Papers
arxiv:2003.01859

Applications of deep learning in stock market prediction: recent progress

Published on Feb 29, 2020
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Abstract

Deep learning models for stock market prediction have rapidly advanced, necessitating a comprehensive review of recent developments, neural network architectures, data sources, and evaluation methods to aid researchers in understanding current progress and reproducing prior studies.

AI-generated summary

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have been explored for the past couple of decades. Lately, deep learning models have been introduced as new frontiers for this topic and the rapid development is too fast to catch up. Hence, our motivation for this survey is to give a latest review of recent works on deep learning models for stock market prediction. We not only category the different data sources, various neural network structures, and common used evaluation metrics, but also the implementation and reproducibility. Our goal is to help the interested researchers to synchronize with the latest progress and also help them to easily reproduce the previous studies as baselines. Base on the summary, we also highlight some future research directions in this topic.

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