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@article{DBLP:journals/jsan/ShaheenFU24,
author = {Momina Shaheen and
Muhammad Shoaib Farooq and
Tariq Umer},
title = {Reduction in Data Imbalance for Client-Side Training in Federated
Learning for the Prediction of Stock Market Prices},
journal = {J. Sens. Actuator Networks},
volume = {13},
number = {1},
pages = {1},
year = {2024}
}
@article{DBLP:journals/mta/RaoR24,
author = {K. Venkateswara Rao and
B. Venkata Ramana Reddy},
title = {{OFML-SMF:} Optimal feature selection with hybrid machine learning
classifier for stock market price forecasting using social media and
secondary data sources},
journal = {Multim. Tools Appl.},
volume = {83},
number = {2},
pages = {4703--4729},
year = {2024}
}
@article{DBLP:journals/tjs/GuanZYLL24,
author = {Bowen Guan and
Chencheng Zhao and
Xianghui Yuan and
Jun Long and
Xiang Li},
title = {Price prediction in China stock market: an integrated method based
on time series clustering and image feature extraction},
journal = {J. Supercomput.},
volume = {80},
number = {7},
pages = {8553--8591},
year = {2024}
}
@article{DBLP:journals/tjs/GuanZYLL24a,
author = {Bowen Guan and
Chencheng Zhao and
Xianghui Yuan and
Jun Long and
Xiang Li},
title = {Correction to: Price prediction in China stock market: an integrated
method based on time series clustering and image feature extraction},
journal = {J. Supercomput.},
volume = {80},
number = {7},
pages = {10191},
year = {2024}
}
@inproceedings{DBLP:conf/aaai/LiLSWCH24,
author = {Tong Li and
Zhaoyang Liu and
Yanyan Shen and
Xue Wang and
Haokun Chen and
Sen Huang},
title = {{MASTER:} Market-Guided Stock Transformer for Stock Price Forecasting},
booktitle = {{AAAI}},
pages = {162--170},
publisher = {{AAAI} Press},
year = {2024}
}
@inproceedings{DBLP:conf/iip/WangY024,
author = {Maoguang Wang and
Jiaqi Yan and
Yuxiao Chen},
title = {A Stock Price Trend Prediction Method Based on Market Sentiment Factors
and Multi-layer Stacking Ensemble Learning with Dual-CNN-LSTM Models
and Nested Heterogeneous Learners},
booktitle = {Intelligent Information Processing {(1)}},
series = {{IFIP} Advances in Information and Communication Technology},
volume = {703},
pages = {395--409},
publisher = {Springer},
year = {2024}
}
@article{DBLP:journals/air/VenkateswararaoR23,
author = {K. Venkateswararao and
B. Venkata Ramana Reddy},
title = {{LT-SMF:} long term stock market price trend prediction using optimal
hybrid machine learning technique},
journal = {Artif. Intell. Rev.},
volume = {56},
number = {6},
pages = {5365--5402},
year = {2023}
}
@article{DBLP:journals/concurrency/KumarSJ23,
author = {Gourav Kumar and
Uday Pratap Singh and
Sanjeev Jain},
title = {Stock price forecasting based on the relationship among Asian stock
markets using deep learning},
journal = {Concurr. Comput. Pract. Exp.},
volume = {35},
number = {28},
year = {2023}
}
@article{DBLP:journals/eswa/KanzariS23,
author = {Dalel Kanzari and
Yosra Ben Said},
title = {A complex adaptive agent modeling to predict the stock market prices},
journal = {Expert Syst. Appl.},
volume = {222},
pages = {119783},
year = {2023}
}
@article{DBLP:journals/ijcia/MuhammadAIAMKA23,
author = {Tashreef Muhammad and
Anika Bintee Aftab and
Muhammad Ibrahim and
Md. Mainul Ahsan and
Maishameem Meherin Muhu and
Shahidul Islam Khan and
Mohammad Shafiul Alam},
title = {Transformer-Based Deep Learning Model for Stock Price Prediction:
{A} Case Study on Bangladesh Stock Market},
