相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。iCREST: International Cross-Reference to Exchange-Based Stock Trend Prediction Using Long Short-Term Memory
Kinjal Chaudhari et al.
APPLIED SOFT COMPUTING AND COMMUNICATION NETWORKS (2021)
An innovative neural network approach for stock market prediction
Xiongwen Pang et al.
JOURNAL OF SUPERCOMPUTING (2020)
A systematic review of fundamental and technical analysis of stock market predictions
Isaac Kofi Nti et al.
ARTIFICIAL INTELLIGENCE REVIEW (2020)
Robust portfolio optimization: a categorized bibliographic review
Panos Xidonas et al.
ANNALS OF OPERATIONS RESEARCH (2020)
Financial time series forecasting with deep learning : A systematic literature review: 2005-2019
Omer Berat Sezer et al.
APPLIED SOFT COMPUTING (2020)
Stock Selection Model Based on Machine Learning with Wisdom of Experts and Crowds
Xianjiao Wu et al.
IEEE INTELLIGENT SYSTEMS (2020)
Using evolutionary computation to infer the decision maker's preference model in presence of imperfect knowledge: A case study in portfolio optimization
Eduardo Fernandez et al.
SWARM AND EVOLUTIONARY COMPUTATION (2020)
Stock market movement forecast: A Systematic review
O. Bustos et al.
EXPERT SYSTEMS WITH APPLICATIONS (2020)
CREST: Cross-Reference to Exchange-based Stock Trend Prediction using Long Short-Term Memory
Ankit Thakkar et al.
INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE AND DATA SCIENCE (2020)
Predicting stock trend using an integrated term frequency-inverse document frequency-based feature weight matrix with neural networks
Ankit Thakkar et al.
APPLIED SOFT COMPUTING (2020)
Stock Market Prediction Using LSTM Recurrent Neural Network
Adil Moghar et al.
11TH INTERNATIONAL CONFERENCE ON AMBIENT SYSTEMS, NETWORKS AND TECHNOLOGIES (ANT) / THE 3RD INTERNATIONAL CONFERENCE ON EMERGING DATA AND INDUSTRY 4.0 (EDI40) / AFFILIATED WORKSHOPS (2020)
An online portfolio selection algorithm using clustering approaches and considering transaction costs
Majid Khedmati et al.
EXPERT SYSTEMS WITH APPLICATIONS (2020)
Sentiment analysis based on rhetorical structure theory:Learning deep neural networks from discourse trees
Mathias Kraus et al.
EXPERT SYSTEMS WITH APPLICATIONS (2019)
A novel hybrid stock selection method with stock prediction
Fengmei Yang et al.
APPLIED SOFT COMPUTING (2019)
Computational approaches and data analytics in financial services: A literature review
Dimitris Andriosopoulos et al.
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (2019)
A novel approach to select the best portfolio considering the preferences of the decision maker
Eduardo Fernandez et al.
SWARM AND EVOLUTIONARY COMPUTATION (2019)
Handling uncertainty through confidence intervals in portfolio optimization
Efrain Solares et al.
SWARM AND EVOLUTIONARY COMPUTATION (2019)
Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model: Empirical evidence from ASEAN stock indexes
Sang Phu Nguyen et al.
QUANTITATIVE FINANCE AND ECONOMICS (2019)
Stability advances in robust portfolio optimization under parallelepiped uncertainty
Guray Kara et al.
CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH (2019)
Performance evaluation of Portuguese mutual fund portfolios using the value-based DEA method
Maria do Castelo Gouveia et al.
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (2018)
Long-term stock index forecasting based on text mining of regulatory disclosures
Stefan Feuerriegel et al.
DECISION SUPPORT SYSTEMS (2018)
Twin support vector machines: A survey
Huajuan Huang et al.
NEUROCOMPUTING (2018)
Predicting the direction of stock markets using optimized neural networks with Google Trends
Hongping Hu et al.
NEUROCOMPUTING (2018)
A Comparison of ARIMA and LSTM in Forecasting Time Series
Sima Siami-Namini et al.
