These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

445 related articles for article (PubMed ID: 27196055)

  • 1. Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model.
    Qiu M; Song Y
    PLoS One; 2016; 11(5):e0155133. PubMed ID: 27196055
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Market Confidence Predicts Stock Price: Beyond Supply and Demand.
    Sun XQ; Shen HW; Cheng XQ; Zhang Y
    PLoS One; 2016; 11(7):e0158742. PubMed ID: 27391816
    [TBL] [Abstract][Full Text] [Related]  

  • 3. A stock market forecasting model combining two-directional two-dimensional principal component analysis and radial basis function neural network.
    Guo Z; Wang H; Yang J; Miller DJ
    PLoS One; 2015; 10(4):e0122385. PubMed ID: 25849483
    [TBL] [Abstract][Full Text] [Related]  

  • 4. DPP: Deep predictor for price movement from candlestick charts.
    Hung CC; Chen YJ
    PLoS One; 2021; 16(6):e0252404. PubMed ID: 34153042
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Study on Market Stability and Price Limit of Chinese Stock Index Futures Market: An Agent-Based Modeling Perspective.
    Xiong X; Nan D; Yang Y; Yongjie Z
    PLoS One; 2015; 10(11):e0141605. PubMed ID: 26571135
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Empirical Analysis for Stock Price Prediction Using NARX Model with Exogenous Technical Indicators.
    Dhafer AH; Mat Nor F; Alkawsi G; Al-Othmani AZ; Ridzwan Shah N; Alshanbari HM; Bin Khairi KF; Baashar Y
    Comput Intell Neurosci; 2022; 2022():9208640. PubMed ID: 35371218
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Stock Market Forecasting Using Restricted Gene Expression Programming.
    Yang B; Zhang W; Wang H
    Comput Intell Neurosci; 2019; 2019():7198962. PubMed ID: 30867661
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Heteroscedasticity effects as component to future stock market predictions using RNN-based models.
    Sadon AN; Ismail S; Khamis A; Tariq MU
    PLoS One; 2024; 19(5):e0297641. PubMed ID: 38787874
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Are Price Limits Effective? An Examination of an Artificial Stock Market.
    Zhang X; Ping J; Zhu T; Li Y; Xiong X
    PLoS One; 2016; 11(8):e0160406. PubMed ID: 27513330
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Artificial Neural Network and Genetic Algorithm Hybrid Intelligence for Predicting Thai Stock Price Index Trend.
    Inthachot M; Boonjing V; Intakosum S
    Comput Intell Neurosci; 2016; 2016():3045254. PubMed ID: 27974883
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Impact of chart image characteristics on stock price prediction with a convolutional neural network.
    Jin G; Kwon O
    PLoS One; 2021; 16(6):e0253121. PubMed ID: 34161352
    [TBL] [Abstract][Full Text] [Related]  

  • 12. A novel stock forecasting model based on High-order-fuzzy-fluctuation Trends and Back Propagation Neural Network.
    Guan H; Dai Z; Zhao A; He J
    PLoS One; 2018; 13(2):e0192366. PubMed ID: 29420584
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Statistical properties and pre-hit dynamics of price limit hits in the Chinese stock markets.
    Wan YL; Xie WJ; Gu GF; Jiang ZQ; Chen W; Xiong X; Zhang W; Zhou WX
    PLoS One; 2015; 10(4):e0120312. PubMed ID: 25874716
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Stock trading using RSPOP: a novel rough set-based neuro-fuzzy approach.
    Ang KK; Quek C
    IEEE Trans Neural Netw; 2006 Sep; 17(5):1301-15. PubMed ID: 17001989
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Improving Stock Closing Price Prediction Using Recurrent Neural Network and Technical Indicators.
    Gao T; Chai Y
    Neural Comput; 2018 Oct; 30(10):2833-2854. PubMed ID: 30148707
    [TBL] [Abstract][Full Text] [Related]  

  • 16. An Economic Forecasting Method Based on the LightGBM-Optimized LSTM and Time-Series Model.
    Lv J; Wang C; Gao W; Zhao Q
    Comput Intell Neurosci; 2021; 2021():8128879. PubMed ID: 34621309
    [TBL] [Abstract][Full Text] [Related]  

  • 17. A feature fusion based forecasting model for financial time series.
    Guo Z; Wang H; Liu Q; Yang J
    PLoS One; 2014; 9(6):e101113. PubMed ID: 24971455
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Confidence and self-attribution bias in an artificial stock market.
    Bertella MA; Pires FR; Rego HH; Silva JN; Vodenska I; Stanley HE
    PLoS One; 2017; 12(2):e0172258. PubMed ID: 28231255
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Predictability of machine learning techniques to forecast the trends of market index prices: Hypothesis testing for the Korean stock markets.
    Pyo S; Lee J; Cha M; Jang H
    PLoS One; 2017; 12(11):e0188107. PubMed ID: 29136004
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Forecasting stock price using integrated artificial neural network and metaheuristic algorithms compared to time series models.
    Shahvaroughi Farahani M; Razavi Hajiagha SH
    Soft comput; 2021; 25(13):8483-8513. PubMed ID: 33935586
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 23.