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Modelling and trading the English stock market with new forecasting techniques

Karathanasopoulos, Andreas - In: Economics and Business Letters : EBL 5 (2016) 2, pp. 50-57

The motivation of this paper is to introduce a short term adaptive model (Partial Swarm Optimizer combined with linear and nonlinear models when applied to the task of forecasting and trading the daily closing returns of the FTSE100 exchange traded funds (ETFs). This is done by benchmarking its...

Persistent link: https://www.econbiz.de/10011573208

High-frequency stock return prediction using state-of-the-art deep learning models

Chen, Sichong - In: International journal of financial engineering 10 (2023) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10014444662

Stock price prediction based on stock price synchronicity and deep learning

Jing, Nan; Liu, Qi; Wang, Hefei - In: International journal of financial engineering 8 (2021) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10012662260

Forecasting stock index price using the CEEMDAN-LSTM model

Lin, Yu; Yan, Yan; Xu, Jiali; Liao, Ying; Ma, Feng - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012822188

Trading the stock market using Google search volumes : a long short-term memory approach

Pierre, Joseph St.; Klimkiewicz, Mateusz; Resom, Adonay; … - In: International journal of financial engineering and risk … 3 (2019) 1, pp. 3-18

Persistent link: https://www.econbiz.de/10012253455

A new attention-based LSTM model for closing stock price prediction

Lin, Yuyang; Huang, Qi; Zhong, Qiyin; Li, Muyang; Li, Yan; … - In: International journal of financial engineering 9 (2022) 3, pp. 2250014-1-2250014-17