2018 17TH IEEE INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND APPLICATIONS (ICMLA) (2018)
Exploring mutual information-based sentimental analysis with kernel-based extreme learning machine for stock prediction
Feng Wang et al.
SOFT COMPUTING (2017)
Unsupervised extreme learning machine and support vector regression hybrid model for predicting energy commodity futures index
Shom Prasad Das et al.
MEMETIC COMPUTING (2017)
A comprehensive cluster and classification mining procedure for daily stock market return forecasting
Xiao Zhong et al.
NEUROCOMPUTING (2017)
Stock portfolio selection using learning-to-rank algorithms with news sentiment
Qiang Song et al.
NEUROCOMPUTING (2017)
An Evolutionary Method for Financial Forecasting in Microscopic High-Speed Trading Environment
Chien-Feng Huang et al.
COMPUTATIONAL INTELLIGENCE AND NEUROSCIENCE (2017)
A literature review of technical analysis on stock markets
Rodolfo Toribio Farias Nazario et al.
QUARTERLY REVIEW OF ECONOMICS AND FINANCE (2017)
News-based trading strategies
Stefan Feuerriegel et al.
DECISION SUPPORT SYSTEMS (2016)
A sparse method for least squares twin support vector regression
Huajuan Huang et al.
NEUROCOMPUTING (2016)
Empirical analysis: stock market prediction via extreme learning machine
Xiaodong Li et al.
NEURAL COMPUTING & APPLICATIONS (2016)
Combined soft computing model for value stock selection based on fundamental analysis
Kao-Yi Shen et al.
APPLIED SOFT COMPUTING (2015)
A Hybrid Least Square Support Vector Machine Model with Parameters Optimization for Stock Forecasting
Jian Chai et al.
MATHEMATICAL PROBLEMS IN ENGINEERING (2015)
A hybrid evolutionary dynamic neural network for stock market trend analysis and prediction using unscented Kalman filter
Ranjeeta Bisoi et al.
APPLIED SOFT COMPUTING (2014)
A decision support system for mean-variance analysis in multi-period inventory control
Preetam Basu et al.
DECISION SUPPORT SYSTEMS (2014)
60 Years of portfolio optimization: Practical challenges and current trends
Petter N. Kolm et al.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2014)
Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market
Sungmook Lim et al.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2014)
News impact on stock price return via sentiment analysis
Xiaodong Li et al.
KNOWLEDGE-BASED SYSTEMS (2014)
Automated news reading: Stock price prediction based on financial news using context-capturing features
Michael Hagenau et al.
DECISION SUPPORT SYSTEMS (2013)
A comparative analysis of support vector machines and extreme learning machines
Xueyi Liu et al.
NEURAL NETWORKS (2012)
A method for automatic stock trading combining technical analysis and nearest neighbor classification
Lamartine Almeida Teixeira et al.
EXPERT SYSTEMS WITH APPLICATIONS (2010)
A multicriteria methodology for equity selection using financial analysis
Panagiotis Xidonas et al.
COMPUTERS & OPERATIONS RESEARCH (2009)
Financial time series forecasting using independent component analysis and support vector regression
Chi-Jie Lu et al.
DECISION SUPPORT SYSTEMS (2009)
A type-2 fuzzy rule-based expert system model for stock price analysis
M. H. Fazel Zarandi et al.
EXPERT SYSTEMS WITH APPLICATIONS (2009)
Multiobjective Optimization Problems With Complicated Pareto Sets, MOEA/D and NSGA-II
Hui Li et al.
IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION (2009)
Stock selection using data envelopment analysis
Hsin-Hung Chen
INDUSTRIAL MANAGEMENT & DATA SYSTEMS (2008)
Robust optimization of conditional value at risk and portfolio selection
Anna Grazia Quaranta et al.
JOURNAL OF BANKING & FINANCE (2008)
Can robust portfolio optimisation help to build better portfolios?
Bernd Scherer
JOURNAL OF ASSET MANAGEMENT (2007)
What do we know about the profitability of technical analysis?
Cheol-Ho Park et al.
JOURNAL OF ECONOMIC SURVEYS (2007)
Extreme learning machine: Theory and applications
Guang-Bin Huang et al.
NEUROCOMPUTING (2006)
分享论文
