ReviewFrontiers in artificial intelligence2025
Artificial intelligence in financial market prediction: advancements in machine learning for stock price forecasting.
Review in Frontiers in artificial intelligence, 2025. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 2 papers.
What it found
Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.
The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.
Who cites it
2 citing papers in PubMed.
- Quantum computing in finance: a literature review and future directions for trustworthy financial AI.Frontiers in artificial intelligence · 2026Review
- Nature-inspired multi-objective artificial intelligence for short-horizon volatility-regime early warning and defensive asset allocation.Frontiers in artificial intelligence · 2026Article
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
6 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
This study reviews the advancements in AI-driven methods for predicting stock prices, tracing their evolution from traditional approaches to modern finance. The role of AI in the market extends beyond predictive systems to encompass the intersection of financial markets with emerging technologies, such as blockchain, and the potential influence of quantum computing on economic modeling. A decentralized finance system examines the application of Reinforcement Learning in financial market prediction, highlighting its potential for continuous learning from dynamic market conditions. The study discusses the development of hybrid prediction models, stock market machine learning systems, and AI-driven investment portfolio management. The potential of quantum computing enhances portfolio analysis, fraud detection, optimization, and asset valuation for complex market predictions, as well as the impact of blockchain technologies on transparency, security, and efficiency. Machine learning techniques can significantly automate data collection and purification. Financial decision-making and the application of time-series analysis techniques can be readily learned through deep reinforcement learning for stock price prediction. Deep Neural Networks and Strategic Asset Allocation can be managed by evaluating performance and portfolio using real-time market insights from AI models. Although there are numerous ethical, sentimental, regulatory, and data quality issues in market prediction, the future job market is heavily dependent on these criteria, particularly through effective risk management and fraud detection.
Indexed as
Identifiers
What OpenQuestion holds
Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.