Intraday prediction of Borsa Istanbul using convolutional neural networks and feature correlations
By Hakan Gunduz, Yusuf Yaslan, Zehra Cataltepe. 2017
170 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research, Economics & Operations Research, Signal Processing, Time-Series & Forecasting
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Management Science and Operations Research
- Weiwei Jiang
- M. Ugur Gudelek
- Omer Berat Sezer
- A. Ozbayoglu
- Saman Haratizadeh
- Ehsan Hoseinzade
- Longbing Cao
- Ze Hu
In Economics & Operations Research
In Signal Processing
In Time-Series & Forecasting
- Weiwei Jiang
- M. Ugur Gudelek
- Omer Berat Sezer
- A. Ozbayoglu
- Saman Haratizadeh
- Ehsan Hoseinzade
- Longbing Cao
Citations in the corpus
- Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, methodology): “The authors of [200] proposed a method that used CNN with correlated features combined together to predict the trend of the stocks prices.”
- Deep Learning for Financial Applications : A Survey (2020, methodology): “In [61], an innovative method was proposed that uses CNN with correlated features combined together to predict the trend of the stocks prices.”
- CNNpred: CNN-based stock market prediction using a diverse set of variables (2019, methodology): “To address this issue, we report the Macro-Averaged-F-Measure that is the mean of F-measures calculated for each of the two classes (Gunduz et al., 2017; ¨Ozg¨ur et al., 2005).”
- Applications of deep learning in stock market prediction: recent progress (2020, methodology): “…refers to the process of rescaling the input feature by the minimum and range, to make all the values lie between 0 and 1 (Wang & Wang, 2015; Gunduz et al., 2017; Li et al., 2017b; Singh & Srivastava, 2017; Althelaya et al., 2018; Althelaya et al., 2018; Baek & Kim, 2018; Chen et al.,…”