Research breakthrough possible @S-Logix pro@slogix.in

Office Address

Social List

Stock Market Forecasting Using Deep Learning and Technical Analysis: A Systematic Review - 2020

Stock Market Forecasting Using Deep Learning And Technical Analysis: A Systematic Review

Research Area:  Machine Learning

Abstract:

Stock market forecasting is one of the biggest challenges in the financial market since its time series has a complex, noisy, chaotic, dynamic, volatile, and non-parametric nature. However, due to computing development, an intelligent model can help investors and professional analysts reduce the risk of their investments. As Deep Learning models have been extensively studied in recent years, several studies have explored these techniques to predict stock prices using historical data and technical indicators. However, as the objective is to generate forecasts for the financial market, it is essential to validate the model through profitability metrics and model performance. Therefore, this systematic review focuses on Deep Learning models implemented for stock market forecasting using technical analysis. Discussions were made based on four main points of view: predictor techniques, trading strategies, profitability metrics, and risk management. This study showed that the LSTM technique is widely applied in this scenario (73.5%). This work significant contribution is to highlight some limitations found in the literature, such as only 35.3% of the studies analysed profitability, and only two articles implemented risk management. Therefore, despite the widely explored theme, there are still interesting open areas for research and development.

Keywords:  

Author(s) Name:  Audeliano Wolian Li; Guilherme Sousa Bastos

Journal name:  IEEE Access

Conferrence name:  

Publisher name:  IEEE

DOI:  10.1109/ACCESS.2020.3030226

Volume Information:  ( Volume: 8) Page(s): 185232 - 185242