Stock market prediction has been a classical yet challenging problem, with the attention from
both economists and computer scientists. With the purpose of building an effective prediction …

The search for models to predict the prices of financial markets is still a highly researched
topic, despite major related challenges. The prices of financial assets are non-linear …

Deep learning has been widely applied in computer vision, natural language processing,
and audio-visual recognition. The overwhelming success of deep learning as a data …

Stock price prediction is an important issue in the financial world, as it contributes to the
development of effective strategies for stock exchange transactions. In this paper, we …

This paper analyzes the factor zoo, which has theoretical and empirical implications for
finance, from a machine learning perspective. More specifically, we discuss feature selection …

Numerous machine learning models have been developed to achieve the 'real-life'financial
objective of optimising the risk/return profile of investment strategies. In the current article:(a) …

Financial time series prediction has many applications in economics, but producing
profitable strategies certainly has a special place among them, a daunting challenge …

Forecasting the overnight (close-to-open) return direction of a stock market index has
recently attracted great attention. Owing to the strong interactions among stock markets …

Modern artificial intelligence (AI) is heavily reliant on deep learning (DL), an emerging class
of algorithms that can automatically detect non-trivial patterns from petabytes of rapidly …

Predicting direction of stock price movement is notably important to provide a better
guidance to assist market participants in making their investment decisions. This study …