaking financial news: The azfin text system
Schumaker, R. P., & Chen, H. (2009) · 2009
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Applications of artificial neural networks in financial economics: A survey
Li, Y., & Ma, W. (2010) · 2010
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Text mining approaches for stock market prediction
Nikfarjam, A., Emadzadeh, E., & Muthaiyah, S. (2010) · 2010
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The psychological meaning of words: Liwc and computerized text analysis methods
Tausczik, Y. R., & Pennebaker, J. W. (2010) · 2010
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A class of hybrid morphological perceptrons with application in time series forecasting
Araújo, R. d. A. (2011) · 2011
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Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the istanbul stock exchange
Kara, Y., Boyacioglu, M. A., & Baykan, Ö. K. (2011) · 2011
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Financial forecasting based on artificial neural networks: Promising directions for modeling
Roshan, W., Gopura, R., & Jayasekara, A. (2011) · 2011
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Forecasting stock indices with back propagation neural network
Wang, J.-Z., Wang, J.-J., Zhang, Z.-G., & Guo, S.-P. (2011) · 2011
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Hybridization of evolutionary levenberg–marquardt neural networks and data pre-processing for stock market prediction
Asadi, S., Hadavandi, E., Mehmanpazir, F., & Nakhostin, M. M. (2012) · 2012
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Lecture 6.5-rmsprop: Divide the gradient by a running average of its recent magnitude
Tieleman, T., & Hinton, G. (2012) · 2012
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Adadelta: an adaptive learning rate method
Zeiler, M. D. (2012) · 2012
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Translating embeddings for modeling multi-relational data
Bordes, A., Usunier, N., Garcia-Duran, A., Weston, J., & Yakhnenko, O. (2013) · 2013
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Efficient estimation of word representations in vector space
Mikolov, T., Chen, K., Corrado, G., & Dean, J. (2013) · 2013
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Forecasting s&p 500 index using artificial neural networks and design of experiments
Niaki, S. T. A., & Hoseinzade, S. (2013) · 2013
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Applying artificial neural networks to prediction of stock price and improvement of the directional prediction index–case study of petr4, petrobras, brazil
de Oliveira, F. A., Nobre, C. N., & Zarate, L. E. (2013) · 2013
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A bayesian regularized artificial neural network for stock market forecasting
Ticknor, J. L. (2013) · 2013
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A new linear & nonlinear artificial neural network model for time series forecasting
Yolcu, U., Egrioglu, E., & Aladag, C. H. (2013) · 2013
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Introduction to machine learning
Alpaydin, E. (2014) · 2014
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Neural machine translation by jointly learning to align and translate
Bahdanau, D., Cho, K., & Bengio, Y. (2014) · 2014
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Learning phrase representations using rnn encoder-decoder for statistical machine translation
Cho, K., Van Merriënboer, B., Gulcehre, C., Bahdanau, D., Bougares, F., Schwenk, H., & Bengio, Y. (2014) · 2014
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Using structured events to predict stock price movement: An empirical investigation
Ding, X., Zhang, Y., Liu, T., & Duan, J. (2014) · 2014
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Generative adversarial nets
Goodfellow, I., Pouget-Abadie, J., Mirza, M., Xu, B., Warde-Farley, D., Ozair, S., Courville, A., & Bengio, Y. (2014) · 2014
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Adam: A method for stochastic optimization
Kingma, D. P., & Ba, J. (2014) · 2014
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Predicting stock market index using fusion of machine learning techniques
Patel, J., Shah, S., Thakkar, P., & Kotecha, K. (2015) · 2014
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Glove: Global vectors for word representation
Pennington, J., Socher, R., & Manning, C. D. (2014) · 2014
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Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks
Wang, J., & Wang, J. (2015) · 2014
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Genetic algorithms and darwinian approaches in financial applications: A survey
Aguilar-Rivera, R., Valenzuela-Rendón, M., & Rodríguez-Ortiz, J. (2015) · 2015
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Evaluating multiple classifiers for stock price direction prediction
Ballings, M., den Poel, D. V., Hespeels, N., & Gryp, R. (2015) · 2015
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Deep learning for event-driven stock prediction
Ding, X., Zhang, Y., Liu, T., & Duan, J. (2015) · 2015
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Integrating metaheuristics and artificial neural networks for improved stock price prediction
Göçken, M., Özçalıcı, M., Boru, A., & Dosdoğru, A. T. (2016) · 2015
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Automatically assessing lexical sophistication: Indices, tools, findings, and application
Kyle, K., & Crossley, S. A. (2015) · 2015
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Topic modeling based sentiment analysis on social media for stock market prediction
Nguyen, T. H., & Shirai, K. (2015) · 2015
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Artificial neural networks in business: Two decades of research
Tkáč, M., & Verner, R. (2016) · 2015
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Deep learning for stock prediction using numerical and textual information
Akita, R., Yoshihara, A., Matsubara, T., & Uehara, K. (2016) · 2016
Cited alongside, same era.
