Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020–2022

C Zhang, NNA Sjarif, R Ibrahim - … Reviews: Data Mining and …, 2024 - Wiley Online Library
Accurately predicting the prices of financial time series is essential and challenging for the
financial sector. Owing to recent advancements in deep learning techniques, deep learning …

Multi-step time series analysis and forecasting strategy using ARIMA and evolutionary algorithms

R Kumar, P Kumar, Y Kumar - International Journal of Information …, 2022 - Springer
Time series forecasting is a widely applied approach in sequential data series including the
stock market. Time series forecasting can be examined through single step ahead as well as …

Three stage fusion for effective time series forecasting using Bi-LSTM-ARIMA and improved DE-ABC algorithm

R Kumar, P Kumar, Y Kumar - Neural Computing and Applications, 2022 - Springer
Fusion is a state-of-the-art technique to observe the behavioral pattern from time series data.
Fusion models efficiently and effectively interpret both linear and nonlinear patterns that are …

Lagging problem in financial time series forecasting

J Li, L Song, D Wu, J Shui, T Wang - Neural Computing and Applications, 2023 - Springer
Accurate financial time series forecasting is important in financial markets. However, for
financial time series with low fluctuation, there is an unusual forecasting phenomenon in the …

[HTML][HTML] Application of machine learning algorithms in the domain of financial engineering

X Liu, S Salem, L Bian, JT Seong… - Alexandria Engineering …, 2024 - Elsevier
Financial engineering is crucial for effectively combining finance with quantitative
approaches. This study aims to forecast the performance of the Nasdaq stock market by …

Liquidt: stock market analysis using liquid time-constant neural networks

P Gajjar, A Saxena, K Acharya, P Shah, C Bhatt… - International Journal of …, 2024 - Springer
Accurate and efficient predictions concerning stock prices are an intriguing and sought-after
task in the field of computational financial analysis. This paper aims to leverage and validate …

[HTML][HTML] 1D-CapsNet-LSTM: A deep learning-based model for multi-step stock index forecasting

C Zhang, NNA Sjarif, R Ibrahim - Journal of King Saud University-Computer …, 2024 - Elsevier
Multi-step stock index forecasting is vital in finance for informed decision-making. Current
forecasting methods for this task frequently produce unsatisfactory results due to the …

[HTML][HTML] Hybrid ML Models for Volatility Prediction in Financial Risk Management

S Kumar, A Rao, M Dhochak - International Review of Economics & …, 2025 - Elsevier
Predicting volatility in financial markets is an important task with practical uses in decision-
making, regulation, and academic research. This study focuses on forecasting realized …

Comparison of LSTM and Transformer for Time Series Data Forecasting

I Sonata, Y Heryadi - 2024 7th International Conference on …, 2024 - ieeexplore.ieee.org
Time series data is data that is collected periodically and has certain time intervals. Time
series data is widely available in the fields of finance, meteorology, signal processing …