Ai in finance: challenges, techniques, and opportunities

L Cao - ACM Computing Surveys (CSUR), 2022 - dl.acm.org
AI in finance refers to the applications of AI techniques in financial businesses. This area has
attracted attention for decades, with both classic and modern AI techniques applied to …

Financial time series forecasting with deep learning: A systematic literature review: 2005–2019

OB Sezer, MU Gudelek, AM Ozbayoglu - Applied soft computing, 2020 - Elsevier
Financial time series forecasting is undoubtedly the top choice of computational intelligence
for finance researchers in both academia and the finance industry due to its broad …

A survey of forex and stock price prediction using deep learning

Z Hu, Y Zhao, M Khushi - Applied System Innovation, 2021 - mdpi.com
Predictions of stock and foreign exchange (Forex) have always been a hot and profitable
area of study. Deep learning applications have been proven to yield better accuracy and …

[PDF][PDF] Dow Jones Trading with Deep Learning: The Unreasonable Effectiveness of Recurrent Neural Networks.

M Fabbri, G Moro - Data, 2018 - scitepress.org
Though recurrent neural networks (RNN) outperform traditional machine learning algorithms
in the detection of long-term dependencies among the training instances, such as in term …

A comprehensive evaluation of ensemble learning for stock-market prediction

IK Nti, AF Adekoya, BA Weyori - Journal of Big Data, 2020 - Springer
Stock-market prediction using machine-learning technique aims at developing effective and
efficient models that can provide a better and higher rate of prediction accuracy. Numerous …

St-trader: A spatial-temporal deep neural network for modeling stock market movement

X Hou, K Wang, C Zhong, Z Wei - IEEE/CAA Journal of …, 2021 - ieeexplore.ieee.org
Stocks that are fundamentally connected with each other tend to move together. Considering
such common trends is believed to benefit stock movement forecasting tasks. However, such …

Movement forecasting of financial time series based on adaptive LSTM-BN network

Z Fang, X Ma, H Pan, G Yang, GR Arce - Expert Systems with Applications, 2023 - Elsevier
Long-short term memory (LSTM) network is one of the state-of-the-art models to forecast the
movement of financial time series (FTS). However, existing LSTM networks do not perform …

Mixture of activation functions with extended min-max normalization for forex market prediction

L Munkhdalai, T Munkhdalai, KH Park, HG Lee… - IEEE …, 2019 - ieeexplore.ieee.org
An accurate exchange rate forecasting and its decision-making to buy or sell are critical
issues in the Forex market. Short-term currency rate forecasting is a challenging task due to …

Trends and applications of machine learning in quantitative finance

S Emerson, R Kennedy, L O'Shea… - … conference on economics …, 2019 - papers.ssrn.com
Recent advances in machine learning are finding commercial applications across many
industries, not least the finance industry. This paper focuses on applications in one of the …

Machine learning models predicting returns: Why most popular performance metrics are misleading and proposal for an efficient metric

J Dessain - Expert Systems with Applications, 2022 - Elsevier
Numerous machine learning models have been developed to achieve the 'real-life'financial
objective of optimising the risk/return profile of investment strategies. In the current article:(a) …