Computational intelligence and financial markets: A survey and future directions
Cavalcante, R. C., Brasileiro, R. C., Souza, V. L., Nobrega, J. P., & Oliveira, A. L. (2016) · 2016
Cited alongside, same era.
Multi-scale convolutional neural networks for time series classification
Cui, Z., Chen, W., & Chen, Y. (2016) · 2016
Cited alongside, same era.
Cross-domain deep learning approach for multiple financial market prediction
Jiang, X., Pan, S., Jiang, J., & Long, G. (2018) · 2018
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Deep learning approach for short-term stock trends prediction based on two-stream gated recurrent unit network
Lien Minh, D., Sadeghi-Niaraki, A., Huy, H. D., Min, K., & Moon, H. (2018) · 2018
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A numerical-based attention method for stock market prediction with dual information
Liu, G., & Wang, X. (2019) · 2018
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Hierarchical complementary attention network for predicting stock price movements with news
Liu, Q., Cheng, X., Su, S., & Zhu, S. (2018) · 2018
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Deep learning-based feature engineering for stock price movement prediction
Long, W., Lu, Z., & Cui, L. (2019) · 2018
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Deep direct reinforcement learning for financial signal representation and trading
Deng, Y., Bao, F., Kong, Y., Ren, Z., & Dai, Q. (2016) · 2016
Cited alongside, same era.
Deep learning
Goodfellow, I., Bengio, Y., & Courville, A. (2016) · 2016
Cited alongside, same era.
Leverage financial news to predict stock price movements using word embeddings and deep neural networks
Peng, Y., & Jiang, H. (2016) · 2016
Cited alongside, same era.
Forecasting daily stock market return using dimensionality reduction
Zhong, X., & Enke, D. (2017) · 2016
Cited alongside, same era.
A deep learning framework for financial time series using stacked autoencoders and long-short term memory
Bao, W., Yue, J., & Rao, Y. (2017) · 2017
Cited alongside, same era.
A double-layer neural network framework for high-frequency forecasting
Chen, H., Xiao, K., Sun, J., & Wu, S. (2017) · 2017
Cited alongside, same era.
Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies
Chong, E., Han, C., & Park, F. C. (2017) · 2017
Cited alongside, same era.
Makridakis, S., Spiliotis, E., & Assimakopoulos, V. (2018a) · 2018
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Stock price prediction by deep neural generative model of news articles
Matsubara, T., Akita, R., & Uehara, K. (2018) · 2018
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Deep learning for stock market prediction using event embedding and technical indicators
Oncharoen, P., & Vateekul, P. (2018) · 2018
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An innovative neural network approach for stock market prediction
Pang, X., Zhou, Y., Wang, P., Lin, W., & Chang, V. (2018) · 2018
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Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach
Sezer, O. B., & Ozbayoglu, A. M. (2018) · 2018
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A comparison of arima and lstm in forecasting time series
Siami-Namini, S., Tavakoli, N., & Siami Namin, A. (2018) · 2018
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Stock market prediction based on historic prices and news titles
Tang, J., & Chen, X. (2018) · 2018
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Temporal attention-augmented bilinear network for financial time-series data analysis
Tran, D. T., Iosifidis, A., Kanniainen, J., & Gabbouj, M. (2018) · 2018
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Recurrent neural networks for financial time-series modelling
Tsang, G., Deng, J., & Xie, X. (2018) · 2018
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Hybrid deep sequential modeling for social text-driven stock prediction
Wu, H., Zhang, W., Shen, W., & Wang, J. (2018) · 2018
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Adaboost-based long short-term memory ensemble learning approach for financial time series forecasting
Wu, Y., & Gao, J. (2018) · 2018
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Natural language based financial forecasting: a survey
Xing, F. Z., Cambria, E., & Welsch, R. E. (2018) · 2018
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Practical deep reinforcement learning approach for stock trading
Xiong, Z., Liu, X.-Y., Zhong, S., Yang, H., & Walid, A. (2018) · 2018
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Financial time series prediction based on deep learning
Yan, H., & Ouyang, H. (2018) · 2018
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A multi-indicator feature selection for cnn-driven stock index prediction
Yang, H., Zhu, Y., & Huang, Q. (2018) · 2018
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Stock price prediction using time convolution long short-term memory network
Zhan, X., Li, Y., Li, R., Gu, X., Habimana, O., & Wang, H. (2018) · 2018
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Stock market prediction based on generative adversarial network
Zhang, K., Zhong, G., Dong, J., Wang, S., & Wang, Y. (2019a) · 2018
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Stock market prediction on high-frequency data using generative adversarial nets
Zhou, X., Pan, Z., Hu, G., Tang, S., & Zhao, C. (2018) · 2018
