DEEP Learning 4 Stock

This is the project for deep learning in stock market prediction.

Survey

Financial Time Series Forecasting--A Deep Learning Approach

Paper List (Conference & Journal)

• Adaptive Quantitative Trading: An Imitative Deep Reinforcement Learning Approach (AAAI 2020)
• Incorporating Expert-Based Investment Opinion Signals in Stock Prediction: A Deep Learning Framework (AAAI 2020)
• Modeling the Stock Relation with Graph Network for Overnight Stock Movement Prediction (IJCAI 2020)
• Multi-scale Two-way Deep Neural Network for Stock Trend Prediction (IJCAI 2020)
• Hierarchical Multi-Scale Gaussian Transformer for Stock Movement Prediction (IJCAI 2020)
• CLVSA: A Convolutional LSTM Based Variational Sequence-to-Sequence Model with Attention for Predicting Trends of Financial Markets (IJCAI 2019)
• Enhancing Stock Movement Prediction with Adversarial Training (IJCAI 2019)
• Temporal Relational Ranking for Stock Prediction (TOIS 2019)
• Stock Price Prediction via Discovering Multi-Frequency Trading Patterns (KDD 2017)
• Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis (NeurIPS 2019)
• Transformer-Based Capsule Network For Stock Movement Prediction (IJCAI 2019)
• Enhancing Stock Movement Prediction with Adversarial Training (IJCAI 2019)
• Knowledge-Driven Stock Trend Prediction and Explanation via Temporal Convolutional Network (WWW 2019)
• Incorporating Corporation Relationship via Graph Convolutional Neural Networks for Stock Price Prediction (CIKM 2018)
• Hierarchical Complementary Attention Network for Predicting Stock Price Movements with News (CIKM 2018)
• Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction (WSDM 2018)
• Cross-domain Deep Learning Approach for Multiple Financial Market Prediction (IJCNN 2018)
• Stacked Denoising Autoencoder Based Stock Market Trend Prediction via K-Nearest Neighbour Data Selection (ICONIP 2017)
• A Multi-indicator Feature Selection for CNN-Driven Stock Index Prediction (ICONIP 2018)
• Deep Learning for Event-Driven Stock Prediction (IJCAI 2015)
• EAN: Event Attention Network for Stock Price Trend Prediction based on Sentimental Embedding
• Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach
• Financial series prediction using Attention LSTM
• A Comparison of LSTMs and Attention Mechanisms for Forecasting Financial Time Series
• A Numerical-Based Attention Method for Stock Market Prediction With Dual Information
• Forecasting the Dubai financial market with a combination of momentum effect with a deep belief network
• HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction
• Is Deep Learning for Image Recognition Applicable to Stock Market Prediction
• Stock price forecasting model based on modified convolution neural network and financial time series analysis
• Stock price prediction using lstm, rnn and cnn-sliding window model
• A deep increasing-decreasing-linear neural network for financial time series prediction
• A Bayesian regularized artificial neural network for stock market forecasting
• A study on novel filtering and relationship between input-features and target-vectors in a deep learning model for stock price prediction
• Applying Artificial Neural Networks to prediction of stock price and improvement of the directional prediction index 鈥?Case study of PETR4, Petrobras, Brazil
• Evaluating multiple classifiers for stock price direction prediction
• Forecasting daily stock market return using dimensionality reduction
• Forecasting S&P 500 index using artificial neural networks and design of experiments
• Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks
• Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction
• Predicting the direction of stock markets using optimized neural networks with Google Trends
• Stock market one-day ahead movement prediction using disparate data sources
• Anticipating Stock Market of the Renowned Companies: A Knowledge Graph Approach
• Stock prediction using deep learning
• Using structured events to predict stock price movement: An empirical investigation (EMNLP 2014)
• Stock Market Prediction Based on Generative Adversarial Network
• Stock Movement Prediction from Tweets and Historical Prices
• Stock Price Prediction by Deep Neural Generative Model of News Articles
• Data Augmentation Based Stock Trend Prediction Using Self-organising Map
• A deep learning framework for financial time series using stacked autoencoders and long-short term memory
• AdaBoost-based long short-term memory ensemble learning approach for financial time series forecasting
• Deep Learning for Stock Market Prediction Using Event Embedding and Technical Indicators
• Deep learning-based feature engineering for stock price movement prediction
• Financial time series forecasting model based on CEEMDAN and LSTM
• Hybrid Deep Learning Model for Stock Price Prediction
• Novel Deep Learning Model with CNN and Bi-Directional LSTM for Improved Stock Market Index Prediction
• Predicting stock market index using fusion of machine learning techniques
• Stock Market Prediction Based on Historic Prices and News Titles
• Stock Price Prediction Using Time Convolution Long Short-Term Memory Network
• Stock Trends Forecasting by Multi-layer Stochastic ANN Bagging
• Wavelet Neural Network Prediction Method of Stock Price Trend Based on Rough Set Attribute Reduction
• Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies
• A Comparison of ARIMA and LSTM in Forecasting Time Series
