Are you struggling to write a comprehensive literature review on stock prices? You're not alone.

Crafting a literature review that thoroughly covers existing research while providing insightful
analysis can be a daunting task. It requires extensive research, critical thinking, and excellent writing
skills.

Navigating through numerous academic journals, articles, and books to identify relevant studies and
findings is time-consuming and challenging. Additionally, synthesizing this information into a
coherent and structured review demands careful attention to detail and organization.

If you find yourself overwhelmed by the complexity of writing a literature review on stock prices,
consider seeking assistance from professionals. ⇒ StudyHub.vip ⇔ offers expert writing services
tailored to your specific needs. Our team of experienced writers specializes in crafting high-quality
literature reviews that meet academic standards and exceed expectations.

By ordering from ⇒ StudyHub.vip ⇔, you can save time and energy while ensuring the quality and
accuracy of your literature review. Our writers are well-versed in the latest research and
methodologies related to stock prices, enabling them to deliver comprehensive and insightful reviews
that demonstrate your understanding of the topic.

Don't let the challenges of writing a literature review hold you back. Trust ⇒ StudyHub.vip ⇔ to
provide the assistance you need to excel in your academic endeavors. Order now and experience the
difference our professional writing services can make.
Noise can be caused by human error or machine error while outliers can be caused by experimental
error. Technical analysis inspects past data and volumes of stock prices while fundamental analysis
not only considers stock statistics but also evaluates industry’s performance, political events, and
economic circumstances ( Patel et al., 2015; Milosevic, 2016 ). While result interpretability is difficult
due to less expressive patterns. Institutional Review Board Statement Not applicable. Our team
consists of the best experts with tremendous academic writing experience. International Journal of
Turbomachinery, Propulsion and Power (IJTPP). Second approach is semi-automated and constructs
sentiment dictionary in two steps. The results used the average performance of the best performing
models in the mentioned papers. You can download the paper by clicking the button above.
Consequently, there is a need to investigate more sophisticated deep learning approaches by
combining basic deep learning models. Comparative analysis showed that it is better than standard
kernel function. This means that stock analysis has become more and more difficult as a considerable
amount of data has to be processed in a relatively short time. They input different feature types in
SVM classification to study their impact and recognize the superiority of proper noun schemes as
compared to other text processing techniques. The metrics and results for the papers which used the
RNN model. Expert Systems with Applications 42 ( 1 ): 259 - 268. Textual features are extracted
using BoW and sentiment analysis for different scopes of textual data. Information on the papers
which used the Long Short-Term Memory (LSTM) model. When dealing with neural networks,
dataset size plays an important role in optimizing model’s performance. This work elaborates existing
research paper and assesses their strengths and limitations. Their work is based on LSTM which can
be further enhanced by adopting different preprocessing techniques. In “Key Concepts”, important
terminologies and key concepts are discussed. In order to generalize prediction model, size of the
dataset was not enough. Sophisticated Natural Language Processing (NLP) technologies enable more
accurate structured representation of events than shallow features. It’s basically a hint for the
following researchers. Filtered words are classified as positive, negative, or neutral class on the basis
of their corresponding intensity measures ( Taboada et al., 2011 ). Stock market investing offers no
guarantee of earnings. The prediction model should also be analyzed for the time and memory it
takes for training. The proper sequence allows moving from one question to another, avoiding chaos
in writing. E.g., a body part in the standard literature review samples often is organized
chronologically, moving from the older findings to the newest research. With increased movement of
investments across international boundaries owing to the integration of world economies, the
understanding of efficiency of the emerging markets is also gaining greater importance. But
technical analysis can be improved further by examining different combinations of technical
indicators.
The proposed model adopted EMD as a frequency decomposition technique in order to deal with
non-stationary stock price time series data. Although liquidity ratio is more rigorous test of liquidity
than the current ratio, yet it should. This means that stock analysis has become more and more
