Sr.

No Title of Authors Year Description Advantages

Paper/Article
1 A Comparative Bhattacharjee 2019 This paper's main This survey is
Study between and P. objective is to compare useful in
Traditional Bhattacharja, the effectiveness of understandin
Statistical machine learning g the needs,
Approach and techniques and fundamentals,
Machine conventional statistical frameworks,
Learning methodologies. In and
Approach terms of prediction techniques for
accuracy and stock market
performance, a trend
comparison of analysis. 
statistical and machine
learning methodologies
has been conducted.
Machine learning
methods are most
effective in predicting
stock prices for low
MSE and MAPE values.
2 Stock Market Vanukuru, 2018 The prediction of a
Prediction Using Kranthi stock using machine
Machine learning is explained in
Learning this study. The majority
of stockbrokers employ
technical, fundamental,
or time series analysis
when making stock
predictions. This study
employs prices with
both daily and
instantaneous
frequencies and a
machine learning
technique called
Support Vector
Machine (SVM).
3 Stock Closing Vijh, Mehar 2020 Artificial Neural
Price Prediction Network and Random
using Machine Forest methodologies
Learning are used for this study.
Techniques The models are
effective in forecasting
stock closing price, as
seen by the low values
of RMSE and MAPE.
4 Stock Closing Vijh, Mehar 2019 This project's ultimate
Price Prediction goal is to forecast
using Machine Bombay Stock
Learning Exchange behaviour.
Techniques They have considered
variables such as
Commodity Prices
(crude oil, gold, and
silver), Market History,
and Foreign Exchange
Rate (FEX). Their results
demonstrate that BSE
is most dependent on
the gold rate.
5 Stock Prediction A M Pranav 2022 This study examines
using Machine the many methods
Learning used to forecast share
values, including
classical machine
learning, deep learning,
neural networks, and
graph-based methods.
The study was
expanded to include
Deep Learning and
Neural Network models
such as Convolutional
Neural Networks, Long
Short Term Memory,
etc.
6 Machine Soni, Payal 2021 Intriguing study has
Learning been done on the topic
Approaches in of stock market
Stock Price forecasting using
Prediction Twitter sentiment
analysis. Found a
strong link between
stock market
movements and public
mood as reflected on
Twitter. Their work's
key contribution is the
creation of a sentiment
analyser that can
determine what kind of
sentiment is present in
a tweet.
7 Sentiment K. N. Reddy 2018 To get the stock using
analysis of stock market
Twitter data for movement and Twitter
predicting stock
market
movements
8 Sentiment V. S. Pagolu 2021 According to the semi-
Predictability for strong form of the
Stocks efficient market
hypothesis (EMH),
markets are efficient
and stock prices
already reflect all
publicly available
information. This study
focuses on the
application of several
time-series and NLP
techniques to extract
data regarding the
price of a specific stock.
9 Prosky, 2022 Using a structured
Machine Jordan literature review
Learning Stock approach, relevant
Market peer-revested journal
Prediction publications spanning
Studies: Review the last 20 years are
and Research located. The studies
Directions with comparable
methodology and
settings are
categorised. Each study
in each category is
looked at to look for
trends, odd results,
limitations, and areas
that need more
investigation.
10 Short-term stock Strader, 2019 A team of researchers
market price Troy J gathered two years'
trend prediction worth of data from the
using Chinese stock market
a comprehensive and offered a thorough
deep learning customisation of
system feature engineering
and deep learning-
based models. The
 method is extensive
and includes two
different algorithms
and data pre-
processing to
recommend the finest
investment sections.
11 A Survey on Shen, Jingyi 2021 In financial markets,
Machine machine learning (ML)
Learning for has become a powerful
Stock Price analytical tool used to
Prediction: help and manage
Algorithms and investment efficiently.
Techniques This paper revested
and compared the
state-of-the-art of ML
algorithms and
techniques that have
been used in finance,
especially the stock
price prediction.
12 STOCK MARKET Obthong, 2022 Support Vector
PREDICTION Mehtabhorn Machines (SVM) is a
SYSTEM USING relatively sophisticated
MACHINE learning technique that
LEARNING controls the decision
APPROACH function, employs the
kernel method, and
produces sparse
solutions. Back
propagation neural
network method seeks
to calculate the
learning rate and
training cycle
parameters in an
adaptable manner. The
findings indicate that
SVM is a potent tool for
stock forecasting in the
financial sector.
13 Stock Market Ajinkya 2022 This study will show
Price Prediction Rajkar how recurrent neural
and Analysis networks can be used
to predict a stock's
closing price. The
proposed model can
 provide buy or sell
suggestions by fusing
the two methods.
Django and React have
been used to create an
app that implements
the suggested system
in real-time.
