[HTML][HTML] Data-driven stock forecasting models based on neural networks: A review

W Bao, Y Cao, Y Yang, H Che, J Huang, S Wen - Information Fusion, 2024 - Elsevier
As a core branch of financial forecasting, stock forecasting plays a crucial role for financial
analysts, investors, and policymakers in managing risks and optimizing investment …

Exploring the advancements and future research directions of artificial neural networks: a text mining approach

E Kariri, H Louati, A Louati, F Masmoudi - Applied Sciences, 2023 - mdpi.com
Artificial Neural Networks (ANNs) are machine learning algorithms inspired by the structure
and function of the human brain. Their popularity has increased in recent years due to their …

Multi-step-ahead stock price prediction using recurrent fuzzy neural network and variational mode decomposition

H Nasiri, MM Ebadzadeh - Applied Soft Computing, 2023 - Elsevier
Financial time series prediction has attracted considerable interest from scholars, and
several approaches have been developed. Among them, decomposition-based methods …

Backtime: Backdoor attacks on multivariate time series forecasting

X Lin, Z Liu, D Fu, R Qiu… - Advances in Neural …, 2025 - proceedings.neurips.cc
Abstract Multivariate Time Series (MTS) forecasting is a fundamental task with numerous
real-world applications, such as transportation, climate, and epidemiology. While a myriad of …

Stock market analysis using time series relational models for stock price prediction

C Zhao, P Hu, X Liu, X Lan, H Zhang - Mathematics, 2023 - mdpi.com
The ability to predict stock prices is essential for informing investment decisions in the stock
market. However, the complexity of various factors influencing stock prices has been widely …

Advanced stock price prediction with xlstm-based models: Improving long-term forecasting

X Fan, C Tao, J Zhao - 2024 11th International Conference on …, 2024 - ieeexplore.ieee.org
Stock price prediction has long been a critical area of research in financial modeling. The
inherent complexity of financial markets, characterized by both short-term fluctuations and …

An enhanced interval-valued decomposition integration model for stock price prediction based on comprehensive feature extraction and optimized deep learning

J Wang, J Liu, W Jiang - Expert Systems with Applications, 2024 - Elsevier
For the purpose of managing financial risk and making investment decisions, interval stock
price forecasting is essential. Currently, decomposition integration frameworks are widely …

A novel deep reinforcement learning framework with BiLSTM-Attention networks for algorithmic trading

Y Huang, X Wan, L Zhang, X Lu - Expert Systems with Applications, 2024 - Elsevier
The financial market, as a complex nonlinear dynamic system frequently influenced by
various factors, such as international investment capital, is very challenging to build trading …

[HTML][HTML] Predicting the performance of green stormwater infrastructure using multivariate long short-term memory (LSTM) neural network

MA Al Mehedi, A Amur, J Metcalf, M McGauley… - Journal of …, 2023 - Elsevier
The expected performance of Green Stormwater Infrastructure (GSI) is typically quantified
through numerical models based on hydrologic parameters and physics-based equations …

A deep learning integrated framework for predicting stock index price and fluctuation via singular spectrum analysis and particle swarm optimization

CH Wang, J Yuan, Y Zeng, S Lin - Applied Intelligence, 2024 - Springer
Due to the complexity and volatility of stock market trading, there are still some issues in the
existing prediction methods, including the processing of data noise, inexplicable selection of …