difficult as a considerable amount of data has to be processed in a relatively short time. It thoroughly
discusses the techniques that clean textual data and extract significant features in it. A detailed
literature review that covers data preprocessing techniques, feature extraction techniques, prediction
techniques, and future directions is presented for news sensitive stock prediction. Foreign exchange
(Forex) is one of the largest financial markets in the world. Three of the improved models were
combined with LSTM. It is not because of only the domestic market but also the international
investors. Every firm has to maintain a certain level of inventory of finished goods so as to be able
to. All key terms and phases of generic stock prediction methodology along with challenges, are
described. Further improvement can be made in random time strength function for different financial
markets to increase the prediction accuracy. Techniques should be employed to automatically expand
sentiment dictionaries. Average collection period can be calculated as follows. Next Article in Special
Issue Text Mining of Stocktwits Data for Predicting Stock Prices. The important divisions of the
capital market are stock market, bond market and primary, secondary markets. Finally, lessons from
established investment specialists can help you go from beginner to a well-informed, smart investor
in way less time than perusing various resources for all the information you need. Furthermore, it
highlights the significance of deep neural network based prediction techniques to capture the hidden
relationship between textual and numerical data. The industry consensus is that growth is at an
inflection point. It provides the evidence of significant positive correlation between FDI activity and
effects on Indian Capital Market. It was found that feature learning could contribute to better
performances. Then the process of sentiment analysis suggests appropriate sentiment class along with
score for the part of text under consideration. A strategy is defined as performing a particular action
in a specific state. CNN and Recurrent Neural Network (RNN) are types of deep learning
techniques. The initial prediction was calculated using this value. It could be found that 15 of the
papers changed the traditional LSTM model to pursue a higher performance in prediction.
Supervised techniques are used for news categorization where enough training data exists for
acceptable categorization accuracy. For this reason, RNN has a good performance in dealing with
sequential data. The estimated output is compared with actual output in order to calculate the
prediction error. By using this dictionary, events are extracted along their semantics automatically.
The prediction of the exchange rates can provide investors with useful decision-making references to
increase return and to reduce risk.
What kind of deep learning model had been adopted? 4. They have assessed the relationship between
stock market movement and sentiment score. The discussed literature about shallow features is
summarized in Table S2. When you’ve answered the main questions and achieved the set goals,
sharing your thoughts is a wise solution, especially if you disagree with something and need to
support any points of view. In addition, it emphasizes the use of domain knowledge with both
approaches of textual feature extraction. Table 1 showed the distribution of different types of articles
in this paper. 4. Results 4.1. Papers Descriptions 4.1.1. CNN Seventeen articles that used CNN
technology for stock and Forex prediction are briefly described below. They inferred public
sentiments from web messages and proved its correlation with stock trend. The metrics and results
for the papers which used the DNN model. Naive bayes, decision tree, and bagging algorithms are
used as prediction algorithm. While fundamental analysis not only considers technical data but also
incorporates economic and political factors that have direct impact on stock market. It was proved by
experimental outcomes that the SVM ensemble was significantly better than individual SVM
classifier. The trade debtors for the purpose of this ratio include the. We classified papers according
to different deep learning methods, which included Convolutional neural network (CNN); Long
Short-Term Memory (LSTM); Deep neural network (DNN); Recurrent Neural Network (RNN);
Reinforcement Learning; and other deep learning methods such as Hybrid Attention Networks
(HAN), self-paced learning mechanism (NLP), and Wavenet. The discussion about existing literature
is classified according to different phases in stock prediction namely: (i) forecasting using time series
data, (ii) forecasting using financial time series and textual data, (iii) preprocessing and feature
extraction in textual and numerical data, (iii) techniques for stock trend prediction using numerical
and textual features. The main aim of financial market is to create cash flow in the market, so that