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A deep increasing–decreasing-linear neural network for financial time series prediction
de A. Araújo, R., Nedjah, N., Oliveira, A. L., & de L. Meira, S. R. (2019) · 2019
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Forecasting of bahrain stock market with deep learning: Methodology and case study
Al-Thelaya, K. A., El-Alfy, E.-S. M., & Mohammed, S. (2019) · 2019
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An ensemble of lstm neural networks for high-frequency stock market classification
Borovkova, S., & Tsiamas, I. (2019) · 2019
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Stock price forecasting model based on modified convolution neural network and financial time series analysis
Cao, J., & Wang, J. (2019) · 2019
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A hybrid attention-based emd-lstm model for financial time series prediction
Chen, L., Chi, Y., Guan, Y., & Fan, J. (2019) · 2019
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Exploring the attention mechanism in lstm-based hong kong stock price movement prediction
Chen, S., & Ge, L. (2019) · 2019
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A dual-attention-based stock price trend prediction model with dual features
Chen, Y., Lin, W., & Wang, J. Z. (2019) · 2019
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Knowledge-driven stock trend prediction and explanation via temporal convolutional network
Deng, S., Zhang, N., Zhang, W., Chen, J., Pan, J. Z., & Chen, H. (2019) · 2019
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Study on the prediction of stock price based on the associated network model of lstm
Ding, G., & Qin, L. (2019) · 2019
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Novel deep learning model with cnn and bi-directional lstm for improved stock market index prediction
Eapen, J., Bein, D., & Verma, A. (2019) · 2019
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Comparison of machine learning methods for financial time series forecasting at the examples of over 10 years of daily and hourly data of dax 30 and s&p 500
Ersan, D., Nishioka, C., & Scherp, A. (2019) · 2019
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Enhancing stock movement prediction with adversarial training
Feng, F., Chen, H., He, X., Ding, J., Sun, M., & Chua, T.-S. (2019a) · 2019
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Cnnpred: Cnn-based stock market prediction using a diverse set of variables
Hoseinzade, E., & Haratizadeh, S. (2019) · 2019
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Stock closing price prediction based on sentiment analysis and lstm
Jin, Z., Yang, Y., & Liu, Y. (2019) · 2019
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Forecasting the dubai financial market with a combination of momentum effect with a deep belief network
Karathanasopoulos, A., & Osman, M. (2019) · 2019
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Forecasting stock prices with a feature fusion lstm-cnn model using different representations of the same data
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Lstm with wavelet transform based data preprocessing for stock price prediction
Liang, X., Ge, Z., Sun, L., He, M., & Chen, H. (2019) · 2019
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Non-stationary multivariate time series prediction with selective recurrent neural networks
Liu, J., & Chen, S. (2019) · 2019
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Anticipating stock market of the renowned companies: A knowledge graph approach
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Ensemble application of transfer learning and sample weighting for stock market prediction
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Stock price prediction using news sentiment analysis
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Predicting stock prices using dynamic lstm models
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A novel approach to short-term stock price movement prediction using transfer learning
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A systematic review of fundamental and technical analysis of stock market predictions
Nti, I. K., Adekoya, A. F., & Weyori, B. A. (2019) · 2019
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Evaluation of current research on stock return predictability
Reschenhofer, E., Mangat, M. K., Zwatz, C., & Guzmics, S. (2019) · 2019
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Machine learning for quantitative finance applications: A survey
Rundo, F., Trenta, F., di Stallo, A. L., & Battiato, S. (2019) · 2019
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An effective time series analysis for equity market prediction using deep learning model
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Application of lstm, gru and ica for stock price prediction
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Stock market analysis: A review and taxonomy of prediction techniques
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Deep architectures for long-term stock price prediction with a heuristic-based strategy for trading simulations
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Exploiting intra-day patterns for market shock prediction: A machine learning approach
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Learning to fuse multiple semantic aspects from rich texts for stock price prediction
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