Applications of deep learning in stock market prediction: Recent progress

作者：

Highlights：

• The latest applications of deep learning in stock market prediction are presented.

• The literature is reviewed with a general workflow for stock market prediction.

• The often-ignored implementation and reproducibility in other surveys are examined.

• The future directions along with the research frontiers are pointed out.

摘要

•The latest applications of deep learning in stock market prediction are presented.•The literature is reviewed with a general workflow for stock market prediction.•The often-ignored implementation and reproducibility in other surveys are examined.•The future directions along with the research frontiers are pointed out.

论文关键词：Stock market prediction,Deep learning,Machine learning,Feedforward neural network,Convolutional neural network,Recurrent neural network

论文评审过程：Received 5 March 2020, Revised 11 June 2021, Accepted 29 June 2021, Available online 12 July 2021, Version of Record 15 July 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.115537