14 Stock Market Deshmukh 2021 In this project, machine
Prediction Using learning is being used
Machine to predict many
Learning features of a specific
stock or index,
including future values
of the opening price,
closing price, index
value, etc. It aimed to
grasp the informational
landscape of the
financial market and
pinpoint the factors
that affect stock prices.
15 Stock Market Chouhan 2020 The goal of stock
Prediction Using market prediction is to
Machine forecast the value of a
Learning company's financial
stocks in the future.
Multiple models are
used by machine
learning itself to
facilitate and
authenticate
prediction. The paper
focuses on LSTM-based
machine learning and
regression for stock
value prediction.
16 A Survey on Polamur 2021 The purpose of this
Stock Market study is to discuss
Prediction Using various methods for
Machine stock market
Learning forecasting. The most
Techniques recent stock market
prediction methods,
including Artificial
Neural Networks,
Neuro-Fuzzy Systems,
 Time Series Linear
Models (TSLM), and
Recurrent Neural
Networks (RNN) are
examined.
17 ROLE OF Awad 2020 A key element in
MACHINE optimising a company's
LEARNING IN profit is the stock
PREDICTING value. Due to its non-
STOCK PRICES: A linearity and wide
LITERATURE range of abrupt swings,
SURVEY stock price prediction is
a highly difficult
assignment. This
literature review
examines the most
recent machine
learning and deep
learning methods for
estimating stock price
values.
18 Twitter mood Bollen 2019 Mood-tracking
predicts the programmes used to
stock market examine the language
in daily Twitter feeds.
Findings suggest that
the inclusion of some
public mood
dimensions can greatly
increase the precision
of DJIA predictions.
They observe a
reduction in the Mean
Average Percentage
Error of more than 6%
and an accuracy of
87.6%.
19 Stock Price ] Choi, 2018 The ARIMA-LSTM
Correlation Hyeong Kyu hybrid model predicts
Coefficient the correlation
Prediction with between two different
ARIMA-LSTM stocks. It outperformed
Hybrid Model all other financial
models on a
meaningful scale. The
Constant Correlation
model, which in their
 experiment
outperformed the
other models, had
values that almost
halved.
20 A Hierarchical ] Kim, 2019 Their HATS technique
Graph Attention Raehyun carefully gathers data
Network for on various relation
Stock Movement kinds and adds the data
Prediction to each company's
representations. The
approach is utilised to
forecast changes in
market indices as well
as individual stock
prices.
21 Forecasting Pushpendu 2020 They use both random
directional forests and LSTM
movements of networks as training
stock prices for approaches. They
intraday trading compare how they
using LSTM and predict directional out-
random forests of-sample changes in
the stocks that make
up the S&P 500 during
intraday trading from
January 1993 to
December 2018. They
outperform the single-
feature setting in
Fischer & Krauss (2018)
and Krauss et al.
(2017).
22 Temporal Fuli 2019 Stock prediction
Relational attempts to forecast
Ranking for the future trends of a
Stock Prediction stock. Relational Stock
Ranking (RSR) is a fresh
deep learning approach
for stock prediction.
They back-test their
methodology using
historical data from the
NYSE and NASDAQ
stock exchanges. It
achieves an average
return ratios of 98%
 and 71% on these two
markets, respectively.
23 Artificial Hadi 2019 In this paper, Support
Counselor Vector Regression is
System for Stock used to forecast the
Investment future stock prices
(technical
characteristics). The
forecasted prices are
then used to suggest
which sections of the
investor's budget to
allocate to various
existing equities. The
efficiency of the
suggested system is
demonstrated by the
experimental findings
on the New York Stock
Exchange.
24 Stock Movement Yumo 2018 The market is very
Prediction from stochastic, and they
Tweets and construct temporally-
Historical Prices dependent predictions
from chaotic data. They
provide a deep
generative model that
works on this task by
combining text and
price signals. They put
their model to the test
on a brand-new,
extensive dataset and
found that it
outperforms strong
baselines.
25 Leveraging Huicheng 2018 Financial news often
Financial News contains useful data on
for Stock Trend the market and publicly
Prediction with traded corporations. By
Attention-Based using deep neural
Recurrent models to extract
Neural Network valuable semantic
information from news
material, they are able
to solve this problem.
26 Predicting the Dev 2019 The authors examined
 Effects of News the stock market's
Sentiments on reactions to news
the Stock sentiments. They are
Market able to anticipate
patterns in short-term
stock price movement
with a directional
accuracy of 70.59%
using simply news
feelings. Use of Twitter
data to forecast stock
values based on
popular opinion has
gained traction.
27 Using Deep Kusuma 2019 A study investigates the
Learning Neural predictability of the
Networks and stock market.