individuals can take investment decision without any fear. By observing this table, it can be deduced
that hybrid approaches for feature extraction and prediction perform better by combining strengths
of different approaches. A Survey of Forex and Stock Price Prediction Using Deep Learning. Appl.
Syst. Innov. 2021, 4, 9. Second approach is based on rule based sentiment analysis. It considered two
different techniques—Best performance algorithm (BPA)-Multilayer perceptron (MLP) and LSTM-
RNN—their potential, and their limitations. However, the use of fundamental factors as input
variables besides technical indicators are missing. ( Ticknor, 2013 ) used Bayesian Neural Network
(BNN), a kind of ANN with tangent sigmoid function as a hidden layer transfer function to predict
stock price. No recommendations of particular stocks, bonds, or securities of any kind are made. You
can create a new account if you don't have one. But structured representation of events increases
sparsity, which most probably decreases the predictive power ( Ding et al., 2015 ). This issue is
solved by using event embedding, which are dense vectors. The only model that appeared three times
was HAN, which consisted of an ordinary HAN model and two modified HAN models. The Infosys
is the I.T sector company has more profitability. Furthermore, DL based techniques like CNN and
LSTM tackle nonlinearities and volatilities better than shallow learning based ML techniques. Some
default research instruments may not work, so searching for trends is a great option. They proposed a
professional financial event dictionary that contains all main financial events along their roles, and
trigger words. The basic architecture of CNN is composed of several layers, for instance input layer,
convolution layer, pooling layer, and fully connected layer. All analyses of the performance metric
data are shown in Table 14.
While syntactic rules facilitate recognizing noun phrases. Due to various reasons, the stock market
has also experienced drastic decline to even less than 8,000 points in 2008. To be able to find
measures and their optimal timing to protect against these events a deeper understanding of the
causes, evolvement and consequences of asset price bubbles is needed. Neural Computing and
Applications 27 ( 1 ): 67 - 78. Last layer is fully connected where each neuron is connected to the
neurons in the previous layer. International Journal of Translational Medicine (IJTM). Prediction
models with sentiment analysis outperformed the BoW models at index, sector, and stock level. They
employed Multiple Kernel Learning (MKL) for price prediction and BoW to extract text features.
Neural Computing and Applications 32: 9713 - 9729. The ratio is calculated by dividing the cost of
goods sold by the amount of average stock at. These embedded events are used to produce textual
features for CNN prediction technique. The answers to these questions will come naturally when you
are able to follow and interpret stock market data. Stocks and Markets can move up or down quickly
against your investment. Features were passed into the CNN model and it produced 53% accuracy.
Irregular or random component (I) is a short term movement that is unpredictable caused by external
factors like war, earthquake, flood, etc. Data-driven approaches require large text corpus and are
based on quantitative approaches to automate text processing, for instance linear algebra, probability
theory and information theory. A low inventory turnover implies over-investment in inventories, dull
business, poor quality. However, the shared effect of stock and news is distributed between
parameters of prediction model. It is extremely essential for a firm to be able to meet its obligation
as they become. Information on the papers which used other deep learning methods. The main
criterion to exclude some of the research papers are their research objective, which do not come in
the scope of this study. While deep learning technique contains many hidden layers like
Convolutional Neural Network (CNN). Both convolutional and recurrent neurons were integrated to
build the multi-filters structure. Sometimes, students hesitate whether to trust authors or not.
Attention-based LSTM and LSTM with RNN were the most frequent models, showing up in three
different papers. International Journal of Computer Applications 80 ( 4 ): 29 - 32. But in the present
scenario, we find that Capital markets are well developed after the introduction of SEBI. The metrics
and results for the papers which used the reinforcement learning model. In conclusion, our proposed
methodology with the combination of purposefully picked features shows an improvement over the
previous studies, and our model predicts the direction of 1% price changes on the 10th day with high
confidence and with enough buffer to even build a robotic trading system. A Survey of Forex and
Stock Price Prediction Using Deep Learning. Appl. Syst. Innov. 2021, 4, 9.