Skip to content

Latest commit

 

History

History
27 lines (27 loc) · 7.09 KB

ESWA.md

File metadata and controls

27 lines (27 loc) · 7.09 KB
  • Thakkar A, Chaudhari K. A Comprehensive Survey on Deep Neural Networks for Stock Market: The Need, Challenges, and Future Directions[J]. Expert Systems with Applications, 2021: 114800. Link
  • Kim M. A data mining framework for financial prediction[J]. Expert Systems with Applications, 2021, 173: 114651. Link
  • Dong S, Wang J, Luo H, et al. A dynamic predictor selection algorithm for predicting stock market movement[J]. Expert Systems with Applications, 2021: 115836. Link
  • Zolfaghari M, Gholami S. A Hybrid Approach of Adaptive Wavelet Transform, Long Short-Term Memory and ARIMA-GARCH Family Models for the Stock Index Prediction[J]. Expert Systems with Applications, 2021: 115149. Link
  • Jing N, Wu Z, Wang H. A Hybrid Model Integrating Deep Learning with Investor Sentiment Analysis for Stock Price Prediction[J]. Expert Systems with Applications, 2021: 115019. Link
  • Zhao F, Gao Y, Li X, et al. A similarity measurement for time series and its application to the stock market[J]. Expert Systems with Applications, 2021, 182: 115217. Link
  • Liu M, Luo K, Zhang J, et al. A stock selection algorithm hybridizing grey wolf optimizer and support vector regression[J]. Expert Systems with Applications, 2021, 179: 115078. Link
  • Kim M. Adaptive trading system integrating machine learning and back-testing: Korean bond market case[J]. Expert Systems with Applications, 2021, 176: 114767. Link
  • Théate T, Ernst D. An application of deep reinforcement learning to algorithmic trading[J]. Expert Systems with Applications, 2021, 173: 114632. Link Code
  • Soleymani F, Paquet E. Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management-DeepPocket[J]. Expert Systems with Applications, 2021: 115127. Link
  • Xu F, Tan S. Deep learning with multiple scale attention and direction regularization for asset price prediction[J]. Expert Systems with Applications, 2021: 115796. Link
  • Betancourt C, Chen W H. Deep reinforcement learning for portfolio management of markets with a dynamic number of assets[J]. Expert Systems with Applications, 2021, 164: 114002. Link
  • Symitsi E, Stamolampros P. Employee Sentiment Index: Predicting Stock Returns with Online Employee Data[J]. Expert Systems with Applications, 2021: 115294. Link
  • Lyócsa Š, Stašek D. Improving stock market volatility forecasts with complete subset linear and quantile HAR models[J]. Expert Systems with Applications, 2021: 115416. Link
  • Rezaei H, Faaljou H, Mansourfar G. Intelligent Asset Allocation using Predictions of Deep Frequency Decomposition[J]. Expert Systems with Applications, 2021: 115715. Link
  • de Oliveira Carosia A E, Coelho G P, da Silva A E A. Investment Strategies Applied to the Brazilian Stock Market: A Methodology Based on Sentiment Analysis with Deep Learning[J]. Expert Systems with Applications, 2021: 115470. Link
  • Wu D, Wang X, Wu S. Jointly modeling transfer learning of industrial chain information and deep learning for stock prediction[J]. Expert Systems with Applications, 2022, 191: 116257. Link
  • Adegboye A, Kampouridis M. Machine learning classification and regression models for predicting directional changes trend reversal in FX markets[J]. Expert Systems with Applications, 2021, 173: 114645. Link Code
  • Ribeiro G T, Santos A A P, Mariani V C, et al. Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility[J]. Expert Systems with Applications, 2021: 115490. Link
  • Doroudyan M H, Niaki S T A. Pattern recognition in financial surveillance with the ARMA-GARCH time series model using support vector machine[J]. Expert Systems with Applications, 2021: 115334. Link
  • Barroso B C, Cardoso R T N, Melo M K. Performance analysis of the integration between Portfolio Optimization and Technical Analysis strategies in the Brazilian stock market[J]. Expert Systems with Applications, 2021, 186: 115687. Link
  • Ma Y, Han R, Wang W. Portfolio optimization with return prediction using deep learning and machine learning[J]. Expert Systems with Applications, 2021, 165: 113973. Link
  • Seong N, Nam K. Predicting stock movements based on financial news with segmentation[J]. Expert Systems with Applications, 2021, 164: 113988. Link
  • Yun K K, Yoon S W, Won D. Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process[J]. Expert Systems with Applications, 2021: 115716. Link
  • Zheng L, He H. Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA[J]. Expert Systems with Applications, 2021: 115384. Link
  • Wang W J, Tang Y, Xiong J, et al. Stock market index prediction based on reservoir computing models[J]. Expert Systems with Applications, 2021: 115022. Link
  • Gupta P, Majumdar A, Chouzenoux E, et al. SuperDeConFuse: A supervised deep convolutional transform based fusion framework for financial trading systems[J]. Expert Systems with Applications, 2021, 169: 114206. Link