journal = {Int. J. Comput. Intell. Appl.},
volume = {22},
number = {3},
pages = {2350013:1--2350013:24},
year = {2023}
}
@article{DBLP:journals/ijicc/SabanciKA23,
author = {Dilek Sabanci and
Serhat Kili{\c{c}}arslan and
Kemal Adem},
title = {An application on forecasting for stock market prices: hybrid of some
metaheuristic algorithms with multivariate adaptive regression splines},
journal = {Int. J. Intell. Comput. Cybern.},
volume = {16},
number = {4},
pages = {847--866},
year = {2023}
}
@article{DBLP:journals/jaciii/SunSWC23,
author = {Jie Sun and
Mingyang Sun and
Xin Wang and
Yan Cheng},
title = {Stock Risk Warning and Financial Market Stability Based on the Perspective
of Stock Price Crash Risk of Peer Enterprises},
journal = {J. Adv. Comput. Intell. Intell. Informatics},
volume = {27},
number = {6},
pages = {1012--1024},
year = {2023}
}
@article{DBLP:journals/jikm/AlshabeebAMAAAAA23,
author = {Esra'a Alshabeeb and
Malak Aljabri and
Rami Mustafa A. Mohammad and
Fatemah S. Alqarqoosh and
Aseel A. Alqahtani and
Zainab T. Alibrahim and
Najd Y. Alawad and
Mashael A. Alzeer},
title = {Intelligent Techniques for Predicting Stock Market Prices: {A} Critical
Survey},
journal = {J. Inf. Knowl. Manag.},
volume = {22},
number = {3},
pages = {2250099:1--2250099:41},
year = {2023}
}
@article{DBLP:journals/kybernetes/ShilpaR23,
author = {B. L. Shilpa and
Shambhavi B. R},
title = {Combined deep learning classifiers for stock market prediction: integrating
stock price and news sentiments},
journal = {Kybernetes},
volume = {52},
number = {3},
pages = {748--773},
year = {2023}
}
@article{DBLP:journals/saem/ShethS23,
author = {Dhruhi Sheth and
Manan Shah},
title = {Predicting stock market using machine learning: best and accurate
way to know future stock prices},
journal = {Int. J. Syst. Assur. Eng. Manag.},
volume = {14},
number = {1},
pages = {1--18},
year = {2023}
}
@inproceedings{DBLP:conf/cit/ShresthaKJPPP23,
author = {Aashmit Shrestha and
Rina Kumari and
Ajay Kumar Jena and
Ajaya Kumar Parida and
Nirupama Parida and
Raj Kumar Parida},
title = {Stock Market Price Prediction Using {GRU} and {XGB}},
booktitle = {{OCIT}},
pages = {352--357},
publisher = {{IEEE}},
year = {2023}
}
@inproceedings{DBLP:conf/iceme/LinM23,
author = {Chinyang Lin and
Jo{\~{a}}o Alexandre L{\^{o}}bo Marques},
title = {An Exploratory Comparison of Stock Prices Prediction using Multiple
Machine Learning Approaches based on Hong Kong Share Market},
booktitle = {{ICEME}},
pages = {311--316},
publisher = {{ACM}},
year = {2023}
}
@inproceedings{DBLP:conf/icslt/HongWWL23,
author = {Junkai Hong and
Kanoksak Wattanachote and
Hai Wang and
Kexin Li},
title = {Influence of Covid-19 Outbreak Control Policies on the China Stock
Market Price Investigated by {LSTM} Forecasting Models},
booktitle = {{ICSLT}},
pages = {75--81},
publisher = {{ACM}},
year = {2023}
}
@inproceedings{DBLP:conf/ideal/GonzalezBLDB23,
author = {Jair O. Gonz{\'{a}}lez and
Rafael A. Berri and
Giancarlo Lucca and
Bruno Lopes Dalmazo and
Eduardo N. Borges},
title = {Analyzing the Influence of Market Event Correction for Forecasting
Stock Prices Using Recurrent Neural Networks},
booktitle = {{IDEAL}},
series = {Lecture Notes in Computer Science},
volume = {14404},
pages = {290--302},
publisher = {Springer},
year = {2023}
}
@article{DBLP:journals/corr/abs-2307-02099,
author = {Yueshan Chen and
Xingyu Xu and
Tian Lan and
Sihai Zhang},
title = {The Predictability of Stock Price: Empirical Study onTick Data in
Chinese Stock Market},
