Financial applications of machine learning: A literature review

N Nazareth, YVR Reddy - Expert Systems with Applications, 2023 - Elsevier
This systematic literature review analyses the recent advances of machine learning and
deep learning in finance. The study considers six financial domains: stock markets, portfolio …

[HTML][HTML] Forecasting stock market prices using machine learning and deep learning models: A systematic review, performance analysis and discussion of implications

G Sonkavde, DS Dharrao, AM Bongale… - International Journal of …, 2023 - mdpi.com
The financial sector has greatly impacted the monetary well-being of consumers, traders,
and financial institutions. In the current era, artificial intelligence is redefining the limits of the …

[HTML][HTML] Artificial intelligence techniques in financial trading: A systematic literature review

F Dakalbab, MA Talib, Q Nassir, T Ishak - Journal of King Saud University …, 2024 - Elsevier
Artificial Intelligence (AI) approaches have been increasingly used in financial markets as
technology advances. In this research paper, we conduct a Systematic Literature Review …

[HTML][HTML] Algorithmic trading and financial forecasting using advanced artificial intelligence methodologies

G Cohen - Mathematics, 2022 - mdpi.com
Artificial Intelligence (AI) has been recently recognized as an essential aid for human
traders. The advantages of the AI systems over human traders are that they can analyze an …

Stock market prediction with time series data and news headlines: a stacking ensemble approach

R Corizzo, J Rosen - Journal of Intelligent Information Systems, 2024 - Springer
Time series forecasting models are gaining traction in many real-world domains as valuable
decision support tools. Stock market analysis is a challenging domain, characterized by a …

LSTM–GARCH hybrid model for the prediction of volatility in cryptocurrency portfolios

A García-Medina, E Aguayo-Moreno - Computational Economics, 2024 - Springer
In the present work, the volatility of the leading cryptocurrencies is predicted through
generalised autoregressive conditional heteroskedasticity (GARCH) models, multilayer …

[HTML][HTML] Hybrid deep reinforcement learning for pairs trading

SH Kim, DY Park, KH Lee - Applied Sciences, 2022 - mdpi.com
Pairs trading is an investment strategy that exploits the short-term price difference (spread)
between two co-moving stocks. Recently, pairs trading methods based on deep …

Prediction-based scheduling techniques for cloud data center's workload: a systematic review

S Kashyap, A Singh - Cluster Computing, 2023 - Springer
A cloud data center provides various facilities such as storage, data accessibility, and
running many specific applications on cloud resources. The unpredictable demand for …

A new Takagi–Sugeno–Kang model to time series forecasting

KSTR Alves, CD de Jesus, EP de Aguiar - Engineering Applications of …, 2024 - Elsevier
A fuzzy inference system consists of a machine learning concept that combines accuracy
and interpretability. They are divided into two main groups: Mamdani and Takagi–Sugeno …

A hybrid model for the prediction of dissolved oxygen in seabass farming

J Guo, J Dong, B Zhou, X Zhao, S Liu, Q Han… - … and Electronics in …, 2022 - Elsevier
Perch is a relatively valuable aquatic product with high economic value. Dissolved oxygen
follows a complex, dynamic and non-linear system. To solve the problems of low prediction …