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 *

203 related articles for article (PubMed ID: 34358269)

  • 21. The roles of liquidity and delay in financial markets based on an optimal forecasting model.
    Yang GH; Ma SQ; Bian XD; Li JC
    PLoS One; 2023; 18(9):e0290869. PubMed ID: 37656682
    [TBL] [Abstract][Full Text] [Related]  

  • 22. A deep learning framework for financial time series using stacked autoencoders and long-short term memory.
    Bao W; Yue J; Rao Y
    PLoS One; 2017; 12(7):e0180944. PubMed ID: 28708865
    [TBL] [Abstract][Full Text] [Related]  

  • 23. 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]  

  • 24. An Evolutionary Method for Financial Forecasting in Microscopic High-Speed Trading Environment.
    Huang CF; Li HC
    Comput Intell Neurosci; 2017; 2017():9580815. PubMed ID: 28316618
    [TBL] [Abstract][Full Text] [Related]  

  • 25. Optimal statistical arbitrage trading of Berkshire Hathaway stock and its replicating portfolio.
    Chen AS; Yang CM
    PLoS One; 2021; 16(1):e0244541. PubMed ID: 33449927
    [TBL] [Abstract][Full Text] [Related]  

  • 26. Is It Possible to Earn Abnormal Return in an Inefficient Market? An Approach Based on Machine Learning in Stock Trading.
    Khoa BT; Huynh TT
    Comput Intell Neurosci; 2021; 2021():2917577. PubMed ID: 34963777
    [TBL] [Abstract][Full Text] [Related]  

  • 27. Linking agent-based models and stochastic models of financial markets.
    Feng L; Li B; Podobnik B; Preis T; Stanley HE
    Proc Natl Acad Sci U S A; 2012 May; 109(22):8388-93. PubMed ID: 22586086
    [TBL] [Abstract][Full Text] [Related]  

  • 28. Dynamic evolution of cross-correlations in the Chinese stock market.
    Ren F; Zhou WX
    PLoS One; 2014; 9(5):e97711. PubMed ID: 24867071
    [TBL] [Abstract][Full Text] [Related]  

  • 29. A COVID-19 Pandemic Artificial Intelligence-Based System With Deep Learning Forecasting and Automatic Statistical Data Acquisition: Development and Implementation Study.
    Yu CS; Chang SS; Chang TH; Wu JL; Lin YJ; Chien HF; Chen RJ
    J Med Internet Res; 2021 May; 23(5):e27806. PubMed ID: 33900932
    [TBL] [Abstract][Full Text] [Related]  

  • 30. Increasing the Accuracy of Hourly Multi-Output Solar Power Forecast with Physics-Informed Machine Learning.
    Pombo DV; Bindner HW; Spataru SV; Sørensen PE; Bacher P
    Sensors (Basel); 2022 Jan; 22(3):. PubMed ID: 35161500
    [TBL] [Abstract][Full Text] [Related]  

  • 31. Factor-GAN: Enhancing stock price prediction and factor investment with Generative Adversarial Networks.
    Wang J; Chen Z
    PLoS One; 2024; 19(6):e0306094. PubMed ID: 38917175
    [TBL] [Abstract][Full Text] [Related]  

  • 32. Applying Deep Neural Networks and Ensemble Machine Learning Methods to Forecast Airborne
    Zewdie GK; Lary DJ; Levetin E; Garuma GF
    Int J Environ Res Public Health; 2019 Jun; 16(11):. PubMed ID: 31167504
    [TBL] [Abstract][Full Text] [Related]  

  • 33. Optimization of investment strategies through machine learning.
    Li J; Wang X; Ahmad S; Huang X; Khan YA
    Heliyon; 2023 May; 9(5):e16155. PubMed ID: 37229166
    [TBL] [Abstract][Full Text] [Related]  

  • 34. Energy Consumption Forecasting for Smart Meters Using Extreme Learning Machine Ensemble.
    de Mattos Neto PSG; de Oliveira JFL; Bassetto P; Siqueira HV; Barbosa L; Alves EP; Marinho MHN; Rissi GF; Li F
    Sensors (Basel); 2021 Dec; 21(23):. PubMed ID: 34884100
    [TBL] [Abstract][Full Text] [Related]  

  • 35. Developing a novel stock index trend predictor model by integrating multiple criteria decision-making with an optimized online sequential extreme learning machine.
    Samal S; Dash R
    Granul Comput; 2023; 8(3):411-440. PubMed ID: 38625260
    [TBL] [Abstract][Full Text] [Related]  

  • 36. Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market.
    Kenett DY; Tumminello M; Madi A; Gur-Gershgoren G; Mantegna RN; Ben-Jacob E
    PLoS One; 2010 Dec; 5(12):e15032. PubMed ID: 21188140
    [TBL] [Abstract][Full Text] [Related]  

  • 37. The Prediction of Enterprise Stock Change Trend by Deep Neural Network Model.
    Ma G; Chen P; Liu Z; Liu J
    Comput Intell Neurosci; 2022; 2022():9193055. PubMed ID: 35958787
    [TBL] [Abstract][Full Text] [Related]  

  • 38. Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market.
    Chao Y; Liu X; Guo S
    PLoS One; 2017; 12(8):e0181990. PubMed ID: 28771514
    [TBL] [Abstract][Full Text] [Related]  

  • 39. 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]  

  • 40. Multiscaled Neural Autoregressive Distributed Lag: A New Empirical Mode Decomposition Model for Nonlinear Time Series Forecasting.
    Saâdaoui F; Messaoud OB
    Int J Neural Syst; 2020 Aug; 30(8):2050039. PubMed ID: 32588684
    [TBL] [Abstract][Full Text] [Related]  

    [Previous]   [Next]    [New Search]
    of 11.