Factor-GAN: Enhancing stock price prediction and factor investment with Generative Adversarial Networks

J Wang, Z Chen - Plos one, 2024 - journals.plos.org
Deep learning, a pivotal branch of artificial intelligence, has increasingly influenced the
financial domain with its advanced data processing capabilities. This paper introduces …

Multi-scale contrast approach for stock index prediction with adaptive stock fusion

J Gao, S Wang, C He, C Qin - Expert Systems with Applications, 2025 - Elsevier
The stock index summarizes the overall movement of a group of stocks, typically calculated
as a weighted average of constituent stock prices. Stock Index Prediction (SIP) aids …

A Google Trend enhanced deep learning model for the prediction of renewable energy asset price

L Mishra, B Dinesh, PM Kavyassree… - Knowledge-Based Systems, 2025 - Elsevier
This study investigates the predictive efficiency of various forecasting models for renewable
energy asset prices, using oil price and investor sentiment. For renewable energy assets …

Technical analysis-based unsupervised intraday trading djia index stocks: is it profitable in long term?

MA Rahim, M Mushafiq, SD Khan, R Ullah, S Khan… - Applied …, 2025 - Springer
The paradigm shift from conventional stock market trading rings to computer-driven
algorithmic trading has given rise to a new era characterized by specialized trading systems …

Residual temporal convolution network with novel activation function for financial prediction with feature selection procedures

AYAB Ahmad - E-Learning and Digital Media, 2024 - journals.sagepub.com
Finance provides a major contribution to countries economic growth. A deep understanding
of the financial market helps to offer better financial returns in the future. The financial market …

Portfolio optimization with feedback strategies based on artificial neural networks

Y Kopeliovich, M Pokojovy - Finance Research Letters, 2024 - Elsevier
Dynamic portfolio optimization has significantly benefited from a wider adoption of deep
learning (DL). While existing research has focused on how DL can applied to solving the …

Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns

MK Gharanchaei, R Babazadeh - arXiv preprint arXiv:2409.14510, 2024 - arxiv.org
Forming quantitative portfolios using statistical risk models presents a significant challenge
for hedge funds and portfolio managers. This research investigates three distinct statistical …

MCN portfolio: An efficient portfolio prediction and selection model using multiserial cascaded network with hybrid meta-heuristic optimization algorithm

M Sharma, PK Sharma, HK Vijayvergia… - … in Neural Systems, 2024 - Taylor & Francis
Generally, financial investments are necessary for portfolio management. However, the
prediction of a portfolio becomes complicated in several processing techniques which may …

Machine Learning Applied to Stock Price Forecasting

HH Htun - 2024 - research.rug.nl
Forecasting financial markets is one of the most challenging problems in finance, due to the
inherently non-stationary market behavior and the influence of numerous factors, including …

A Novel End-to-end Framework for A-share Stock Market Portfolio Optimization Considering Risk Measure and Feature Exposure

N Xu, H Xiao, Y Zhu, X Chen, Y Li, X Hu - Proceedings of the 2024 7th …, 2024 - dl.acm.org
In the current financial markets, where portfolio optimization remains a significant challenge,
the dynamic changes in market conditions and investment demands render the …