Stock market analysis: A review and taxonomy of prediction techniques

D Shah, H Isah, F Zulkernine - International Journal of Financial Studies, 2019 - mdpi.com
Stock market prediction has always caught the attention of many analysts and researchers.
Popular theories suggest that stock markets are essentially a random walk and it is a fool's …

Chart GCN: Learning chart information with a graph convolutional network for stock movement prediction

S Li, J Wu, X Jiang, K Xu - Knowledge-based systems, 2022 - Elsevier
Advanced deep learning methods have been widely adopted in stock movement prediction
with technical analysis (TA), while researchers prefer technical indicators to technical charts …

Financial markets' deterministic aspects modeled by a low-dimensional equation

G Orlando, M Bufalo, R Stoop - Scientific reports, 2022 - nature.com
We ask whether empirical finance market data (Financial Stress Index, swap and equity,
emerging and developed, corporate and government, short and long maturity), with their …

Using multi-dimensional dynamic time warping to identify time-varying lead-lag relationships

J Stübinger, D Walter - Sensors, 2022 - mdpi.com
This paper develops a multi-dimensional Dynamic Time Warping (DTW) algorithm to identify
varying lead-lag relationships between two different time series. Specifically, this manuscript …

A correlation-change based feature selection method for IoT equipment anomaly detection

S Su, Y Sun, X Gao, J Qiu, Z Tian - Applied sciences, 2019 - mdpi.com
Selecting the right features for further data analysis is important in the process of equipment
anomaly detection, especially when the origin data source involves high dimensional data …

Learning nonstationary time-series with dynamic pattern extractions

X Wang, H Zhang, Y Zhang, M Wang… - IEEE Transactions …, 2021 - ieeexplore.ieee.org
The era of information explosion had prompted the accumulation of a tremendous amount of
time-series data, including stationary and nonstationary time-series data. State-of-the-art …

MDS: Multi-level decision system for patient behavior analysis based on wearable device information

A Tolba, O Said, Z Al-Makhadmeh - Computer Communications, 2019 - Elsevier
Smart healthcare devices and applications are designed to rely on intelligent sensing
devices and wireless communication networks. The purpose of this integration is to provide …

A pattern representation of stock time series based on DTW

T Han, Q Peng, Z Zhu, Y Shen, H Huang… - Physica A: Statistical …, 2020 - Elsevier
Time series analysis based on pattern discovery has received a lot of interests in the fields of
economic physics and machine learning due to its simplicity and ability to reveal complex …

Applying genetic algorithms with speciation for optimization of grid template pattern detection in financial markets

TM Martins, RF Neves - Expert Systems with Applications, 2020 - Elsevier
This paper presents a new computational finance approach. It combines a grid pattern
recognition technique allied to an evolutionary computation optimization kernel based on …

Indian stock market prediction based on rough set and support vector machine approach

RK Nayak, R Tripathy, D Mishra, VK Burugari… - Intelligent and Cloud …, 2021 - Springer
In recent trends, the stock market prediction has been treated as a challenging task for every
people who have been associated with the financial market. Forecasting is the activity of …