Survey of feature selection and extraction techniques for stock market prediction

HH Htun, M Biehl, N Petkov - Financial Innovation, 2023 - Springer
In stock market forecasting, the identification of critical features that affect the performance of
machine learning (ML) models is crucial to achieve accurate stock price predictions. Several …

A systematic survey of AI models in financial market forecasting for profitability analysis

BHA Khattak, I Shafi, AS Khan, ES Flores… - Ieee …, 2023 - ieeexplore.ieee.org
Artificial intelligence (AI)-based models have emerged as powerful tools in financial markets,
capable of reducing investment risks and aiding in selecting highly profitable stocks by …

Co-evolution of neural architectures and features for stock market forecasting: A multi-objective decision perspective

F Hafiz, J Broekaert, D La Torre, A Swain - Decision Support Systems, 2023 - Elsevier
In a multi-objective setting, a portfolio manager's highly consequential decisions can benefit
from assessing alternative forecasting models of stock index movement. The present …

LSTM neural network model with feature selection for financial time series prediction

N Pai, V Ilango - 2020 fourth international conference on I …, 2020 - ieeexplore.ieee.org
The case of features selection plays an important role in fine-tuning the prediction capacity
of machine learning models. This paper reviews the different scenarios with three sets of …

Building intelligent moving average-based stock trading system using metaheuristic algorithms

SY Kuo, YH Chou - IEEE Access, 2021 - ieeexplore.ieee.org
Many studies have been proposed to prove that technical analysis can help investors make
trading decisions. The moving average (MA) is a widely used technical indicator that plays …

Profitability trend prediction in crypto financial markets using Fibonacci technical indicator and hybrid CNN model

BHA Khattak, I Shafi, CH Rashid, M Safran… - Journal of Big Data, 2024 - Springer
Cryptocurrency has become a popular trading asset due to its security, anonymity, and
decentralization. However, predicting the direction of the financial market can be …

Effective short-term forecasts of Saudi stock price trends using technical indicators and large-scale multivariate time series

AO Aseeri - PeerJ Computer Science, 2023 - peerj.com
Forecasting the stock market trend and movement is a challenging task due to multiple
factors, including the stock's natural volatility and nonlinearity. It concerns discovering the …

Using Fuzzy inference systems for the creation of forex market predictive models

A Hernandez-Aguila, M García-Valdez… - IEEE …, 2021 - ieeexplore.ieee.org
This paper presents a method for creating Forex market predictive models using multi-agent
and fuzzy systems, which have the objective of simulating the interactions that provoke …

Reducing manual effort to label stock market data by applying a metaheuristic search: a case study from the Saudi stock market

M Alsulmi - IEEE Access, 2021 - ieeexplore.ieee.org
Computational intelligence and machine learning techniques have been widely considered
for a variety of domains, including financial and data analysis applications. Stock market …

Stock index trend prediction based on TabNet feature selection and long short-term memory

X Wei, H Ouyang, M Liu - Plos one, 2022 - journals.plos.org
In this study, we propose a predictive model TabLSTM that combines machine learning
methods such as TabNet and Long Short-Term Memory Neural Network (LSTM) with a …