articleTop 1% cited
Deep learning with long short-term memory networks for financial market predictions
European Journal of Operational Research · 2017 · Vol. 270(2) · pp. 654–669
Thomas Fischer✉(Friedrich-Alexander-Universität Erlangen-Nürnberg)Christopher Krauß(Friedrich-Alexander-Universität Erlangen-Nürnberg)
Stock Market Forecasting MethodsFinancial Markets and Investment StrategiesComplex Systems and Time Series AnalysisSharpe ratioComputer scienceArtificial intelligenceProfitability indexEconometricsArtificial neural networkDeep learningRandom forestVolatility (finance)Machine learning
Citations
2,382
FWCI
126.47
field-weighted impact
References
75
Percentile
100%
vs. same field & year
Citations per year
Cited by
Hourly day-ahead solar irradiance prediction using weather forecasts by LSTM
Energy · 2018 · 912 citations
Deep Learning with a Long Short-Term Memory Networks Approach for Rainfall-Runoff Simulation
Water · 2018 · 600 citations
Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach
Applied Soft Computing · 2018 · 412 citations
Applications of deep learning in stock market prediction: Recent progress
Expert Systems with Applications · 2021 · 655 citations
References
Surveying stock market forecasting techniques – Part II: Soft computing methods
Expert Systems with Applications · 2008 · 820 citations
Long Short-Term Memory
Neural Computation · 1997 · 95,078 citations
Deep learning in neural networks: An overview
Neural Networks · 2014 · 17,774 citations
Framewise phoneme classification with bidirectional LSTM and other neural network architectures
Neural Networks · 2005 · 5,322 citations
Multifactor Explanations of Asset Pricing Anomalies
The Journal of Finance · 1996 · 6,469 citations
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
The Journal of Finance · 1993 · 11,369 citations
Evidence of Predictable Behavior of Security Returns
The Journal of Finance · 1990 · 2,725 citations
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
The Journal of Finance · 1970 · 15,646 citations
Citation Network
How this paper connects to the literature. Drag to explore, click any node to open that paper.