• A Tensor-based eLSTM Model to Predict Stock Price using Financial News
• A Tensor-Based Sub-Mode Coordinate Algorithm for Stock Prediction
• An innovative neural network approach for stock market prediction
• Application of LSTM, GRU and ICA for Stock Price Prediction
• Deep learning with long short-term memory networks for financial market predictions
• Evaluation of Bidirectional LSTM for Short- and Long-Term Stock Market Prediction
• Financial Time Series Prediction Based on Deep Learning
• Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction
• Improving Stock Closing Price Prediction Using Recurrent Neural Network and Technical Indicators
• LSTM with Wavelet Transform Based Data Preprocessing for Stock Price Prediction
• ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module
• Stock Market Forecast Using Multivariate Analysis with Bidirectional and Stacked (LSTM, GRU)
• Time-weighted LSTM Model with Redefined Labeling for Stock Trend Prediction
• Combining Enterprise Knowledge Graph and News Sentiment Analysis for Stock Price Volatility Prediction
• Deep Learning Approach for Short-Term Stock Trends Prediction Based on Two-Stream Gated Recurrent Unit Network
• Deep learning for stock market prediction from financial news articles
• Hybrid Deep Sequential Modeling for Social Text-Driven Stock Prediction
• Multi-task Recurrent Neural Networks and Higher-order Markov Random Fields for Stock Price Movement Prediction
• Recurrent Neural Networks for Financial Time-Series Modelling
• Exploiting intra-day patterns for market shock prediction: A machine learning approach
• Temporal attention-augmented bilinear network for financial time-series data analysis
• DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
• Forecasting Stock Prices from the Limit Order Book using Convolutional Neural Networks
• A Double-Layer Neural Network Framework for High-Frequency Forecasting
• Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets
• Forecasting stock prices with a feature fusion LSTM-CNN model using different representations of the same data
• Which artificial intelligence algorithm better predicts the Chinese stock market
• An Ensemble of LSTM Neural Networks for High-Frequency Stock Market Classification
• A Dual-Attention-Based Stock Price Trend Prediction Model With Dual Features
• CEAM: A Novel Approach Using Cycle Embeddings with Attention Mechanism for Stock Price Prediction
• Predicting Indian stock market using the psycho-linguistic features of financial news
• Multi-Scale RCNN Model for Financial Time-series Classification
• A Comparative Analysis of Forecasting Financial Time Series Using ARIMA, LSTM, and BiLSTM
• Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network
• Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks
• CNNpred: CNN-based stock market prediction using a diverse set of variables
• DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial News
• Forecasting of Bahrain Stock Market with Deep Learning: Methodology and Case Study
• Deep architectures for long-term stock price prediction with a heuristic-based strategy for trading simulations
• A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction
• Non-stationary Multivariate Time Series Prediction with Selective Recurrent Neural Networks
• Using Deep Learning to Detect Price Change Indications in Financial Markets
• Ensemble Application of Transfer Learning and Sample Weighting for Stock Market Prediction
• A Novel Approach to Short-Term Stock Price Movement Prediction using Transfer Learning
• U-CNNpred: A Universal CNN-based Predictor for Stock Markets
• Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction
• Stock price prediction using DEEP learning algorithm and its comparison with machine learning algorithms
• An Effective Time Series Analysis for Equity Market Prediction Using Deep Learning Model
• Time series prediction of stock price using deep belief networks with Intrinsic Plasticity
• Predict Stock Price with Financial News Based on Recurrent Convolutional Neural Networks
• Sentiment-Aware Stock Market Prediction: A Deep Learning Method
• A Deep Learning Model for Predicting Buy and Sell Recommendations in Stock Exchange of Thailand using Long Short-Term Memory
• Combining the Real-Time Wavelet Denoising and Long-Short-Term-Memory Neural Network for Predicting Stock Indexes
• Stock Market Index Prediction Using Deep Neural Network Ensemble
• Predicting Stock Prices Using Dynamic LSTM Models
• Learning to Fuse Multiple Semantic Aspects from Rich Texts for Stock Price Prediction
• Stock closing price prediction based on sentiment analysis and LSTM
• Leveraging social media news to predict stock index movement using RNN-boost
• EMD2FNN: A strategy combining empirical mode decomposition and factorization machine based neural network for stock market trend prediction
• Intraday prediction of Borsa Istanbul using convolutional neural networks and feature correlations
• A New Model for Stock Price Movements Prediction Using Deep Neural Network
• Stock Price Prediction Using News Sentiment Analysis
• Study on the prediction of stock price based on the associated network model of LSTM
• Stock market's price movement prediction with LSTM neural networks
• A Hybrid Attention-Based EMD-LSTM Model for Financial Time Series Prediction
• Applied attention-based LSTM neural networks in stock prediction
• Restricted Boltzmann Machines for the Prediction of Trends in Financial Time Series