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Mid-Price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators
1 of 54 checkable references need attention · checked 2026-08-03
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
35 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.1142/9789812770851
The 53 checked references that resolve
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Equity premium prediction: Are economic and technical indicators unstable?
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Hedging and Portfolio Optimization in Financial Markets with a Large Trader
resolves10.1016/j.ijforecast.2007.05.007
Judgemental bootstrapping of technical traders in the bond market
resolves10.1109/72.298224
Using mutual information for selecting features in supervised neural net learning
resolves10.2307/1925546
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
resolves10.1109/cec.2013.6557780
Automatic method for stock trading combining technical analysis and the Artificial Bee Colony Algorithm
resolves10.1093/rfs/12.5.937
On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model
resolves10.1016/j.jfds.2016.03.002
A hybrid stock trading framework integrating technical analysis with machine learning techniques
resolves10.1016/j.eswa.2013.06.071
Applying Artificial Neural Networks to prediction of stock price and improvement of the directional prediction index – Case study of PETR4, Petrobras, Brazil
resolves10.1109/72.935088
Computational learning techniques for intraday FX trading using popular technical indicators
resolves10.1162/003465399558526
Multivariate Density Forecast Evaluation and Calibration In Financial Risk Management: High-Frequency Returns on Foreign Exchange
resolves10.1016/s0169-2070(02)00013-4
The predictability of asset returns: an approach combining technical analysis and time series forecasts
resolves10.1109/cifer.2014.6924111
Co-evolving online high-frequency trading strategies using grammatical evolution
resolves10.1016/s0165-0114(99)00026-3
Portfolio selection under independent possibilistic information
resolves10.1080/14697688.2015.1032546
Modelling high-frequency limit order book dynamics with support vector machines
resolves10.2307/1924119
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
resolves10.1111/0022-1082.00265
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
resolves10.1016/j.eswa.2014.07.040
Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques
resolves10.1152/ajpheart.2000.278.6.h2039
Physiological time-series analysis using approximate entropy and sample entropy
resolves10.1016/j.eswa.2011.03.023
CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator
resolves10.1111/j.1540-6261.1977.tb03251.x
THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES
resolves10.1021/ac60214a047
Smoothing and Differentiation of Data by Simplified Least Squares Procedures.
resolves10.1111/j.1540-6261.1964.tb02865.x
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
resolves10.1016/j.eswa.2010.03.033
A method for automatic stock trading combining technical analysis and nearest neighbor classification
resolves10.1109/cbi.2017.23
Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks
resolves10.23919/eusipco.2017.8081663
Using deep learning to detect price change indications in financial markets
resolves10.1016/j.eswa.2009.05.093
Automatic stock decision support system based on box theory and SVM algorithm
The 35 references without a DOI — listed, not checked
no DOI — not checkedIndividual stocks and macd
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no DOI — not checkedAdapting moving averages to market volatility
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no DOI — not checkedThe treynor capital asset pricing model
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no DOI — not checkedAdaptive neuro-fuzzy inference system for financial trading using intraday seasonality observation model
no DOI — not checkedHigh frequency trading using fuzzy momentum analysis
no DOI — not checkedHow to make money in commodities
no DOI — not checkedref41
no DOI — not checkedref50
no DOI — not checkedSmoothing data with faster moving averages
no DOI — not checkedIchimoku charts
no DOI — not checkedTechnical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications
no DOI — not checkedref56
no DOI — not checkedCs229 lecture notes
no DOI — not checkedref58
no DOI — not checkedref60
no DOI — not checkedTechnical analysis: Donchian channels and the british pound
no DOI — not checkedref74
no DOI — not checkedref77
no DOI — not checkedref81
no DOI — not checkedUsing the heikin-ashi technique
no DOI — not checkedref87
no DOI — not checkedref88
no DOI — not checkedref89
no DOI — not checkedThe ultimate oscillator
no DOI — not checkedAn investment strategy for the stock exchange using neural networks
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