Abstract: A new approach to technical indicators without lag.
problem Defining classical technical indicators as bounded operators for lag-free trading.
method Using linear algebra to redefine technical indicators as bounded operators in l∞(N) space. result Demonstrated the no-lag versions of technical indicators are simpler and more effective.
Study finds traditional technical indicators underperform in high-frequency trading, suggesting risk management over prediction.
problem Inadequately explored effectiveness of technical indicators in high-frequency trading, particularly at minute-level frequency.
method Evaluation of random forest models with traditional technical indicators on minute-level SPY data.
result In-sample performance is superior to out-of-sample, with risk-adjusted metrics not outperforming a simple buy-and-hold strategy.
This study improves stock price prediction for Apple Inc. using feature selection and regression models with technical indicators.
problem Improving stock price prediction accuracy for Apple Inc. using technical indicators.
method Evaluation of 123 technical indicators and 10 regression models on 13 years of Apple Inc. data.
result Combining feature selection with regression models significantly improves prediction accuracy.
We propose a new indicator for technical analysis. The indicator emphasizes maximums and minimums in price series with inherent smoothing and has a potential to be useful in both mechanical trading rules and chart pattern analysis.
In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger signals using the most commonly preferred technical analysis indicators. Then, a Mult…
TINs use neural networks to interpret technical indicators for trading.
problem Lack of interpretable neural architectures for technical indicators in trading.
method Introduced TINs, a neural architecture that reformulates technical indicators into trainable modules.
result Improved risk-adjusted performance compared to traditional indicator-based strategies.
Study improves cryptocurrency price prediction using deep learning with trading and social media indicators.
problem Predicting price movements of cryptocurrencies using deep learning.
method Used deep learning algorithms (MLP, CNN, LSTM, ALSTM) on hourly and daily data of Bitcoin and Ethereum.
result Unrestricted model with trading and social media indicators outperforms restricted model.
Cryptocurrency forecasting model considers macro, sentiment, and technical indicators.
problem High price volatility in cryptocurrency markets.
method Dual-prediction mechanism incorporating macroeconomic fluctuations, technical indicators, and individual cryptocurrency price changes.
result The proposed model outperforms ten comparison methods in short-term cryptocurrency forecasting.
Study improves cryptocurrency price prediction using neural networks and technical indicators.
problem Improving cryptocurrency price prediction accuracy.
method Integrates technical indicators, Transformer neural network, and BiLSTM.
result Demonstrates superior performance in predicting cryptocurrency prices.
Predict stock trends using news sentiment and technical indicators in Spark.
problem Predicting the stock market trend is challenging due to multiple influencing factors.
method Created a machine learning classification problem with features from technical indicators and news sentiment scores.
result Random Forest model achieved 63.58% test accuracy in Spark.
CNN model predicts financial market movement with better performance.
problem Difficult to predict financial markets due to complex dynamics.
method Proposes a novel one-dimensional CNN model for financial market prediction.
result CNN model achieves more robust and profitable performance than previous approaches.
Predicting the intraday stock jumps is a significant but challenging problem in finance. Due to the instantaneity and imperceptibility characteristics of intraday stock jumps, relevant studies on their predictability remain limited. This paper proposes a data-driven approach to predict intraday stock jumps using the in…
Improved MACD trading strategies with other indicators for better performance.
problem Evaluating the effectiveness of MACD-based trading strategies in the US stock market.
method Backtested various MACD-based trading strategies on US stock indices using Python.
result Win-rate of MACD strategies improved with other momentum indicators, leading to a new VPVMA indicator.
A3T-GCN model forecasts FTSE100 stock prices using technical indicators and financial ratios.
problem Forecasting closing stock prices of FTSE100 constituents.
method Hybrid A3T-GCN architecture using technical indicators, financial ratios, and sector correlations.
result A3T-GCN model improves prediction accuracy with annualized log-returns and shorter sequence lengths.
This paper optimizes cryptocurrency portfolios by integrating sentiment analysis with technical indicators.
problem Effective portfolio management in volatile cryptocurrency markets.
method Dynamic portfolio strategy using technical indicators and sentiment analysis.
result The integrated approach outperforms traditional benchmarks and achieves stronger risk-adjusted returns.
This paper uses feature preprocessing and RRL to automate profitable financial trading.
problem Automating profitable financial trading strategies.
method Feature preprocessing (PCA, DWT) followed by Recurrent Reinforcement Learning (RRL).
result The proposed strategy is effective, robust, and mitigates RRL's drawbacks.
