Cover Image

Multi-Horizon Echo State Network Prediction of Intraday Stock Returns

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ballarin, Giovanni, Capra, Jacopo, Dellaportas, Petros
Format:	Preprint
Published:	2025
Subjects:	Computational Finance Statistical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM
by: Liu, Chang
Published: (2023)

Forecasting Intraday Volume in Equity Markets with Machine Learning
by: Cucuringu, Mihai, et al.
Published: (2025)

SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
by: Brini, Alessio, et al.
Published: (2024)

Order-Flow Filtration and Directional Association with Short-Horizon Returns
by: Anantha, Aditya Nittur, et al.
Published: (2025)

Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
by: Deng, Lin, et al.
Published: (2023)

Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
by: Hirsch, Simon, et al.
Published: (2023)

MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU
by: Zhu, Peng, et al.
Published: (2024)

Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
by: Lopez-Lira, Alejandro, et al.
Published: (2023)

Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)

Revisiting Cont's Stylized Facts for Modern Stock Markets
by: Ratliff-Crain, Ethan, et al.
Published: (2023)

Joint News, Attention Spillover,and Stock Returns
by: Guo, Li, et al.
Published: (2017)

A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
by: Mesfin, Mathias
Published: (2026)

Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
by: Mesfin, Mathias
Published: (2026)

Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
by: Khubiev, Kasymkhan, et al.
Published: (2025)

The $κ$-generalised Distribution for Stock Returns
by: Forbes, Samuel
Published: (2024)

Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
by: Alamu, Opeyemi Sheu, et al.
Published: (2024)

BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights
by: Zhu, Enmin, et al.
Published: (2024)

Decision Trees for Intuitive Intraday Trading Strategies
by: Naga, Prajwal, et al.
Published: (2024)

Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
by: Kandimalla, Eshwar Sai, et al.
Published: (2026)

Cross-Stock Predictability via LLM-Augmented Semantic Networks
by: Huang, Yikuan, et al.
Published: (2026)

Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ
by: Mesfin, Mathias
Published: (2026)

From Index to Equity: Pre-Training Transformers for Stock Return Prediction
by: Coolsaet, Marie Soehl, et al.
Published: (2026)

MambaStock: Selective state space model for stock prediction
by: Shi, Zhuangwei
Published: (2024)

Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction
by: Siala, Walid, et al.
Published: (2026)

An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations
by: Holý, Vladimír
Published: (2022)

Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
by: Dai, Dehao, et al.
Published: (2026)

StockGPT: A GenAI Model for Stock Prediction and Trading
by: Mai, Dat
Published: (2024)

Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
by: Deng, Qi, et al.
Published: (2023)

LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
by: Zhu, Peng, et al.
Published: (2024)

Broken Symmetry, Conservation Law, and Scaling in Accumulated Stock Returns -- a Modified Jones-Faddy Skew t-Distribution Perspective
by: Ghasemi, Arshia, et al.
Published: (2026)

Mitigating Distribution Shift in Stock Price Data via Return-Volatility Normalization for Accurate Prediction
by: Lee, Hyunwoo, et al.
Published: (2025)

Regression and Forecasting of U.S. Stock Returns Based on LSTM
by: Zhou, Shicheng, et al.
Published: (2025)

StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
by: Wang, Shengkun, et al.
Published: (2024)

Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation
by: Heßler, Martin, et al.
Published: (2023)

Directional Price Forecasting in the Continuous Intraday Market under Consideration of Neighboring Products and Limit Order Books
by: Hornek, Timothée, et al.
Published: (2025)

Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach
by: Ni, Haowei, et al.
Published: (2024)

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by: Kim, Namhyoung, et al.
Published: (2026)

Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy
by: Holý, Vladimír, et al.
Published: (2018)

Economic Forces in Stock Returns
by: Chen, Yue, et al.
Published: (2024)

DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting
by: Zhao, Lifan, et al.
Published: (2023)