Jul 2026· Applied and Computational Engineering· Vol 239, pp. 98-103· 0 citations
TL;DR
A clear transition from single-factor prediction models to multi-factor prediction systems is revealed and a comprehensive understanding of current developments in stock prediction is provided and potential directions for further research are highlighted.
Abstract
Predicting the stock market has become an important research topic in recent years, because accurate result can support investment decision and reduce financial risks.Traditional statistical models are hard to analyze in the nonlinear market, leading researchers to develop machine learning models. This paper reviews recent studies about stock prediction based on machine-learning methods from four perspectives: traditional machine learning models, sentiment analysis, technical indicators, macroeconomic and fundamental factors. The reviewed literature shows that machine learning methods can have better result than traditional models in handling complex financial data. Furthermore, sentiment information, technical indicators, and macroeconomic or fundamental factors can significantly improve prediction performance. However, each approach has limitations. The review finds that using multiple factors may relate to accurate predictions. Therefore, combining different factors through hybrid models is considered the most effective strategy. Finally, this review reveals a clear transition from single-factor prediction models to multi-factor prediction systems and provides a comprehensive understanding of current developments in stock prediction and highlights potential directions for further research.
The findings indicate that Long Short-Term Memory is the most widely adopted Deep Learning model, XGBoost and Random Forest are the dominant Machine Learning algorithms, while Hybrid models consistently achieve the highest prediction accuracy and lower forecasting errors.
Sunil Molke, A. Vaidya, G. P. Dhok· International journal of adv...· 0 citations
This paper systematically reviews the research process for stock prediction based on improved LSTMs, elaborates on the different improved LSTMs and their drawbacks, and summarizes the principles, advantages, and disadvantages of the four models: PCA-LSTM, CNN-LSTM-Attention, BERT-Bi-LSTM, and Event LSTM-Attention.
This paper provides a comprehensive review of stock market prediction techniques from two main perspectives: methods based solely on historical stock data, and approaches that incorporate both numerical and textual information.
Results indicate that the ARIMA model outperformed the other models considered and provides a framework for improving investment strategies through advanced AI techniques.
Hasan Mahmud· Science Set Journal of Econo...· 0 citations
The findings indicate that machine learning effectively compensates for the defects of traditional methods, yet faces common challenges including weak model interpretability, high dependence on high-quality data, and low cross-market adaptability.
Results indicate that AI-driven predictive models outperform traditional statistical approaches in stock market volatility forecasting, providing a reliable foundation for data-driven investment strategies and next-generation intelligent financial analytics systems.
Seshagiri N, Mahabala H. N.· International Journal of Com...· 0 citations
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