Research graph
References from CIMTS: candlestick-integrated multi-modal trading system for stock indices. Local targets link to admitted publications; unresolved targets remain external evidence.
Stock price prediction using the ARIMA model
10.1109/uksim.2014.67 · 2014 · External reference
A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting
10.1016/j.eswa.2017.03.028 · 2017 · External reference
Multimodal machine learning: a survey and taxonomy
10.1109/tpami.2018.2798607 · 2018 · External reference
LSTM based decision support system for swing trading in stock market
10.1016/j.knosys.2021.107994 · 2022 · External reference
Wrapper ANFIS-ICA method to do stock market timing and feature selection on the basis of Japanese Candlestick
10.1016/j.eswa.2015.08.010 · 2015 · External reference
Integrating StockTwits with sentiment analysis for better prediction of stock price movement
10.1109/icomet.2018.8346382 · 2018 · External reference
Using neural networks and technical indicators for generating stock trading signals
2002 · External reference
Meltdown modelling: could agent-based computer models prevent another financial crisis?
10.1038/460680a · 2009 · External reference
Shortlisting machine learning-based stock trading recommendations using candlestick pattern recognition
10.1016/j.eswa.2022.119493 · 2023 · External reference
TIC-FusionNet: a multimodal deep learning framework with temporal decomposition and attention-based fusion for time series forecasting
10.1371/journal.pone.0333379 · 2025 · External reference
A hierarchical attention network for stock prediction based on attentive multi-view news learning
10.1016/j.neucom.2022.06.106 · 2022 · External reference
McVCsB: a new hybrid deep learning network for stock index prediction
10.1016/j.eswa.2023.120902 · 2023 · External reference
An integrated approach of ensemble learning methods for stock index prediction using investor sentiments
10.1016/j.eswa.2023.121710 · 2024 · External reference
An image is worth 16×16 words: transformers for image recognition at scale
10.48550/arxiv.2010.11929 · 2020 · External reference
The use of data mining and neural networks for forecasting stock market returns
10.1016/j.eswa.2005.06.024 · 2005 · External reference
The economy needs agent-based modelling
10.1038/460685a · 2009 · External reference
Stock price prediction with optimized deep LSTM network with artificial rabbits optimization algorithm
10.1016/j.eswa.2023.120346 · 2023 · External reference
A machine learning trading system for the stock market based on N-period min–max labeling using XGBoost
10.1016/j.eswa.2022.118581 · 2023 · External reference
Selective genetic algorithm labeling: a new data labeling method for machine learning stock market trading systems
10.1016/j.engappai.2024.108680 · 2024 · External reference
Deep residual learning for image recognition
10.1109/cvpr.2016.90 · 2016 · External reference
Bullish and bearish engulfing Japanese Candlestick patterns: a statistical analysis on the S&P500 index
10.1016/j.qref.2020.06.006 · 2021 · External reference
Long short-term memory
10.1162/neco.1997.9.8.1735 · 1997 · External reference
Stock closing price prediction based on sentiment analysis and LSTM
10.1007/s00521-019-04504-2 · 2020 · External reference
A hybrid model integrating deep learning with investor sentiment analysis for stock price prediction
10.1016/j.eswa.2021.115019 · 2021 · External reference
Efficient multi-scale 3D CNN with fully connected CRF for accurate brain lesion segmentation
10.1016/j.media.2016.10.004 · 2017 · External reference
The limits of complexity: why feature engineering beats deep learning in investor flow prediction
10.48550/arxiv.2601.07131 · 2026 · External reference
Towards unified multimodal financial forecasting: integrating sentiment embeddings and market indicators via cross-modal attention
10.48550/arxiv.2508.13327 · 2025 · External reference
Generalizing state-of-the-art object detectors for autonomous vehicles in unseen environments
10.1016/j.eswa.2021.115417 · 2021 · External reference
Unresolved reference
2017 · External reference
Expert system for predicting stock market timing using a candlestick chart
10.1016/s0957-4174(99)00011-1 · 1999 · External reference
Exploring diffusion models for generative forecasting of financial charts
