Predicting stock prices based on informed traders' activities using deep neural networks

DOI10.1016/J.ECONLET.2021.109917MaRDI QIDQ2037007zbMATH OpenOpenAlexFDO

Authors Haejung Na, Soonho Kim

Publication date 30 June 2021

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2021.109917

zbMATH Keywords

artificial neural networkinformed investorsmarket failurestock price prediction

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Financial markets (91G15)

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Cites work

• Common risk factors in the returns on stocks and bonds

Cited in

(8)

• Predictable variation and profitable trading of US equities: A trading simulation using neural networks
• Are markets truly efficient? Experiments using deep learning algorithms for market movement prediction
• A prediction model for stock market based on the integration of independent component analysis and multi-LSTM
• Isolating Stock Prices Variation with Neural Networks
• The application of neural networks to predict abnormal stock returns using insider trading data
• scientific article; zbMATH DE number 7448689 (Why is no real title available?)
• Encoding of high-frequency order information and prediction of short-term stock price by deep learning
• Advances in Neural Networks – ISNN 2005

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