journal = {CoRR},
volume = {abs/2307.02099},
year = {2023}
}
@article{DBLP:journals/corr/abs-2308-04419,
author = {Karan Pardeshi and
Sukhpal Singh Gill and
Ahmed M. Abdelmoniem},
title = {Stock Market Price Prediction: {A} Hybrid {LSTM} and Sequential Self-Attention
based Approach},
journal = {CoRR},
volume = {abs/2308.04419},
year = {2023}
}
@article{DBLP:journals/corr/abs-2310-09903,
author = {Fatemeh Moodi and
Amir Jahangard Rafsanjani},
title = {Evaluation of feature selection performance for identification of
best effective technical indicators on stock market price prediction},
journal = {CoRR},
volume = {abs/2310.09903},
year = {2023}
}
@article{DBLP:journals/corr/abs-2312-15235,
author = {Tong Li and
Zhaoyang Liu and
Yanyan Shen and
Xue Wang and
Haokun Chen and
Sen Huang},
title = {{MASTER:} Market-Guided Stock Transformer for Stock Price Forecasting},
journal = {CoRR},
volume = {abs/2312.15235},
year = {2023}
}
@article{DBLP:journals/anor/KhalfaouiSAJ22,
author = {Rabeh Khalfaoui and
Sakiru Adebola Solarin and
Adel Al{-}Qadasi and
Sami Ben Jabeur},
title = {Dynamic causality interplay from {COVID-19} pandemic to oil price,
stock market, and economic policy uncertainty: evidence from oil-importing
and oil-exporting countries},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {105--143},
year = {2022}
}
@article{DBLP:journals/anor/ShahzadBRNS22,
author = {Syed Jawad Hussain Shahzad and
Elie Bouri and
Mobeen Ur Rehman and
Muhammad Abubakr Naeem and
Tareq Saeed},
title = {Oil price risk exposure of {BRIC} stock markets and hedging effectiveness},
journal = {Ann. Oper. Res.},
volume = {313},
number = {1},
pages = {145--170},
year = {2022}
}
@article{DBLP:journals/cms/FrezzaBP22,
author = {Massimiliano Frezza and
Sergio Bianchi and
Augusto Pianese},
title = {Forecasting Value-at-Risk in turbulent stock markets via the local
regularity of the price process},
journal = {Comput. Manag. Sci.},
volume = {19},
number = {1},
pages = {99--132},
year = {2022}
}
@article{DBLP:journals/cogcom/LiW22,
author = {Xiaodong Li and
Pangjing Wu},
title = {Stock Price Prediction Incorporating Market Style Clustering},
journal = {Cogn. Comput.},
volume = {14},
number = {1},
pages = {149--166},
year = {2022}
}
@article{DBLP:journals/ijkesdp/HasinHR22,
author = {Kazi Rafshan Hasin and
Sadman Hasan and
Rashedur M. Rahman},
title = {Prediction of stock market price movements based on sentiment analysis
on various news headlines},
journal = {Int. J. Knowl. Eng. Soft Data Paradigms},
volume = {7},
number = {2},
pages = {57--76},
year = {2022}
}
@article{DBLP:journals/jitr/SiddeshSHG22,
author = {G. M. Siddesh and
S. R. Mani Sekhar and
Srinidhi Hiriyannaiah and
Srinivasa K. G.},
title = {Forecasting Stock Market Volume Price Using Sentimental and Technical
Analysis},
journal = {J. Inf. Technol. Res.},
volume = {15},
number = {1},
pages = {1--13},
year = {2022}
}
@article{DBLP:journals/jksucis/PolamuriSM22,
author = {Subba Rao Polamuri and
Kudipudi Srinivas and
A. Krishna Mohan},
title = {Multi-Model Generative Adversarial Network Hybrid Prediction Algorithm
{(MMGAN-HPA)} for stock market prices prediction},
journal = {J. King Saud Univ. Comput. Inf. Sci.},
volume = {34},
number = {9},
pages = {7433--7444},
year = {2022}
}
@article{DBLP:journals/nca/DasSJS22,
author = {Sudeepa Das and
Tirath Prasad Sahu and
Rekh Ram Janghel and
Binod Kumar Sahu},
title = {Effective forecasting of stock market price by using extreme learning
