LITERATUR REVIEW

No Title Year Object Best Method Sentiment Analysis Framework Detail
1 Ayitey Junior, M., Appiahene, P., Appiah, O., & Bombie, C. N. (2023). Forex market forecasting using machine learning: Systematic Literature Review and meta-analysis. Journal of Big Data, 10(9). https://doi.org/10.1186/s40537-022-00676-2 2023 Forex LSTM, ANN No No
2 Gan, L., Wang, H., & Yang, Z. (2020). Machine learning solutions to challenges in finance: An application to the pricing of financial products. Technological Forecasting & Social Change, 153, 119928. 2020 Financial Market Deep Learning, BP Yes Yes
3 Henrique, B. M., Sobreiro, V. A., & Kimura, H. (2019). Literature review: Machine learning techniques applied to financial market prediction. Expert Systems With Applications, 124, 226–251. 2019 Stock ANN Yes Yes
4 Chen, W., Xu, H., Jia, L., & Gao, Y. (2021). Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants. 2021 Crypto LSTM Yes Yes
5 Oktaba, P., Grzywi?ska-R?pca, M. (2023). Modification of technical analysis indicators and increasing the rate of return on investment. Central European Economic Journal. 2023 Forex No Machine Learning No No
6 Maté, C. G. (2022). Forecasting in FOREX the spot price interval of tomorrow with the same information of today. An analysis of the seven majors using a linear regression model based on interval arithmetic. Knowledge-Based Systems, 258, 109923. 2022 Forex alpha-[B] No Yes
7 Alonso-Monsalve, S., Suárez-Cetrulo, A. L., Cervantes, A., & Quintana, D. (2020). Convolution on neural networks for high-frequency trend prediction of cryptocurrency exchange rates using technical indicators. 2020 Crypto LSTM Yes No
8 Adegboye, A., & Kampouridis, M. (2021). Machine learning classification and regression models for predicting directional changes trend reversal in FX markets. 2021 Forex C + GP + TS Yes Yes
9 Wang, G., Ma, J., Wang, Y., Tao, T., Ren, G., & Zhu, H. (2023). SUDF-RS: A new foreign exchange rate prediction method considering the complementarity of supervised and unsupervised deep representation features. 2023 Forex SUDF-RS No Yes
10 Dash, S., Sahu, P.K., Mishra, D., Mallick, P.K., Sharma, B., Zymbler, M., & Kumar, S. (2022). A Novel Algorithmic Forex Trade and Trend Analysis Framework Based on Deep Predictive Coding Network Optimized with Reptile Search Algorithm. Axioms, 11, 396. https://doi.org/10.3390/axioms11080396 2022 Forex RSA-DPCN No Yes
11 Gülmez, B. (2023). Stock price prediction with optimized deep LSTM network with artificial rabbits optimization algorithm. 2023 Stock LSTM-ARO No No
12 Henrique, B. M., Sobreiro, V. A., & Kimura, H. (2023). Practical machine learning: Forecasting daily financial markets directions. 2023 Financial Market SVM No No
13 Rambi, W. Y. V., Wibowo, S. A., & Rizal, S. (2024). Analisis Kinerja Expert Advisor Trading-dong dengan Pendekatan Support dan Resistance. 2024 Forex No Machine Learning No No
14 Kalluri Ram Rohith Reddy, Kankanala Kowsick Raja, P. Subham, & Puspanjali Mohapatra. (2024). Forex Market Analysis Using Deep Learning Approaches. 2024 Forex GRU No No
15 Kusumodestoni, R. H., & Suyatno. (2015). Prediction of Forex Using Neural Network Model. 2015 Forex Neural Network (Backpropagation) No No
16 Baradja, A., Sukoco, & Tjendrowasono, T. I. (2022). Penerapan Machine Learning untuk Meningkatkan Prediksi Mata Uang Forex dengan Indikator Teknikal. 2022 Forex GBM No Yes
17 Kaushik, M., & Giri, A. (2020). Forecasting Foreign Exchange Rate: A Multivariate Comparative Analysis between Traditional Econometric, Contemporary Machine Learning & Deep Learning Techniques. 2020 Forex LSTM No No
18 Qi, L., Khushi, M., & Poon, J. (2024). Event-Driven LSTM For Forex Price Prediction. 2024 Forex LSTM No Yes