GA-MSSR optimizes forex trading rules for higher returns and reduced risk.
problem Noisy market data affects the consistency and profitability of trading algorithms.
method Optimized trading rules derived from technical indicators using a Genetic Algorithm.
result GA-MSSR achieved superior performance with significant positive returns and reduced risk factors.
We generalize the momentum indicator idea taking into account the volume of transactions as a multiplicative factor. We compare returns obtained following strategies based on the classical or the generalized technical analysis, taking into account a sort of risk investor criterion.
The purpose of this research is to apply technical analysis of Sutte Indicator in stock trading which will assist in the investment decision making process i.e. buying or selling shares. This research takes data of "A" on the Indonesia Stock Exchange(IDX or BEI) 29 November 2006 until 20 September 2016 period. To see t…
NEAT algorithm optimizes stock trading with reduced risk.
problem Maximizing earnings while minimizing risk in stock trading.
method Applied NEAT algorithm to stock trading with multiple technical indicators, using progressive training data and a multi-objective fitness function.
result NEAT model achieved similar returns to Buy & Hold but with lower risk and stability.
This paper predicts stock prices using BERT for sentiment analysis and GAN for technical indicators.
problem Predicting stock prices using advanced techniques.
method BERT for sentiment analysis, GAN for technical indicators, comparison with baseline models.
result GAN outperformed baseline models in predicting stock prices.
Technical trading rules have been widely used by practitioners in financial markets for a long time. The profitability remains controversial and few consider the stationarity of technical indicators used in trading rules. We convert MA, KDJ and Bollinger bands into stationary processes and investigate the profitability…
Decision trees improve intraday trading strategies for NIFTY50 stocks.
problem Creating optimal trading rules for individual stocks.
method Using decision trees to generate unique trading rules for each stock based on technical indicators.
result Decision tree strategies outperform simple buy-and-hold for many stocks.
In recent years, hyperparameter optimization (HPO) has become an increasingly important issue in the field of machine learning for the development of more accurate forecasting models. In this study, we explore the potential of HPO in modeling stock returns using a deep neural network (DNN). The potential of this approa…
The study uses stock market indicators to forecast COVID-19 cases.
problem Forecasting the spread of COVID-19 for resource allocation.
method Reinterpreting daily cases as candlesticks and applying stock market indicators.
result The stock market indicators show statistical significance in predicting COVID-19 cases.
We investigate the performance of dynamic portfolios constructed using more than 21,000 technical trading rules on 12 categorical and country-specific markets over the 2004-2015 study period, on rolling forward structures of different lengths. We also introduce a discrete false discovery rate (DFRD+/-) method for contr…
Transformer model with mixed-frequency data improves stock volatility prediction.
problem Improving stock volatility prediction using mixed-frequency data.
method Transformer model trained on mixed-frequency data (GARCH-MIDAS model for frequency alignment).
result Transformer model reduces mean square error from 1.00 to 0.86.
Wavelet denoised-ResNet with LightGBM predicts Forex rate of change.
problem Forecasting Foreign Exchange (Forex) rate of change for trading opportunities.
method Wavelet denoising, ResNet, LightGBM, technical indicators, image features.
result The model outperforms baseline models with low MAE, MSE, and RMSE.
Paper presents LSTM models for short-term stock price prediction.
problem Accurately predicting short-term stock prices is challenging.
method Univariate and multivariate LSTM models using historical data.
result Multivariate LSTM model with technical indicators outperforms univariate model.
Proposes a new framework for predicting stock market movements using sparse neural architectures.
problem Challenging problem of predicting stock market movements using technical indicators.
method Multi-criteria optimization approach to evolve sparse neural architectures.
result Evolved parsimonious networks with better generalization capabilities.
With the widespread engineering applications ranging from artificial intelligence and big data decision-making, originally a lot of tedious financial data processing, processing and analysis have become more and more convenient and effective. This paper aims to improve the accuracy of stock price forecasting. It improv…
Paper compares stock price prediction models using Heston and Geometric Brownian Motion.
problem Predicting stock prices accurately.
method Developed Heston and Geometric Brownian Motion models using Ito's lemma and Euler-Maruyama methods.
result Models outperform statistical indicators in predicting stock prices.
Developed Forex trading heuristics with high profit potential.
problem Reduced trade opportunities due to technical indicator values.
method Machine learning simulation of 10 years of Forex data.
result Optimized trade parameters for 118 pips daily profit.
