3260 papers • 126 benchmarks • 313 datasets
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These leaderboards are used to track progress in stock-prediction
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Use these libraries to find stock-prediction models and implementations
A novel deep neural network DP-LSTM is proposed for stock price prediction, which incorporates the news articles as hidden information and integrates difference news sources through the differential privacy mechanism.
A new deep learning solution, named Relational Stock Ranking (RSR), named Temporal Graph Convolution, which jointly models the temporal evolution and relation network of stocks and outperforms state-of-the-art stock prediction solutions.
In this paper, the stock future prices are predicted using Support Vector Regression and the predicted prices are used to recommend which portions of the budget an investor should invest in different existing stocks to have an optimum expected profit considering their level of risk tolerance.
A hierarchical attention network for stock prediction (HATS) which uses relational data for stock market prediction and selectively aggregates information on different relation types and adds the information to the representations of each company.
This project is about taking non quantifiable data such as financial news articles about a company and predicting its future stock trend with news sentiment classification with three different classification models which depict polarity of news articles being positive or negative.
This paper enriched the stock data with related stocks just as a professional trader would have done to improve the stock prediction models and found co-integration similarity to have the best improvement on the prediction model.
A deep learning framework, called Multi-GCGRU, which comprises graph convolutional network (GCN) and gated recurrent unit (GRU) to predict stock movement, which is feasible to incorporate more effective stock relationships containing expert knowledge, as well as learn data-driven relationship.
An event-driven trading strategy that predicts stock movements by detecting corporate events from news articles and developing an elaborately-annotated dataset EDT for corporate event detection and news-based stock prediction benchmark is introduced.
This paper proposes a stock prediction model using Generative Adversarial Network (GAN) with Gated Recurrent Units (GRU) used as a generator that inputs historical stock price and generates future stock prices and Convolutional Neural Network (CNN) as a discriminator to discriminate between the real stockprice and generated stock price.
A new machine learning solution for stock movement prediction, which aims to predict whether the price of a stock will be up or down in the near future, is added to simulate the stochasticity of price variable, and train the model to work well under small yet intentional perturbations.
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