Improvement methods for stock market prediction using financial news articles
By Minh Dang, Duc M. Duong. 2016
38 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Management Science and Operations Research
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
- Kyungbok Min
- Dang Lien Minh
- Lien Minh Dang
- Huy D. Huynh
- Hyeonjoon Moon
- Duc M. Duong
- Weiwei Jiang
- Omer Berat Sezer
In Management Science and Operations Research
- Abolghasem Sadeghi-Niaraki
- Lien Minh Dang
- Huy D. Huynh
- Duc M. Duong
- Weiwei Jiang
- M. Ugur Gudelek
- Omer Berat Sezer
- A. Ozbayoglu
Citations in the corpus
- Deep Learning Approach for Short-Term Stock Trends Prediction Based on Two-Stream Gated Recurrent Unit Network (2018, methodology): “We divided it similar to those in [2], the reason it was separated into three samples is to examine investor’s behavior on different time periods.”
- A New Model for Stock Price Movements Prediction Using Deep Neural Network (2017, background): “A large number of papers have shown that supervised machine learning models such as Genetic Algorithms [16], Random Forests [17],[25], Support Vector Machine [15], [8], [10] and Artificial Neural Network [11], [21] were effective in predicting the trend of the stock prices based on time-series price”