A feature-rich Bitcoin trading assistant using reinforcement learning.
problem Predicting and analyzing Bitcoin market trends for long-term profits.
method Reinforcement learning with technical indicators and Twitter sentiment scores.
result Average profit of 69% over 685 days, including the Covid-19 period.
Study predicts stock price direction on earnings announcement days using multi-modal deep learning.
problem Predicting stock price movements during earnings announcements is challenging due to market noise and discontinuities.
method Constructed a multi-modal feature space combining fundamental metrics, technical indicators, and sentiment scores from financial news articles. Evaluated LSTM and Transformer models against a baseline.
result Transformer model outperforms LSTM in identifying volatile movements, achieving higher macro F1-score.
Study finds IBS useful for predicting ETF price movements.
problem Predicting short-term price movements in country ETFs.
method Quantitative analysis of historical price data using Mean Reversion.
result IBS can be a useful technical indicator for ETFs.
VGRSI uses price visibility graphs to generate profitable trading signals.
problem Ineffective traditional technical analysis indicators in financial markets.
method Visibility Graphs Relative Strength Index (VGRSI) based on backward visibility relations in price data.
result VGRSI signals generated substantial profits across different asset classes.
Dematerialization is the reduction in the quantity of materials needed to produce something useful over time. Dematerialization fundamentally derives from ongoing increases in technical performance but it can be counteracted by demand rebound - increases in usage because of increased value (or decreased cost) that also…
CleverHans is a software library that provides standardized reference implementations of adversarial example construction techniques and adversarial training. The library may be used to develop more robust machine learning models and to provide standardized benchmarks of models' performance in the adversarial setting. …
RAGuard improves safety in LLMs for offshore wind maintenance.
problem Conventional LLMs fail with specialised or unexpected scenarios in offshore wind maintenance.
method Integrates safety-critical documents alongside technical manuals in RAG framework.
result RAGuard increases safety recall from almost 0% to over 50% while maintaining technical recall above 60%.
Deep RL strategies outperform traditional methods in cryptocurrency trading.
problem Designing profitable trading strategies for cryptocurrency markets.
method Applied Proximal Policy Optimization, Soft Actor-Critic, and Generative Adversarial Imitation Learning to a Gym environment based on cryptocurrency markets.
result Highest gain of 4850 US dollars per 10000 US dollars investment on unseen data.
Study fusion methods for financial image views to improve robustness against attacks.
problem Improving robustness of financial image views for next-day direction prediction.
method Same-source multi-view learning with early fusion and late fusion, using OHLCV and technical-indicator views, and evaluating pixel-space L-infinity attacks.
result Early fusion can suffer negative transfer under noisy settings, while late fusion is more reliable once labels stabilize.
This paper describes recent development and test implementation of a continuous time recurrent neural network that has been configured to predict rates of change in securities. It presents outcomes in the context of popular technical analysis indicators and highlights the potential impact of continuous predictive capab…
Study shows diverse data sources improve cryptocurrency forecasting models.
problem Improving cryptocurrency market forecasting accuracy.
method Integrating various data types, including on-chain metrics, traditional indices, and macroeconomic indicators.
result Data source diversity significantly enhances forecasting model performance.
Transformer model predicts stock trends using technical data and sentiment analysis.
problem Lack of accurate long-term stock trend prediction using traditional models.
method Developed a Transformer-based model integrating technical stock data and sentiment analysis.
result Transformer model shows significant improvement in directional accuracy over RNNs, especially for longer sequence lengths.
LSTM model predicts stock prices with high accuracy in stable sectors but struggles with volatile ones.
problem Predicting stock prices in emerging markets with limited data.
method Developed and evaluated an LSTM network on historical OHLCV data and technical indicators.
result Strong predictive performance (R2>0.87) for stable sectors, but challenges for volatile ones. A large class of trading strategies focus on opportunities offered by the yield curve. In particular, a set of yield curve trading strategies are based on the view that the yield curve mean-reverts. Based on these strategies' positive performance, a multiple pairs trading strategy on major currency pairs was implemente…
Research integrates sentiment analysis with reinforcement learning for better trading strategies.
problem Improving trading performance by integrating sentiment data.
method Developed a sentiment-driven trading system using a large language model and reinforcement learning.
result Sentiment signals from FinGPT improve trading performance when combined with technical indicators.