10.48550/arxiv.2509.02308 · 2025 · External reference
Combining rules between PIPs and SAX to identify patterns in financial markets
10.1016/j.eswa.2016.08.032 · 2016 · External reference
News impact on stock price return via sentiment analysis
10.1016/j.knosys.2014.04.022 · 2014 · External reference
Online portfolio selection of integrating expert strategies based on mean reversion and trading volume
10.1016/j.eswa.2023.121472 · 2024 · External reference
The adaptive markets hypothesis: market efficiency from an evolutionary perspective
10.3905/jpm.2004.442611 · 2004 · External reference
Multi-source aggregated classification for stock price movement prediction
10.1016/j.inffus.2022.10.025 · 2023 · External reference
Stock market prediction based on social sentiments using machine learning
10.1109/icscet.2018.8537242 · 2018 · External reference
Technical analysis of the financial markets: a comprehensive guide to trading methods and applications
10.5860/choice.36-4016 · 1999 · External reference
A fuzzy decision system for money investment in stock markets based on fuzzy candlesticks pattern recognition
10.1016/j.eswa.2019.05.012 · 2019 · External reference
Unresolved reference
1994 · External reference
Time series data analysis of stock price movement using machine learning techniques
10.1007/s00500-020-04957-x · 2020 · External reference
Predicting stock and stock price index movement using trend deterministic data preparation and machine learning techniques
10.1016/j.eswa.2014.07.040 · 2015 · External reference
Feature selection and deep neural networks for stock price direction forecasting using technical analysis indicators
10.1016/j.mlwa.2021.100060 · 2021 · External reference
Short-term stock trends prediction based on sentiment analysis and machine learning
10.1007/s00500-021-06602-7 · 2022 · External reference
Recurrent neural network and a hybrid model for prediction of stock returns
10.1016/j.eswa.2014.12.003 · 2015 · External reference
Stock price prediction using deep learning and frequency decomposition
10.1016/j.eswa.2020.114332 · 2021 · External reference
ImageNet large scale visual recognition challenge
10.1007/s11263-015-0816-y · 2015 · External reference
Stock price crash prediction based on multimodal data machine learning models
10.1016/j.frl.2024.105195 · 2024 · External reference
GPM: a graph convolutional network based reinforcement learning framework for portfolio management
10.1016/j.neucom.2022.04.105 · 2022 · External reference
Deep convolutional neural networks for computer-aided detection: CNN architectures, dataset characteristics and transfer learning
10.1109/tmi.2016.2528162 · 2016 · External reference
Forecasting price movements using technical indicators: investigating the impact of varying input window length
10.1016/j.neucom.2016.11.095 · 2017 · External reference
Very deep convolutional networks for large-scale image recognition
10.48550/arxiv.1409.1556 · 2014 · External reference
Forecasting trends of high-frequency KOSPI200 index data using learning classifiers
10.1016/j.eswa.2012.04.015 · 2012 · External reference
A method for automatic stock trading combining technical analysis and nearest neighbor classification
10.1016/j.eswa.2010.03.033 · 2010 · External reference
Using neural networks and technical analysis indicators for predicting stock trends
2001 · External reference
Attention is all you need
10.48550/arxiv.1706.03762 · 2017 · External reference
Stock market index prediction based on reservoir computing models
10.1016/j.eswa.2021.115022 · 2021 · External reference
Predicting short-term stock prices using ensemble methods and online data sources
10.1016/j.eswa.2018.06.016 · 2018 · External reference
Stock movement prediction via gated recurrent unit network based on reinforcement learning with incorporated attention mechanisms
10.1016/j.neucom.2021.09.072 · 2022 · External reference
FinMultiTime: a four-modal bilingual dataset for financial time-series analysis
10.48550/arxiv.2506.05019 · 2025 · External reference
Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process
10.1016/j.eswa.2021.115716 · 2021 · External reference
PreBit—a multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin
10.1016/j.eswa.2023.120838 · 2023 · External reference