machine optimized by PSO-based group oriented crow search algorithm},
journal = {Neural Comput. Appl.},
volume = {34},
number = {1},
pages = {555--591},
year = {2022}
}
@article{DBLP:journals/orl/Lai22,
author = {Wan{-}Ni Lai},
title = {Detecting stock market regimes from option prices},
journal = {Oper. Res. Lett.},
volume = {50},
number = {3},
pages = {260--267},
year = {2022}
}
@article{DBLP:journals/soco/PalK22,
author = {Shanoli Samui Pal and
Samarjit Kar},
title = {Fuzzy transfer learning in time series forecasting for stock market
prices},
journal = {Soft Comput.},
volume = {26},
number = {14},
pages = {6941--6952},
year = {2022}
}
@article{DBLP:journals/systems/DengZDFL22,
author = {Shangkun Deng and
Yingke Zhu and
Shuangyang Duan and
Zhe Fu and
Zonghua Liu},
title = {Stock Price Crash Warning in the Chinese Security Market Using a Machine
Learning-Based Method and Financial Indicators},
journal = {Syst.},
volume = {10},
number = {4},
pages = {108},
year = {2022}
}
@inproceedings{DBLP:conf/icoms/Li22,
author = {Bohan Li},
title = {Markov Process Modeling on Derived State Spaces of the Price Dynamics
of Stock Market Indices},
booktitle = {ICoMS},
pages = {66--71},
publisher = {{ACM}},
year = {2022}
}
@inproceedings{DBLP:conf/iicaiet/XiangD22,
author = {Ng Wei Xiang and
Mohammad Dabbagh},
title = {Stock Market Price Prediction: Text Analytics of the GameStop Short
Squeeze},
booktitle = {{IICAIET}},
pages = {1--6},
publisher = {{IEEE}},
year = {2022}
}
@inproceedings{DBLP:conf/isda/AgilandeeswariS22a,
author = {Loganathan Agilandeeswari and
R. Srikanth and
R. Elamaran and
K. Muralibabu},
title = {Stock Market Price Trend Prediction - {A} Comprehensive Review},
booktitle = {{ISDA} {(3)}},
series = {Lecture Notes in Networks and Systems},
volume = {716},
pages = {479--491},
publisher = {Springer},
year = {2022}
}
@inproceedings{DBLP:conf/ssci/LindsayKCG22,
author = {Leeanne Lindsay and
Dermot Kerr and
Sonya Coleman and
Bryan Gardiner},
title = {Transparent Models for Stock Market Price Forecasting},
booktitle = {{SSCI}},
pages = {860--866},
publisher = {{IEEE}},
year = {2022}
}
@inproceedings{DBLP:conf/syscon/GhasemiehK22,
author = {Alireza Ghasemieh and
Rasha Kashef},
title = {A Robust Deep Learning Model for Predicting the Trend of Stock Market
Prices During Market Crash Periods},
booktitle = {SysCon},
pages = {1--8},
publisher = {{IEEE}},
year = {2022}
}
@article{DBLP:journals/corr/abs-2201-05570,
author = {Jaydip Sen and
Ashwin Kumar R. S and
Geetha Joseph and
Kaushik Muthukrishnan and
Koushik Tulasi and
Praveen Varukolu},
title = {Precise Stock Price Prediction for Robust Portfolio Design from Selected
Sectors of the Indian Stock Market},
journal = {CoRR},
volume = {abs/2201.05570},
year = {2022}
}
@article{DBLP:journals/corr/abs-2204-05783,
author = {Narayana Darapaneni and
Anwesh Reddy Paduri and
Himank Sharma and
Milind Manjrekar and
Nutan Hindlekar and
Pranali Bhagat and
Usha Aiyer and
Yogesh Agarwal},
title = {Stock Price Prediction using Sentiment Analysis and Deep Learning
for Indian Markets},
journal = {CoRR},
volume = {abs/2204.05783},
year = {2022}
}
@article{DBLP:journals/corr/abs-2208-08300,
author = {Tashreef Muhammad and
Anika Bintee Aftab and
Md. Mainul Ahsan and
Maishameem Meherin Muhu and
Muhammad Ibrahim and
Shahidul Islam Khan and
Mohammad Shafiul Alam},
title = {Transformer-Based Deep Learning Model for Stock Price Prediction:
{A} Case Study on Bangladesh Stock Market},
journal = {CoRR},
volume = {abs/2208.08300},
