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 …

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 …

Multimodal deep learning for finance: integrating and forecasting international stock markets

SI Lee, SJ Yoo - The Journal of Supercomputing, 2020 - Springer
In today's increasingly international economy, return and volatility spillover effects across
international equity markets are major macroeconomic drivers of stock dynamics. Thus …

Deep portfolio optimization via distributional prediction of residual factors

K Imajo, K Minami, K Ito, K Nakagawa - Proceedings of the AAAI …, 2021 - ojs.aaai.org
Recent developments in deep learning techniques have motivated intensive research in
machine learning-aided stock trading strategies. However, since the financial market has a …

Forecasting the market with machine learning algorithms: An application of NMC-BERT-LSTM-DQN-X algorithm in quantitative trading

C Liu, J Yan, F Guo, M Guo - … on Knowledge Discovery from Data (TKDD …, 2022 - dl.acm.org
Although machine learning (ML) algorithms have been widely used in forecasting the trend
of stock market indices, they failed to consider the following crucial aspects for market …

An enhanced wasserstein generative adversarial network with gramian angular fields for efficient stock market prediction during market crash periods

A Ghasemieh, R Kashef - Applied Intelligence, 2023 - Springer
At the beginning of 2020, the COVID-19 pandemic caused a sharp decline in equity market
indices, which remained stagnant for a considerable period. This resulted in significant …

Prediction of stock performance using deep neural networks

Y Gu, T Shibukawa, Y Kondo, S Nagao, S Kamijo - Applied Sciences, 2020 - mdpi.com
Stock performance prediction is one of the most challenging issues in time series data
analysis. Machine learning models have been widely used to predict financial time series …

Deep recurrent factor model: interpretable non-linear and time-varying multi-factor model

K Nakagawa, T Ito, M Abe, K Izumi - arXiv preprint arXiv:1901.11493, 2019 - arxiv.org
A linear multi-factor model is one of the most important tools in equity portfolio management.
The linear multi-factor models are widely used because they can be easily interpreted …

Cross-sectional stock price prediction using deep learning for actual investment management

M Abe, K Nakagawa - Proceedings of the 2020 Asia Service Sciences …, 2020 - dl.acm.org
Stock price prediction has been an important research theme both academically and
practically. Various methods to predict stock prices have been studied until now. The feature …

Ric-nn: A robust transferable deep learning framework for cross-sectional investment strategy

K Nakagawa, M Abe… - 2020 IEEE 7th International …, 2020 - ieeexplore.ieee.org
Stock return predictability is an important research theme as it reflects our economic and
social organization, and significant efforts are made to explain the dynamism therein …