[go: up one dir, main page]

create a website
Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang.
In: Papers.
RePEc:arx:papers:1903.06478.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 40

References cited by this document

Cocites: 26

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Multimodal Document Analytics for Banking Process Automation. (2023). Lessmann, Stefan ; Gerling, Christopher.
    In: Papers.
    RePEc:arx:papers:2307.11845.

    Full description at Econpapers || Download paper

  2. AI in Finance: Challenges, Techniques and Opportunities. (2021). Cao, Longbing.
    In: Papers.
    RePEc:arx:papers:2107.09051.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Bachman, D., Choi, J., Jeon, B. N., and Kopecky, K. Common factors in international stock prices: evidence from a cointegration Study. Int. Rev. Financial Anal., 5(1), 9–53 (1996).

  2. Bao, W., Yue, J., and Rao, Y. A deep learning framework for financial time series using stacked autoencoders and long-short term memory. PLoS ONE, 12(7) (2017).

  3. Bengio, Y., Courville A., and Vincent, P. Representation learning: a review and new Perspectives. IEEE Transactions on Pattern Analysis & Machine Intelligence, 35(8), 1798–828 (2013).
    Paper not yet in RePEc: Add citation now
  4. Booth, G. G., Martikainen, T., and Tse, Y. Price and volatility spillovers in Scandinavian stock markets. J. Banking Finance, 21(6), 811–823 (1997).

  5. Campbell, J.Y. and Hamao, Y. Predictable stock returns in the United States and Japan: A study of long-term capital market integration. J. Finance, 47 (1), 43–69 (1992).

  6. Cavalcantea, R. C., Brasileiro R. C., Souza, V. L. F., Nobrega, J. P., and Oliveira, A. L. I. Computational intelligence and financial markets: a survey and future directions. Expert Systems with Applications, 55, 194–211 (2016) and references cited therein.
    Paper not yet in RePEc: Add citation now
  7. Cochrane, J. H. Presidential address: Discount rates. The Journal of Finance. 66(4), 1047–1108 (2011).

  8. D. P. Kingma and J. Ba. Adam. A method for stochastic optimization. CoRR, (2014). Available: http://arxiv.org/abs/1412.6980.
    Paper not yet in RePEc: Add citation now
  9. Feng, G., S. Giglio, and Xiu, D. Taming the factor zoo: A test of new factors. Technical report, National Bureau of Economic Research (2019).

  10. Fischer, T. and Krauss, C. Deep learning with long short-term memory networks for financial market predictions. FAU Discussion Papers in Economics, No.11 (2017). Multimodal Deep Learning for Finance 15

  11. Glodek, M., Tschechne, S., Layher, G., Schels, M., Brosch, T., Scherer, S., Kchele, M., Schmidt, M., Neumann, H., and Palm, G. Multiple classifier systems for the classification of audio-visual emotional states. In Affective Computing and Intelligent Interaction, Springer, 359–368 (2011).
    Paper not yet in RePEc: Add citation now
  12. Glorot, X. and Bengio, Y. Understanding the difficulty of training deep feedforward neural networks. In International Conference on Artificial Intelligence & Statistics, 249–256, (2010).
    Paper not yet in RePEc: Add citation now
  13. Heaton, J. B., Polson, N. G., and Witte, J. H. Deep learning for finance: deep portfolios. Appl. Stochastic Models Bus. Ind., 33, 3–12 (2017).

  14. Hou, K., Xue, C., and Zhang, L. Replicating anomalies. Technical report, National Bureau of Economic Research (2017).

  15. Ioffe, S. and Szegedy. C. Batch normalization: Accelerating deep network training by reducing internal covariate shift. In David Blei and Francis Bach, editors, Proceedings of the 32nd International Conference on Machine Learning (ICML-15), 37, 448–456. JMLR Workshop and Conference Proceedings (2015). Multimodal Deep Learning for Finance 17 −0.02 0.00 0.02 0.04 0.06 0.08 0.10 0.12 0.14 KO DHTC return −0.15 −0.10 −0.05
    Paper not yet in RePEc: Add citation now
  16. Jeon, B. N. and Chiang, T. A system of stock prices in world stock exchanges: common stochastic trends for 1975-1990? J. Economics Business, 43, 329–338 (1991).

  17. Jeon, B. N. and Jang, B. S. The linkage between the US and Korean stock markets: The case of NASDAQ, KOSDAQ, and the semiconductor stocks. Research in International Business and Finance, 18, 319–340 (2004).

  18. Karolyi, G. A. and Stulz, R. M. Why do markets move together? an investigation of U.S.-Japan stock return comovement. J. Finance, 51, 951–986 (1996).

  19. Kasa, K. Common stochastic trends in international stock markets. Journal of Monetary Economics, 29, 95–124 (1992).

  20. Lee, S. I. and Yoo, S. J. Threshold-based portfolio: the role of the threshold and its applications. The Journal of Supercomputing, 1–18 (2018). https://doi.org/10.1007/s11227-018-2577-1.

