Zobrazeno 1 - 10
of 99
pro vyhledávání: '"stock price forecast"'
Autor:
Kaifeng Guo, Haoling Xie
Publikováno v:
PeerJ Computer Science, Vol 10, p e2018 (2024)
The widespread adoption of social media platforms has led to an influx of data that reflects public sentiment, presenting a novel opportunity for market analysis. This research aims to quantify the correlation between the fleeting sentiments expresse
Externí odkaz:
https://doaj.org/article/bcb5560b06914d829e51eb9a483fb4b0
Publikováno v:
Mathematics, Vol 12, Iss 8, p 1187 (2024)
Stock market performance is one key indicator of the economic condition of a country, and stock price forecasting is important for investments and financial risk management. However, the inherent nonlinearity and complexity in stock price movements i
Externí odkaz:
https://doaj.org/article/6f2220f4586d4a31b9f8dbdf1e23b3ed
Publikováno v:
Applied Mathematics and Nonlinear Sciences, Vol 8, Iss 1, Pp 689-696 (2023)
This article first uses the gray correlation analysis combined with the gravitational search algorithm model to model the time series linearly. In this way, the predicted value of the GEM stock price is obtained. The simulation analysis of the calcul
Externí odkaz:
https://doaj.org/article/240e9818596340ae8b0abbbb5b3edda9
Autor:
Liu, Bin, Tan, Monica
Publikováno v:
Studies in Economics and Finance, 2019, Vol. 38, Issue 3, pp. 601-618.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/SEF-12-2017-0345
Autor:
Li Feng, Abo Keir Mohammed Yousuf
Publikováno v:
Applied Mathematics and Nonlinear Sciences, Vol 7, Iss 1, Pp 523-532 (2021)
In order to establish a more accurate Stock Price Prediction Model, the Stock Price Prediction mathematical Model SPPM (Stock Price Prediction Model) based on BP neural network with high frequency data is proposed in this paper. The SPPM integrates s
Externí odkaz:
https://doaj.org/article/f16bdc864f6b4b28ac42c09716ab1932
Publikováno v:
PeerJ Computer Science, Vol 8, p e1148 (2022)
Correctly predicting the stock price movement direction is of immense importance in the financial market. In recent years, with the expansion of dimension and volume in data, the nonstationary and nonlinear characters in finance data make it difficul
Externí odkaz:
https://doaj.org/article/b6b3800f5af34db7b140cbdb3668e5bb
Akademický článek
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Publikováno v:
Applied Sciences, Vol 13, Iss 19, p 10782 (2023)
As the Information Age brings people an amount of data, research on data prediction has been widely concerned. Time series data, a sequence of data points collected over an interval of time, are very common in many areas such as weather forecasting,
Externí odkaz:
https://doaj.org/article/56c03ba1be484e2db2dd322cde0cc4fb
Publikováno v:
Axioms, Vol 12, Iss 9, p 835 (2023)
Stock price prediction has been a subject of significant interest in the financial mathematics field. Recently, interest in natural language processing models has increased, and among them, transformer models, such as BERT and FinBERT, are attracting
Externí odkaz:
https://doaj.org/article/1ed228b598404a398d6f004c78d662b7
Akademický článek
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