The application of deep learning approaches to finance has received a great deal of attention from both investors and researchers. This study presents a novel deep learning framework where wavelet transforms (WT), stacked autoencoders (SAEs) and long-short term memory (LSTM) are combined for stock price forecasting. The SAEs for hierarchically extracted deep features is introduced into stock pr...

We investigate how risky health behaviors and self-reported health vary with the Dow Jones Industrial Average (DJIA) and during stock market crashes. Because stock market indices are leading indicators of economic performance, this research contributes to our understanding of the macroeconomic determinants of health. Existing studies typically rely on the unemployment rate to proxy for economic...

A fund manager has to abide by a set of business and financial parameters before selecting and including a particular stock in an Islamic fund portfolio. There are various Islamic screening methods followed by stock indices and banks, namely Dow Jones Islamic Market Index (DJIMI), FTSE Global Islamic Index Series, S&P 500, MSCI (Morgan Stanley Capital International) and Accounting and Auditing ...

In this paper we investigate the complex relationship between tweet board literature (like bullishness, volume, agreement etc) with the financial market instruments (like volatility, trading volume and stock prices). We have analyzed sentiments for more than 4 million tweets between June 2010 to July 2011 for DJIA, NASDAQ-100 and 13 other big cap technological stocks. Our results show high corr...

This paper is the first of two from the Monetary Services Indices (MSI) Project at the Federal Reserve Bank ofSt. Louis. The second paper, Working Paper 96-008B, summarizes the methodology, construction and data sourcesfor the an extensive new database of monetary services indices, often referred to as Divisia monetary aggregates, for the United States. This paper surveys the microeconomic theo...