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Machine learning-based quantitative trading strategies across different time intervals in the American market Journal article
Wang, Yimeng, Yan, Keyue. Machine learning-based quantitative trading strategies across different time intervals in the American market[J]. Quantitative Finance and Economics, 2023, 7(4), 569-594.
Authors:  Wang, Yimeng;  Yan, Keyue
Favorite | TC[WOS]:3 TC[Scopus]:5  IF:3.2/2.2 | Submit date：2024/02/22
Machine Learning  Moving Average  Quantitative Trading  Stock Price Prediction  
Deep Heuristic Evolutionary Regression Model Based on the Fusion of BiGRU and BiLSTM Journal article
Xu,Lixiang, Xu,Wei, Cui,Qingzhe, Li,Mengying, Luo,Bin, Tang,Yuanyan. Deep Heuristic Evolutionary Regression Model Based on the Fusion of BiGRU and BiLSTM[J]. Cognitive Computation, 2023, 15(5), 1672-1686.
Authors:  Xu,Lixiang;  Xu,Wei;  Cui,Qingzhe;  Li,Mengying;  Luo,Bin; et al.
Favorite | TC[WOS]:1 TC[Scopus]:4  IF:4.3/4.0 | Submit date：2023/08/03
Cognitive Computing  Gated Recurrent Neural Network  Group Method Of Data Handling  Long Short-term Memory  Stock Prediction  
Instance-based deep transfer learning with attention for stock movement prediction Journal article
He, Qi-Qiao, Siu, Shirley Weng In, Si, Yain-Whar. Instance-based deep transfer learning with attention for stock movement prediction[J]. APPLIED INTELLIGENCE, 2022, 53(6), 6887–6908.
Authors:  He, Qi-Qiao;  Siu, Shirley Weng In;  Si, Yain-Whar
Favorite | TC[WOS]:8 TC[Scopus]:9  IF:3.4/3.9 | Submit date：2022/07/24
Instance-based  Deep Transfer Learning  Stock Movement Prediction  Attention Mechanism  
Prediction of risk: Decoding the Serial Dependence of Stock Return Volatility with Copula Journal article
Zhu, Liang, Lim, Christine, Zhang, Jianlun. Prediction of risk: Decoding the Serial Dependence of Stock Return Volatility with Copula[J]. Journal of Hospitality and Tourism Research, 2021, 45(1), 6-27.
Authors:  Zhu, Liang;  Lim, Christine;  Zhang, Jianlun
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:4.4/5.0 | Submit date：2021/12/07
Copula-based Model  Hospitality And Tourism-related Stock Return Volatility  Risk Prediction  Serial Dependence  
Deviated Expectation based Classification Method for Stock Price Prediction Journal article
Ruan, S., Lai, J. Y. M., Chen, X. , Zhang, X. . Deviated Expectation based Classification Method for Stock Price Prediction[J]. Services Transactions on Big Data (STBD), 2016, 36-46.
Authors:  Ruan, S.;  Lai, J. Y. M.;  Chen, X. ;  Zhang, X.
Favorite |  | Submit date：2022/08/29
Stock Price Prediction  
The impact of data normalization on stock market prediction: Using SVM and technical indicators Conference paper
Jiaqi Pan, Yan Zhuang, Simon Fong. The impact of data normalization on stock market prediction: Using SVM and technical indicators[C], 2016, 72-88.
Authors:  Jiaqi Pan;  Yan Zhuang;  Simon Fong
Favorite | TC[Scopus]:47 | Submit date：2019/02/13
Stock Market Prediction  Technical Indicator  Support Vector Machine (Svm)  Data Normalization  
Deviated Expectation based Classification Method for Stock Price Prediction Journal article
Sishi Ruan, Jennifer Yuen Man LAI, Xiaoyun Chen, Xiaofeng Zhang. Deviated Expectation based Classification Method for Stock Price Prediction[J]. International Journal of Big Data, 2016, 3(2).
Authors:  Sishi Ruan;  Jennifer Yuen Man LAI;  Xiaoyun Chen;  Xiaofeng Zhang
Favorite |  | Submit date：2019/10/17
Classification  Stock Price Prediction  Big Data  Financial Data Mining  
Augmenting classification with support vector regression for boosting financial forecasting returns Conference paper
Ghanavati, Mojgan, Wong, Raymond K., Wong, Raymond K., Fong, Simon. Augmenting classification with support vector regression for boosting financial forecasting returns[C], 2016, 43-53.
Authors:  Ghanavati, Mojgan;  Wong, Raymond K.;  Wong, Raymond K.;  Fong, Simon
Favorite | TC[Scopus]:0 | Submit date：2021/03/09
Hierarchical Beta Process  Metric Learning  Regression  Stock Market Prediction  
Realized skewness at high frequency and link to conditional market premium Conference paper
Zhi Liu, Kent Wang, Junwei Liu. Realized skewness at high frequency and link to conditional market premium[C], 2014.
Authors:  Zhi Liu;  Kent Wang;  Junwei Liu
Favorite |  | Submit date：2019/06/10
High-frequency  Jump  Microstructure Noise  Realized Skewness  Stock Return Prediction  
A Novel Instantaneous Frequency Definition for Axial Simple Waves and Its Application in Stock Price Prediction Journal article
Zhang, L., Liu, N., Yu, P.. A Novel Instantaneous Frequency Definition for Axial Simple Waves and Its Application in Stock Price Prediction[J]. IEEE Journal of Selected Tpoics in Signal Processing, 2012, 311-318.
Authors:  Zhang, L.;  Liu, N.;  Yu, P.
Favorite |  | Submit date：2022/07/27
BP neural network  EMD  IMF  instantaneous frequency  RBF neural network  stock price prediction