  21. Lee, S. J. (2006). Volatility spillover among six Asian countries and US. Unpublished Paper. Financial Supervisory, South Korea.
    Paper not yet in RePEc: Add citation now
  22. Maas, A. L., Hannun, A. Y., and Ng, A. Y. Rectifier nonlinearities improve neural network acoustic models. In: Proceedings of the 30th International Conference on Machine Learning, 28, 6, (2013).
    Paper not yet in RePEc: Add citation now
  23. McLean, R. D. and Pontiff, J. Does academic research destroy stock return predictability ? The Journal of Finance, 71(1), 5–32 (2016).

  24. Morvant, E., Habrard A., and Ayache, S. Majority vote of diverse classifiers for late fusion. In Joint IAPR International Workshops on Statistical Techniques in Pattern Recognition (SPR) and Structural and Syntactic Pattern Recognition (SSPR), Springer, 153-162 (2014).
    Paper not yet in RePEc: Add citation now
  25. Na, S. H. and Sohn, S. Y., Forecasting changes in Korea composite stock price index (KOSPI) using association rules. Expert Systems with Applications, 38, 9046–9049 (2011). 16 Multimodal Deep Learning for Finance
    Paper not yet in RePEc: Add citation now
  26. Nakagawa, K., Ito, T., Abe, M., and Izumi, K. Deep recurrent factor model: interpretable non-linear and time-varying multi-factor Model. arXiv:1901.11493 (2019).

  27. Nakagawa, K., Uchida, T., and Aoshima, T. Deep factor model. arXiv:1810.01278v1 (2018).

  28. Ngiam, J., Khosla, A., Kim, M., Nam, J., Lee, H., and Ng, A. Y. Multimodal deep learning. Proc. the 28th International Conference on Machine Learning, 689–696 (2011).
    Paper not yet in RePEc: Add citation now
  29. Ramirez, G. A., Baltrusaitis, T., and Morency, L.-P. Modeling latent discriminative dynamic of multi-dimensional affective signals. In Affective Computing and Intelligent Interaction, Springer, 396–406 (2011).
    Paper not yet in RePEc: Add citation now
  30. Rumelhart, D. E., Hinton, G. E., and Williams, R. J. Learning representations by back-propagating errors. Nature, 323(6088), 533–536, (1986).
    Paper not yet in RePEc: Add citation now
  31. Shutova, E., Kiela, D., and Maillard, J. Black holes and white rabbits: Metaphor identification with visual features. In Proceedings of the 2016 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, 160–170 (2016).
    Paper not yet in RePEc: Add citation now
  32. Srivastava, N. and Salakhutdinov, R. Multimodal learning with deep boltzmann machines. Advances in Neural Information Processing Systems, 2222–2230 (2012).
    Paper not yet in RePEc: Add citation now
  33. Srivastava, N., Hinton, G. E., Krizhevsky, A., Sutskever, I. Salakhutdinov, R. Dropout: a simple way to prevent neural networks from overftting. J. Mach. Learn. Res., 15, 1929–1958 (2014).
    Paper not yet in RePEc: Add citation now
  34. Syriopoulos, T. International portfolio diversification to central European stock markets. Applied Financial Economics, 14, 1253–1268 (2004).

  35. Taylor, M. P. and Tonks, I. The internationalization of stock markets and the abolition of U.K. exchange control. Rev. Economics Stat., 71, 332–336 (1989).

  36. Werbos, P. J. Beyond regression: New tools for prediction and analysis in the behavioral Sciences. PhD thesis, Harvard University (1974).
    Paper not yet in RePEc: Add citation now
  37. Xing, F. Z., Cambria, E., and Welsch, R. E. Natural language based financial forecasting: a survey. Artif. Intell. Rev., 50, 49–73 (2018) and references cited therein.
    Paper not yet in RePEc: Add citation now
  38. Xing, F. Z., Cambria1, E., Malandri, L., and Vercellis, C. Discovering bayesian market views for intelligent asset allocation. arXiv:1802.09911v2 (2018).

  39. Xu, C., Tao, D., and Xu, C. A survey on multi-view learning. arXiv:1304.5634, (2013).
    Paper not yet in RePEc: Add citation now
  40. Zheng, Y. Methodologies for cross-domain data fusion: An overview. IEEE transactions on big data, 1(1), 16–34 (2015).
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Is the Impact of COVID-19 Significant in Determining Equity Market Integration? Insights from BRICS Economies. (2022). Mishra, S K.
    In: Global Journal of Emerging Market Economies.
    RePEc:sae:emeeco:v:14:y:2022:i:2:p:137-162.