Candlestick Candlestick charts and
Chart deep convolutional
Representation networks are used for
to Predict Stock this work. The results
Market are used to create a
decision support
framework that traders
can use to offer
indicators for the
direction of
the stock price going
forward.
28 Global Stock y.Koh 2018 Their model generates
Market profits not just in the
Prediction Based stock market of the
on Stock Chart nation in which it was
Images Using taught, but also
Deep Q-Network typically in
international stock
markets. Findings show
that future stock values
may be anticipated
even when the training
and testing processes
are carried out in
several nations.
29 Applications of Jiang 2019 Stock market
deep learning in forecasting has drawn
stock market interest from both
prediction: economists and
 recent progress computer scientists.
Deep learning models
have recently been
proposed as new
horizons for this
subject. This survey
aims to provide an
evaluation of recent
efforts on deep
learning models for
stock market
prediction.
30 Effectiveness of Mokhtari 2021 Using artificial
Artificial intelligence (AI), this
Intelligence in study examines the
Stock Market effectiveness of ML
Prediction Based systems for stock
on Machine market forecasting.
Learning Results demonstrate
that it is premature to
assert that AI can given
current AI capabilities,
outperform stock
markets. The findings
suggest that while AI
can forecast public
opinion regarding the
financial markets, its
accuracy is not
sufficient.
31 Novel Stock R.Mohan 2022 A stock market crash is
Crisis Prediction a drop in stock prices
Technique—A more than 10% across
Study on Indian the major indices. They
Stock Market proposed a crisis
prediction model based
on the Hybrid Feature
Selection (HFS)
technique. The
effectiveness of the
model is quantified by
using the XGBoost and
DNN regression
method.
32-- Global Stock R.Kim 2021 They applied Deep Q-
Market Network with a
Prediction Based Convolutional Neural
 on Stock Chart Network function
Images Using approximator to make
Deep Q-Network global stock market
predictions. Their
model takes chart
images of individual
company as input and
chooses one action
among Long, Neutral,
or Short every day.
33 ML-GAT:A F.Liu 2022 A team of researchers
Multilevel Graph has proposed a novel
Attention Model multilevel graph
for Stock attention network (ML-
Prediction GAT) for predicting the
stock market trends.
Their model's linkages
are interpretable and
consistent with real-
world interactions. The
results also
demonstrate the
importance of using
financial news and
relational data.
34-- Decision Fusion C. 2021 A forecasting model
for Stock Market zhang that applies decision
Prediction: A fusion can consist of
Systematic only homogeneous
Review base learners, such as
ANN, decision trees,
SVM, and LSTM. Data
type of forecasts is a
critical factor in
selecting fusion
methods. In general,
voting and tree-based
methods are the two
most common fusion
methods for
classification.
35 Stock Ranking J.Gao 2022 Stock ranking
Prediction Using performance can be
List-Wise improved by
Approach and incorporating the stock
Node relation information in
Embedding the prediction task.
 Technique They employ a graph-
based approach for
stock ranking
prediction. NRBO-k-
based investment
strategy generates
0.281% to 4.928%
higher relative gain
than the topmost
stock-based strategy.
36 Integrated Long- Yuan 2021 The classical linear
Term Stock multi-factor stock
Selection selection model is
Models Based widely used for long-
on Feature term stock price trend
Selection and prediction. In this
Machine paper, the features are
Learning selected by various
Algorithms for feature selection
China Stock algorithms. Annualized
Market return from 2011 to
2018 for the new long-
short portfolio is
21.92% while max
drawdown is 13.58%.
37-- Ensemble S.Alotaibi 2020 The forecast of the
Technique With stock price attempts to
Optimal Feature assess the potential
Selection for movement of the
Saudi Stock financial exchange's
Market stock value. The exact
Prediction: A estimation of the
Novel Hybrid movement of share
Red Deer-Grey price would contribute
Algorithm more to investors'
profit. This paper
introduces a new
hybrid model referred
to Red Deer Adopted
Wolf Algorithm
(RDAWA).
38 Stock Volatility Hui and Guo 2019 HTPNN captures the
Prediction by potential law of stock
Hybrid Neural price fluctuation by
Network learning the fusion
feature of news and
time series. Compared
 with the state-of-the-
art methods, their
method combines
more abundant stock
characteristics and
advantages in running
speed. Besides, the
accuracy is averagely
improved by nearly 5%.
39-- Predicting Stock Nabipour 2020 This study compares
Market Trends nine machine learning
Using Machine models (Decision Tree,
Learning and Random Forest,
Deep Learning Adaptive Boosting) and
Algorithms Via two powerful deep
Continuous and learning methods
Binary Data; a (Recurrent Neural
Comparative Network (RNN) and
Analysis Long short-term
memory (LSTM).
