Results 11 to 20 of about 246,578 (242)

S_I_LSTM: stock price prediction based on multiple data sources and sentiment analysis

open access: yesConnection Science, 2022
Stocks price prediction is a current hot spot with great promise and challenges. Recently, there have been many stock price prediction methods. However, the prediction accuracy of these methods is still far from satisfactory.
Shengting Wu   +3 more
doaj   +1 more source

Trading Network Predicts Stock Price [PDF]

open access: yesScientific Reports, 2014
AbstractStock price prediction is an important and challenging problem for studying financial markets. Existing studies are mainly based on the time series of stock price or the operation performance of listed company. In this paper, we propose to predict stock price based on investors' trading behavior.
Xiao Qian Sun, Hua Shen, Cheng Xue
openaire   +2 more sources

A stock price prediction method based on deep learning technology

open access: yesInternational Journal of Crowd Science, 2021
PurposeStock price prediction is a hot topic and traditional prediction methods are usually based on statistical and econometric models. However, these models are difficult to deal with nonstationary time series data.
Xuan Ji, Jiachen Wang, Zhijun Yan
doaj   +1 more source

A Hybrid Stock Price Prediction Model Based on PRE and Deep Neural Network

open access: yesData, 2022
Stock prices are volatile due to different factors that are involved in the stock market, such as geopolitical tension, company earnings, and commodity prices, affecting stock price.
Srivinay   +3 more
doaj   +1 more source

Stock price prediction using principal components

open access: yesPLOS ONE, 2020
The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a small number of principal components to explain the variation found in a data set.
Mahsa Ghorbani, Edwin K. P. Chong
openaire   +5 more sources

Indonesian Stock Price Prediction using Deep Learning during COVID-19 Financial Crisis

open access: yesInternational Journal of Business, Economics, and Social Development, 2022
This research paper aims to use the deep learning model Long Short-Term Memory (LSTM) for the stock prediction model under the financial crisis of COVID-19. The financial impact of the COVID-19 has brought many of the world's indexes down.
Dian Angga Prasetyo, Rofikoh Rokhim
doaj   +1 more source

Integrated Long-Term Stock Selection Models Based on Feature Selection and Machine Learning Algorithms for China Stock Market

open access: yesIEEE Access, 2020
The classical linear multi-factor stock selection model is widely used for long-term stock price trend prediction. However, the stock market is chaotic, complex, and dynamic, for which reasons the linear model assumption may be unreasonable, and it is ...
Xianghui Yuan   +3 more
doaj   +1 more source

Importance of Event Binary Features in Stock Price Prediction

open access: yesApplied Sciences, 2020
In Korea, because of the high interest in stock investment, many researchers have attempted to predict stock prices using deep learning. Studies to predict stock prices have been continuously conducted.
Yoojeong Song, Jongwoo Lee
doaj   +1 more source

Impact of chart image characteristics on stock price prediction with a convolutional neural network.

open access: yesPLoS ONE, 2021
Stock price prediction has long been the subject of research because of the importance of accuracy of prediction and the difficulty in forecasting. Traditionally, forecasting has involved linear models such as AR and MR or nonlinear models such as ANNs ...
Guangxun Jin, Ohbyung Kwon
doaj   +1 more source

Stock Market Forecasting Based on Spatiotemporal Deep Learning

open access: yesEntropy, 2023
This study introduces the Spacetimeformer model, a novel approach for predicting stock prices, leveraging the Transformer architecture with a time–space mechanism to capture both spatial and temporal interactions among stocks. Traditional Long–Short Term
Yung-Chen Li   +3 more
doaj   +1 more source

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