Applying Artificial Neural Networks to prediction of stock price and improvement of the directional prediction index - Case study of PETR4, Petrobras, Brazil
By F. A. Oliveira, C. Nobre, Luis E. Zárate. 2013
202 citations recorded by the source corpus.
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Weiwei Jiang
- Sasan Barak
- Xingyu Zhou
- Zhisong Pan
- Guyu Hu
- Siqi Tang
- Cheng Zhao
- Michal Tkác
Citations in the corpus
- Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets (2018, background): “Even small improvements in predictive performance can be very profitable [7, 8].”
- Pattern graph tracking-based stock price prediction using big data (2018, methodology): “Therefore, this study considers only the price and amount of selling and buying to affect the stock prices and to be used mainly from several studies, as shown in Table 3 [18, 43].”
- Developing an approach to evaluate stocks by forecasting effective features with data mining methods (2015, methodology): “By applying probabilistic back propagation algorithm, rough set and C4.5 Tree, they achieved 76% accuracy. de Oliveira, Nobre, and Zárate (2013) use 15 technical indicators and 11 fundamental indexes to prediction of stocks movement in Petrobras with artificial neural networks and obtain 87.50% for…”
- Artificial neural networks in business: Two decades of research (2016, background): “Throughout the investigated period authors have applied artificial neural networks to various problems including credit scoring [161, 258, 259], financial analysis [52, 186], or stock performance prediction [89, 162, 166].”
- Applications of deep learning in stock market prediction: recent progress (2020, methodology): “…List Average AUC Score (AUC) Ballings et al. (2015); Jiang et al. (2018); Borovkova & Tsiamas (2019); Zhang et al. (2019b) Theil’s U Coefficient (Theil’s U) de Oliveira et al. (2013); Bao et al. (2017); Yan & Ouyang (2018); de A. Arajo et al. (2019) Hit Ratio (Hit) Singh & Srivastava (2017); Hu…”