Applications of deep learning in stock market prediction: recent progress

arxiv:2003.01859

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Finance · 2020-02-29

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2. Part 2
3. Part 3
4. Part 4
5. Part 5

Contents

• Applications of deep learning in stock market prediction: recent progress
• Abstract
• Keywords:
• 1 Introduction
• 2 Related Work
• 3 Overview
• 4 Prediction Workflow
• 4.1 Raw Data
• 4.1.1 Data Types
• 4.1.2 Data Length
• 4.2 Data Processing
• 4.2.1 Missing Data Imputation
• 4.2.2 Denoising
• 4.2.3 Feature Extraction
• 4.2.4 Dimensionality Reduction
• 4.2.5 Feature Normalization & Standardization
• 4.2.6 Data Split
• 4.2.7 Data Augmentation
• 4.3 Prediction Model
• 4.4 Model Evaluation
• 5 Implementation and Reproducibility
• 5.1 Implementation
• 5.2 Result Reproducibility
• 5.2.1 Data Availability
• 5.2.2 Code Availability
• 6 Future Directions
• 6.1 New Models
• 6.2 Multiple Data Sources
• 6.3 Cross-market Analysis
• 6.4 Algorithmic Trading
• 7 Conclusion
• Acknowledgement