year = {2022}
}
@article{DBLP:journals/complexity/HeD21,
author = {Hongzeng He and
Shufen Dai},
title = {Effectiveness of Price Limit on Stock Market Network: {A} Time-Migrated
{DCCA} Approach},
journal = {Complex.},
volume = {2021},
pages = {3265843:1--3265843:13},
year = {2021}
}
@article{DBLP:journals/isafm/MohamedAMH21,
author = {Elfadil A. Mohamed and
Ibrahim Elsiddig Ahmed and
Riyadh Mehdi and
Hanan Hussain},
title = {Impact of corporate performance on stock price predictions in the
{UAE} markets: Neuro-fuzzy model},
journal = {Intell. Syst. Account. Finance Manag.},
volume = {28},
number = {1},
pages = {52--71},
year = {2021}
}
@article{DBLP:journals/sp/HuangS21,
author = {Xin Huang and
Huilin Song},
title = {Investor Sentiment Combined with Multisource Information to Predict
Stock Prices: An Analysis of China's A-Share Market},
journal = {Sci. Program.},
volume = {2021},
pages = {9094032:1--9094032:9},
year = {2021}
}
@inproceedings{DBLP:conf/dese/LingB21,
author = {Leong Jia Ling and
Seetha Letchumy M. Belaidan},
title = {Stock Market Price Movement Forecasting on {BURSA} Malaysia using
Machine Learning Approach},
booktitle = {DeSE},
pages = {102--108},
publisher = {{IEEE}},
year = {2021}
}
@inproceedings{DBLP:conf/fedcsis/SridharS21,
author = {Sashank Sridhar and
Sowmya Sanagavarapu},
title = {Analysis of the Effect of News Sentiment on Stock Market Prices through
Event Embedding},
booktitle = {FedCSIS},
series = {Annals of Computer Science and Information Systems},
volume = {25},
pages = {147--150},
year = {2021}
}
@inproceedings{DBLP:conf/icacds/SalimathCMKK21,
author = {Shwetha Salimath and
Triparna Chatterjee and
Titty Mathai and
Pooja Kamble and
Megha Kolhekar},
title = {Prediction of Stock Price for Indian Stock Market: {A} Comparative
Study Using {LSTM} and {GRU}},
booktitle = {{ICACDS} {(2)}},
series = {Communications in Computer and Information Science},
volume = {1441},
pages = {292--302},
publisher = {Springer},
year = {2021}
}
@inproceedings{DBLP:conf/icccnt/MithuRRRMS21,
author = {Mossadek Ali Mithu and
Kazi Motiour Rahman and
Ruhul Amin Razu and
Md Riajuliislam and
Shampa Islam Momo and
Abdus Sattar},
title = {Gold Price Forecasting using Regression Techniques for Settling Economic
and Stock Market Inconsistency},
booktitle = {{ICCCNT}},
pages = {1--4},
publisher = {{IEEE}},
year = {2021}
}
@inproceedings{DBLP:conf/iccsa/KarthikeyanSTA21,
author = {Dakshinamoorthy Karthikeyan and
Babu Aravind Sivamani and
Pavan Kalyan Tummala and
Chamundeswari Arumugam},
title = {Time Series for Forecasting Stock Market Prices Based on Sentiment
Analysis of Social Media},
booktitle = {{ICCSA} {(7)}},
series = {Lecture Notes in Computer Science},
volume = {12955},
pages = {353--367},
publisher = {Springer},
year = {2021}
}
@inproceedings{DBLP:conf/iotaas/RazaA21,
author = {Muhammad Raheel Raza and
Saleh Alkhamees},
title = {Deep Learning Analysis of Australian Stock Market Price Prediction
for Intelligent Service Oriented Architecture},
booktitle = {IoTaaS},
series = {Lecture Notes of the Institute for Computer Sciences, Social Informatics
and Telecommunications Engineering},
volume = {421},
pages = {173--184},
publisher = {Springer},
year = {2021}
}
@inproceedings{DBLP:conf/rcis/IshikawaSY21,
author = {Tatsuki Ishikawa and
Imen Ben Sassi and
Sadok Ben Yahia},
title = {Assessment of Malicious Tweets Impact on Stock Market Prices},
booktitle = {{RCIS}},
series = {Lecture Notes in Business Information Processing},
volume = {415},
