Forecasting directional movements of stock prices for intraday trading
using LSTM and random forests

v1v2 (latest)

Forecasting directional movements of stock prices for intraday trading using LSTM and random forests

21 April 2020

Pushpendu Ghosh

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Papers citing "Forecasting directional movements of stock prices for intraday trading using LSTM and random forests"

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Title
Regression and Forecasting of U.S. Stock Returns Based on LSTM Shicheng Zhou Zizhou Zhang Rong Zhang Yuchen Yin Chia Hong Chang Qinyan Shen AI4TS 116 1 0 03 Feb 2025
Risk-averse policies for natural gas futures trading using distributional reinforcement learning Félicien Hêche Biagio Nigro Oussama Barakat Stephan Robert-Nicoud OffRL 83 0 0 08 Jan 2025
Enhancing Multistep Prediction of Multivariate Market Indices Using Weighted Optical Reservoir Computing Fang Wang Ting Bu Yuping Huang 41 0 0 01 Aug 2024
Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices Jakub Michañków Paweł Sakowski R. Ślepaczuk AIFin 48 2 0 27 Sep 2023
Learning Representations without Compositional Assumptions Tennison Liu Jeroen Berrevoets Zhaozhi Qian M. Schaar OCL SSL 72 1 0 31 May 2023
Optimal Weighted Random Forests Xinyu Chen Dalei Yu Xinyu Zhang 43 5 0 17 May 2023
Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis Sungwoo Kang Jong-Kook Kim AIFin 21 0 0 28 Apr 2023
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data Kyungsub Lee 15 7 0 24 Apr 2023
Identifying Trades Using Technical Analysis and ML/DL Models Aayushi A. Shah Mann Doshi Meet Parekh Nirmit Deliwala P. Chawan AIFin 16 2 0 12 Apr 2023
Big portfolio selection by graph-based conditional moments method Zhoufan Zhu Ningning Zhang K. Zhu AIFin 16 2 0 27 Jan 2023
Detecting data-driven robust statistical arbitrage strategies with deep neural networks Ariel Neufeld J. Sester Daiying Yin 40 4 0 07 Mar 2022