    Full description at Econpapers || Download paper

  2. Assessment of Conditional Dependence Structures in Commodity Futures Markets Using Copula-GARCH Models and Fuzzy Clustering Methods. (2020). Just, Magorzata ; Uczak, Aleksandra.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:6:p:2571-:d:336499.

    Full description at Econpapers || Download paper

  3. Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang.
    In: Papers.
    RePEc:arx:papers:1903.06478.

    Full description at Econpapers || Download paper

  4. Are the stock indices of FTSE Malaysia, China and USA causally linked together ?. (2018). Masih, Abul ; Nasir, Nur Alissa.
    In: MPRA Paper.
    RePEc:pra:mprapa:98782.

    Full description at Econpapers || Download paper

  5. The dilemma of the sharia conscious investor: a time series analysis. (2017). Masih, Abul ; Hamour, Mohamed.
    In: MPRA Paper.
    RePEc:pra:mprapa:106129.

    Full description at Econpapers || Download paper

  6. Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

    Full description at Econpapers || Download paper

  7. Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications. (2017). Dasgupta, Ranjan .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-03-89.

    Full description at Econpapers || Download paper

  8. Dynamic linkages between stock markets: the effects of crises and globalization. (2013). Doman, Ryszard .
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:12:y:2013:i:2:p:87-112.

    Full description at Econpapers || Download paper

  9. Are Different National Stock Markets Driven by the Same Stochastic Hidden Variable?. (2011). Grobys, Klaus.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:03:y:2011:i:1:p:021-030.

    Full description at Econpapers || Download paper

  10. Calendar anomalies in the Gulf Cooperation Council stock markets. (2011). Turk Ariss, Rima ; Rezvanian, Rasoul ; Mehdian, Seyed M..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:3:p:293-307.

    Full description at Econpapers || Download paper

  11. Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration. (2010). Schindler, Felix ; Voronkova, Svitlana .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:10051.

    Full description at Econpapers || Download paper

  12. Linkages in international stock markets: evidence from a classification procedure. (2010). Sosvilla-Rivero, Simon ; Rodriguez, Pedro.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:16:p:2081-2089.

    Full description at Econpapers || Download paper

  13. Does trade matter for stock market integration?. (2010). Abd. Majid, M. Shabri ; Karim, Bakri Abdul .
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:v:27:y:2010:i:1:p:47-66.

    Full description at Econpapers || Download paper

  14. Stock market integration: Malaysia and its major trading partners. (2009). Abdul Karim, Zulkefly.
    In: MPRA Paper.
    RePEc:pra:mprapa:26976.

    Full description at Econpapers || Download paper

  15. International financial integration in Asian bond markets. (2009). Vo, Xuan Vinh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:23:y:2009:i:1:p:90-106.

    Full description at Econpapers || Download paper

  16. Reassessing co-movements among G7 equity markets: evidence from iShares. (2008). lucey, brian ; Barari, M. ; Voronkova, S..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:11:p:863-877.

    Full description at Econpapers || Download paper

  17. Regional financial integration in Asia: present and future. (2008). Bank for International Settlements, ; Malaysia, Bank Negara .
    In: BIS Papers.
    RePEc:bis:bisbps:42.

    Full description at Econpapers || Download paper

  18. Integration of Indias stock market with global and major regional markets. (2008). Bank for International Settlements, .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:42-08.

    Full description at Econpapers || Download paper

  19. Portfolio allocations in the Middle East and North Africa. (2006). lucey, brian ; Lagoarde-Segot, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp141.

    Full description at Econpapers || Download paper

  20. The Dynamics of Central European Equity Market Integration. (2005). lucey, brian ; Gilmore, Claire G. ; McManus, Ginette M..
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp069.

    Full description at Econpapers || Download paper

  21. Portfolio allocations and the emerging equity markets of Central Europe. (2005). Tezel, Ahmet ; McManus, Ginette M. ; Gilmore, Claire G..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:15:y:2005:i:3:p:287-300.

    Full description at Econpapers || Download paper

  22. The linkage between the US and Korean stock markets: the case of NASDAQ, KOSDAQ, and the semiconductor stocks. (2004). Jeon, Bang ; Jang, Beom-Sik.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:18:y:2004:i:3:p:319-340.

    Full description at Econpapers || Download paper

  23. International equity market integration: Theory, evidence and implications. (2004). lucey, brian ; Kearney, Colm.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

    Full description at Econpapers || Download paper

  24. Economic interdependence and common stochastic trends: A comparative analysis between EMU and non-EMU stock markets. (2004). Phengpis, Chanwit ; Apilado, Vince P..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:3:p:245-263.

    Full description at Econpapers || Download paper

  25. International market linkages. (2003). Choi, Jay J. ; Bailey, Warren .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:399-404.

    Full description at Econpapers || Download paper

  26. Economic determinants of the correlation structure across international equity markets. (1999). Bracker, Kevin ; Koch, Paul D..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:51:y:1999:i:6:p:443-471.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 02:24:53 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.