pages = {330--346},
publisher = {Springer},
year = {2021}
}
@inproceedings{DBLP:conf/saci/KovacsBT21,
author = {Adam Kovacs and
Bence Bogdandy and
Zsolt T{\'{o}}th},
title = {Predict Stock Market Prices with Recurrent Neural Networks using {NASDAQ}
Data Stream},
booktitle = {{SACI}},
pages = {449--454},
publisher = {{IEEE}},
year = {2021}
}
@inproceedings{DBLP:conf/smc/Ghasemieh021,
author = {Alireza Ghasemieh and
Rasha Kashef},
title = {Deep Learning Vs. Machine Learning in Predicting the Future Trend
of Stock Market Prices},
booktitle = {{SMC}},
pages = {3429--3435},
publisher = {{IEEE}},
year = {2021}
}
@article{DBLP:journals/asc/LongCHWR20,
author = {Jiawei Long and
Zhaopeng Chen and
Weibing He and
Taiyu Wu and
Jiangtao Ren},
title = {An integrated framework of deep learning and knowledge graph for prediction
of stock price trend: An application in Chinese stock exchange market},
journal = {Appl. Soft Comput.},
volume = {91},
pages = {106205},
year = {2020}
}
@article{DBLP:journals/dsp/LiuL20,
author = {Hui Liu and
Zhihao Long},
title = {An improved deep learning model for predicting stock market price
time series},
journal = {Digit. Signal Process.},
volume = {102},
pages = {102741},
year = {2020}
}
@article{DBLP:journals/eswa/RadojicicK20,
author = {Dragana Radojicic and
Simeon Kredatus},
title = {The impact of stock market price Fourier transform analysis on the
Gated Recurrent Unit classifier model},
journal = {Expert Syst. Appl.},
volume = {159},
pages = {113565},
year = {2020}
}
@article{DBLP:journals/ipm/LiWW20,
author = {Xiaodong Li and
Pangjing Wu and
Wenpeng Wang},
title = {Incorporating stock prices and news sentiments for stock market prediction:
{A} case of Hong Kong},
journal = {Inf. Process. Manag.},
volume = {57},
number = {5},
pages = {102212},
year = {2020}
}
@article{DBLP:journals/jbd/ShenS20,
author = {Jingyi Shen and
M. Omair Shafiq},
title = {Short-term stock market price trend prediction using a comprehensive
deep learning system},
journal = {J. Big Data},
volume = {7},
number = {1},
pages = {66},
year = {2020}
}
@article{DBLP:journals/mansci/Goncalves-Pinto20,
author = {Luis Goncalves{-}Pinto and
Bruce D. Grundy and
Allaudeen Hameed and
Thijs van der Heijden and
Yichao Zhu},
title = {Why Do Option Prices Predict Stock Returns? The Role of Price Pressure
in the Stock Market},
journal = {Manag. Sci.},
volume = {66},
number = {9},
pages = {3903--3926},
year = {2020}
}
@article{DBLP:journals/rairo/PalK20,
author = {Shanoli Samui Pal and
Samarjit Kar},
title = {Forecasting stock market price by using fuzzified Choquet integral
based fuzzy measures with genetic algorithm for parameter optimization},
journal = {{RAIRO} Oper. Res.},
volume = {54},
number = {2},
pages = {597--614},
year = {2020}
}
@article{DBLP:journals/rigaacs/NtiAW20,
author = {Isaac Kofi Nti and
Adebayo Felix Adekoya and
Benjamin Asubam Weyori},
title = {Predicting Stock Market Price Movement Using Sentiment Analysis: Evidence
From Ghana},
journal = {Appl. Comput. Syst.},
volume = {25},
number = {1},
pages = {33--42},
year = {2020}
}
@inproceedings{DBLP:conf/icacs2/RajeshG20,
author = {Neeraj Rajesh and
Lisa Gandy},
title = {CashTagNN: Exploiting the Use of CashTags to Predict Stock Market
Prices Using Convolutional Networks},
booktitle = {{ICACS}},
pages = {1--5},
publisher = {{ACM}},
year = {2020}
}
@inproceedings{DBLP:conf/icycsee/ShangW20,
author = {Yimeng Shang and
Yue Wang},
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