Liu et al., 2024 - Google Patents
Forecasting the stock price of listed innovative SMEs using machine learning methods based on Bayesian optimization: Evidence from ChinaLiu et al., 2024
View PDF- Document ID
- 3800472994877374230
- Author
- Liu W
- Suzuki Y
- Du S
- Publication year
- Publication venue
- Computational Economics
External Links
Snippet
Innovative SMEs have had an important impact on the economies of emerging countries in recent years. In particular, the volatility of their share prices is closely related to economic development and investor behaviors. Therefore, this study takes the Chinese market as an …
- 238000005457 optimization 0 title abstract description 27
Classifications
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N99/00—Subject matter not provided for in other groups of this subclass
- G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
- G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
- G06Q10/063—Operations research or analysis
- G06Q10/0635—Risk analysis
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Exchange, e.g. stocks, commodities, derivatives or currency exchange
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N3/00—Computer systems based on biological models
- G06N3/02—Computer systems based on biological models using neural network models
- G06N3/08—Learning methods
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
- G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
- G06K9/62—Methods or arrangements for recognition using electronic means
- G06K9/6217—Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation
- G06K9/6232—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods
- G06K9/6247—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods based on an approximation criterion, e.g. principal component analysis
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
- G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
- G06K9/62—Methods or arrangements for recognition using electronic means
- G06K9/6267—Classification techniques
- G06K9/6279—Classification techniques relating to the number of classes
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q30/00—Commerce, e.g. shopping or e-commerce
- G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
- G06Q30/0202—Market predictions or demand forecasting
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q50/00—Systems or methods specially adapted for a specific business sector, e.g. utilities or tourism
- G06Q50/01—Social networking
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
- G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
- G06K9/62—Methods or arrangements for recognition using electronic means
- G06K9/6267—Classification techniques
- G06K9/6268—Classification techniques relating to the classification paradigm, e.g. parametric or non-parametric approaches
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q30/00—Commerce, e.g. shopping or e-commerce
- G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
- G06Q30/0201—Market data gathering, market analysis or market modelling
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/04—Forecasting or optimisation, e.g. linear programming, "travelling salesman problem" or "cutting stock problem"
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N5/00—Computer systems utilising knowledge based models
- G06N5/02—Knowledge representation
- G06N5/022—Knowledge engineering, knowledge acquisition
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N5/00—Computer systems utilising knowledge based models
- G06N5/04—Inference methods or devices
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q20/00—Payment architectures, schemes or protocols
Similar Documents
| Publication | Publication Date | Title |
|---|---|---|
| Zhong et al. | LSTM-ReGAT: A network-centric approach for cryptocurrency price trend prediction | |
| Zhong et al. | Predicting the daily return direction of the stock market using hybrid machine learning algorithms | |
| Shen et al. | Short-term stock market price trend prediction using a comprehensive deep learning system | |
| Naik et al. | Novel stock crisis prediction technique—a study on Indian stock market | |
| Diqi et al. | StockGAN: robust stock price prediction using GAN algorithm | |
| Pimenta et al. | An automated investing method for stock market based on multiobjective genetic programming | |
| Cheng et al. | A hybrid forecast marketing timing model based on probabilistic neural network, rough set and C4. 5 | |
| Wang et al. | Survey on the application of deep learning in algorithmic trading | |
| Wu et al. | Review of deep learning models for crypto price prediction: implementation and evaluation | |
| Liu et al. | Forecasting the stock price of listed innovative SMEs using machine learning methods based on Bayesian optimization: Evidence from China | |
| Pabuccu et al. | Feature selection with annealing for forecasting financial time series | |
| Vaziri et al. | A time-varying stock portfolio selection model based on optimized PSO-BiLSTM and multi-objective mathematical programming under budget constraints | |
| Sukma et al. | An algorithmic trading approach merging machine learning with multi-indicator strategies for optimal performance | |
| Ghasemieh et al. | An enhanced Wasserstein generative adversarial network with Gramian Angular Fields for efficient stock market prediction during market crash periods: A. Ghasemieh and R. Kashef | |
| Guo et al. | Forecasting the mid-price movements with high-frequency lob: A dual-stage temporal attention-based deep learning architecture | |
| Farhadi et al. | A hybrid LSTM-GRU model for stock price prediction | |
| Kaur et al. | Application and performance of data mining techniques in stock market: A review | |
| Heiden et al. | Applying LSTM for stock price prediction with sentiment analysis | |
| Li et al. | [Retracted] A Study of Different Existing Methods for the Stock Selection in the Field of Quantitative Investment | |
| Reis et al. | The role of deep learning in financial asset management: A systematic review | |
| Hadizadeh et al. | A novel transformer-based dual attention architecture for the prediction of financial time series | |
| Chen | Visual recognition and prediction analysis of China’s real estate index and stock trend based on CNN-LSTM algorithm optimized by neural networks | |
| Padhi et al. | Automl trading: a rule-based model to predict the bull and bearish market | |
| Hafshejani et al. | Enhancing stock market prediction with LSTM: a review of recent developments and comparative analysis | |
| Chen et al. | Extracting Stock Predictive Information in Mutual Fund Managers’ Portfolio Decisions Through Machine Learning with Hypergraph: Y. Chen et al. |