Diverse financials,
petroleum, non-
metallic minerals and
basic metals from
Tehran stock exchange
are chosen for
experimental
evaluations.
40 A Novel N.Liu 2017 A novel instantaneous
Instantaneous frequency called -
Frequency counting instantaneous
Algorithm and frequency is proposed.
Its Application in The newly defined IF
Stock Index satisfies the three
Movement requirements for
Prediction instantaneous
frequency. It can be
used to simple wave,
including IMFs
obtained from an EMD
algorithm. An
experiment is provided
based on the stock
market data of Hong
Kong Hang Seng Index.
41-- Stock Ranking S.Wang 2022 An adversarial game
Prediction Based neural network model
 on an can eliminate the
Adversarial influence of market-
Game Neural style factors on stock
Network ranking predictions.
This model involves a
mutual game between
the main neural
network and the
auxiliary neural
network. It can
strengthen the stock
selection performance
of the model, but it has
shortcomings.
42 Stock Market Zhang 2020 Researchers develop a
Prediction via multi- Source multiple
Multi-Source instance model that
Multiple can effectively combine
Instance events, sentiments, as
Learning well as historical
quantitative data into a
comprehensive
framework. Evaluations
on the data from the
year 2015 and 2016
demonstrate the
effectiveness of their
model. Their approach
is able to automatically
determine the
importance of each
data Source.
43-- How to Handle D.Akshir 2021 Stock market
Data Imbalance forecasting aims to
and Feature predict possible future
Selection prices or directions of
Problems in an index/stock. In
CNN-Based literature, the
Stock Price convolutional neural
Forecasting networks (CNN) models
are used for stock
market forecasting and
gave successful results.
But, data imbalance
due to labelling and
feature selection
problems. They are
 seen when considering
these models.
44 A Hybrid E.KOO 2018 Distribution of volatility
Prediction time-series is highly
Model concentrated near
Integrating zero. Such aspect can
GARCH Models cause low prediction
With a performance on the
Distribution whole domain of
Manipulation probability density
Strategy Based function. Authors
on LSTM propose a new hybrid
Networks for model with GARCH-
Stock Market type models based on a
Volatility novel non-linear
filtering method to
mitigate concentration
property of volatility.
45 Predicting the W.Chanag 2022 This study aims to
Direction of US predict the direction of
Stock Prices US stock prices by
Using Effective integrating time-
Transfer Entropy varying effective
and Machine transfer entropy (ETE)
Learning and various machine
Techniques learning algorithms.
They suggest utilizing
the adjusted accuracy
derived from the risk-
adjusted return in
finance as a prediction
performance measure.
46-- ST-Trader: A K.Wang 2021 Stocks that are
Spatial-Temporal fundamentally
Deep Neural connected with each
Network for other tend to move
Modeling Stock together. Considering
Market such common trends is
Movement believed to benefit
stock movement
forecasting tasks. They
propose a framework
that incorporates the
inter-connection of
firms to forecast stock
prices. Experiments on
minute-level U.S. stock
 market data
demonstrate that their
model effectively
captures both spatial
and temporal signals.
47 Forward s.Chou 2020 This paper proposes an
Forecast of intelligent time series
Stock Price Using prediction system that
Sliding-Window uses sliding window
Metaheuristic- metaheuristic
Optimized optimization for the
Machine- purpose of predicting
Learning the stock prices of
Regression Taiwan construction
companies.
48 Deep Learning Lien Minh 2021 This paper proposes a
Approach for novel framework to
Short-Term predict the directions
Stock Trends of stock prices by using
Prediction Based both financial news and
on Two-Stream sentiment dictionary.
Gated Recurrent Results show that two-
Unit Network stream GRU
outperforms state-of-
the-art models. This
framework can also be
integrated into an
automated system to
support investors in
trading specific stocks.
49 Fast Training J . Wang 2022 Deep convolutional
Algorithms for fuzzy system (DCFS) on
Deep a high-dimensional
Convolutional input space is a
Fuzzy Systems multilayer connection
With Application of many low-
to Stock Index dimensional fuzzy
Prediction systems. They apply
the DCFS models to
predict a synthetic
chaotic plus random
time-series and the real
Hang Seng Index of the
Hong Kong stock
market.
50-- Stock Prediction s. chen 2021 This paper proposes to
Based on use Genetic
Genetic Algorithm(GA) for
Algorithm feature selection and
Feature develop an optimized
Selection and Long Short-Term
Long Short-Term Memory(LSTM) neural
Memory Neural network stock
Network prediction model.
Although the model
proposed in this paper
can effectively improve
the prediction accuracy
and has strong
robustness, there are
still some
shortcomings.