3260 papers • 126 benchmarks • 313 datasets
Stock Price Prediction is the task of forecasting future stock prices based on historical data and various market indicators. It involves using statistical models and machine learning algorithms to analyze financial data and make predictions about the future performance of a stock. The goal of stock price prediction is to help investors make informed investment decisions by providing a forecast of future stock prices.
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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.
This work survey and compare the predictive power of five neural network models, namely, back propagation (BP) neural network, radial basis function (RBF) neuralnetwork, general regression neural network (GRNN), support vector machine regression (SVMR), least squares support vectors machine regresssion (LS-VMR) and BP neural network consistently and robustly outperforms the other four models.
The equivalence can be formalized as follows: for a particular c in (21), there is a corresponding δ > 0 in the optimization in (A-1) where f(x) = ‖x‖1 and f(x) = ‖x‖1.
This paper proposes a novel factor model, FactorVAE, as a probabilistic model with inherent randomness for noise modeling, and proposes a prior-posterior learning method based on VAE, which can effectively guide the learning of model by approximating an optimal posterior factor model with future information.
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.
The keywords augmentation model designed in this study is helpful to provide references for other variable expansion in financial time series forecasting and shows that, compared with seed keywords, the search indexes of extracted words have higher correlations with CSI 300 and can improve its forecasting performance.
This paper presents a semantic role labeling system that takes into account sentence and discourse context and introduces several new features which are motivated based on linguistic insights and experimentally demonstrate that they lead to significant improvements over the current state-of-the-art in FrameNet-based semantic role labeled.
PIXIU is introduced, a comprehensive framework including the first financial LLM based on fine-tuning LLaMA with instruction data, the first instruction data with 136K data samples to support the fine- Tuning, and an evaluation benchmark with 5 tasks and 9 datasets.
This work proposes an approach of hybrid modeling for stock price prediction building different machine learning and deep learning-based models and exploits the power of LSTM regression models in forecasting the future NIFTY 50 open values using four different models that differ in their architecture and in the structure of their input data.
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