A machine learning trading system for the stock market based on N-period Min-Max labeling using XGBoost

Y Han, J Kim, D Enke - Expert Systems with Applications, 2023 - Elsevier
Many researchers attempt to accurately predict stock price trends using technologies such
as machine learning and deep learning to achieve high returns in the stock market …

Investigating the informativeness of technical indicators and news sentiment in financial market price prediction

SA Farimani, MV Jahan, AM Fard… - Knowledge-Based …, 2022 - Elsevier
Real-time market prediction tool tracking public opinion in specialized newsgroups and
informative market data persuades investors of financial markets. Previous works mainly …

Predictive multi-period multi-objective portfolio optimization based on higher order moments: Deep learning approach

S Abolmakarem, F Abdi, K Khalili-Damghani… - Computers & industrial …, 2023 - Elsevier
Abstract We propose a Multi-Period Multi-Objective Portfolio Optimization model (MPMOPO).
We used deep-learning approach to predict future behavior of stock returns. We consider …

A novel hybrid model based on recurrent neural networks for stock market timing

Y Qiu, HY Yang, S Lu, W Chen - Soft Computing, 2020 - Springer
Stock market timing is regarded as a challenging task of financial prediction. An accurate
prediction of stock trend can yield great profits for investors. At present, recurrent neural …

[HTML][HTML] A nonlinear technical indicator selection approach for stock Markets. Application to the Chinese stock market

G Alfonso, DR Ramirez - Mathematics, 2020 - mdpi.com
In this paper we present a combinatorial nonlinear technical indicator approach for the
identification of appropriate combinations of stock technical indicators as inputs in non-linear …

[HTML][HTML] Role of the global volatility indices in predicting the volatility index of the Indian economy

A Prasad, P Bakhshi - Risks, 2022 - mdpi.com
Movements in the volatility index of the Indian economy are influenced by global volatility
indices (fear index). This study evaluates the influence of various global implied volatility …

Time interval choices in forecasting stock market indices of CEE and SEE countries

S Vlah Jerić - Post-communist economies, 2023 - Taylor & Francis
The main objective of this analysis is to investigate how varying the forecast horizon and the
input window length for calculating technical indicators affects the predictive performance of …

[HTML][HTML] A multi-stage machine learning approach for stock price prediction: Engineered and derivative indices

S Abolmakarem, F Abdi, K Khalili-Damghani… - Intelligent Systems with …, 2024 - Elsevier
In this paper, a machine learning approach is proposed to predict the next day's stock prices.
The methodology involves comprehensive data collection and feature generation, followed …

Characteristics of peak and cliff in branch length similarity entropy profiles for binary time-series and their application

SH Lee, CM Park - IEEE Access, 2022 - ieeexplore.ieee.org
A binary time series can be transformed into a Branch Length Similarity (BLS) entropy profile
by being mapped to a circumference called a time-circle. In this study, we explored how …

A new measure to characterize the self-similarity of binary time series and its application

SH Lee, CM Park - IEEE Access, 2021 - ieeexplore.ieee.org
In this study, the branch-length similarity entropy profile is estimated by map** the time-
series signal to the circumference of the time circle, and the self-similarity is defined based …