19 Hu, Z., Zhao, Y., & Khushi, M. (2021). A Survey of Forex and Stock Price Prediction Using Deep Learning. 2021 Forex LSTM Yes Yes
20 Zafeiriou, T., & Kalles, D. (2024). Comparative analysis of neural network architectures for short-term FOREX forecasting. 2024 Forex ANN No Yes
21 Saadati, S., & Manthouri, M. (2024). Forecasting Foreign Exchange Market Prices Using Technical Indicators with Deep Learning and Attention Mechanism. 2024 Forex LSTM-CNN1D No No
22 Edi, M., & Utami, E. (2023). Price Prediction on USDCHF Pair Forex Trading Using Linear Regression. 2023 Forex REGRESI LINIER No No
23 Rundo, F. (2019). Deep LSTM with Reinforcement Learning Layer for Financial Trend Prediction in FX High Frequency Trading Systems. 2019 Forex LSTM No Yes
24 Rosita, Y. D., & Moonlight, L. S. (2024). Comparative Analysis of LSTM Neural Network and SVM for USD Exchange Rate Prediction: A Study on Different Training Data Scenarios. 2024 Forex LSTM No No
25 Ahmed, S., Hassan, S.-U., Aljohani, N. R., & Nawaz, R. (2020). FLF-LSTM: A novel prediction system using Forex Loss Function. Applied Soft Computing, 97, 106780. 2020 Forex LSTM No Yes
26 Zhang, Y., & Hamori, S. (2020). The predictability of the exchange rate when combining machine learning and fundamental models. Journal of Risk and Financial Management, 13(3), 48. https://doi.org/10.3390/jrfm13030048 2020 Forex Neural Network No No
27 Perla, S., Bisoi, R., & Dash, P.K. (2023). A hybrid neural network and optimization algorithm for forecasting and trend detection of Forex market indices. Decision Analytics Journal, 6, 100193. 2023 Forex DKRVFLN-AE No No
28 Roondiwala, M., Patel, H., & Varma, S. (2017). Predicting Stock Prices Using LSTM. 2017 Stock LSTM No No
29 Khattak, B. H. A., Shafi, I., Khan, A. S., Flores, E. S., García Lara, R., Samad, M. A., & Ashraf, I. (2023). A Systematic Survey of AI Models in Financial Market Forecasting for Profitability Analysis. 2023 Financial Market LSTM No No
30 Meirinaldi, Y., Yolanda, & Seputra, Y. E. A. (2022). Analysis of Foreign Exchange Using Perceptron and Genetic Algorithm Machine Learning (GALM). 2022 Forex GALM No No
31 Qu, Y., & Zhao, X. (2019). Application of LSTM Neural Network in Forecasting Foreign Exchange Price. 2019 Forex LSTM No No
32 Zhang, C., Sjarif, N. N. A., & Ibrahim, R. (2024). Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020–2022. WIREs Data Mining and Knowledge Discovery, 14(1), e1519. https://doi.org/10.1002/widm.1519 2024 Financial Market Transformers No No
33 Gyamerah, S. A., & Moyo, E. (2020). Long-Term Exchange Rate Probability Density Forecasting Using Gaussian Kernel and Quantile Random Forest. 2020 Forex GQRF No No
34 Jia, H. (2021). Deep Learning Algorithm-Based Financial Prediction Models. 2021 Forex FEPA No Yes
35 Kurujitkosol, T., Takhom, A., & Usanavasin, S. (2022). Automated Forex Trading System Using Stacked Machine Learning and Technical Analysis. 2022 Forex LSTM No Yes
36 Nguyen, P. D., Thao, N. N., Chi, D. T. K., Nguyen, H. C., Mach, B. N., & Nguyen, T. Q. (2024). Deep learning-based predictive models for forex market trends: Practical implementation and performance evaluation. 2024 Forex LSTM No Yes
37 Khoa, B. T., & Huynh, T. T. (2022). Long Short-Term Memory Recurrent Neural Network for Predicting the Return of Rate Underframe the Fama-French 5 Factor. 2022 Stock LSTM-RNN No Yes
38 Echrigi, R., & Hamiche, M. (2023). Optimizing LSTM Models for EUR/USD Prediction in the context of reducing energy consumption: An Analysis of Mean Squared Error, Mean Absolute Error and R-Squared. 2023 Forex LSTM No No
39 García, F.; Guijarro, F.; Oliver, J.; Tamoši$3;nien?, R. (2024). Foreign Exchange Forecasting Models: LSTM and BiLSTM Comparison. Eng. Proc. 68, 19. https://doi.org/10.3390/engproc2024068019 2024 Forex BiLSTM No No
40 El Mahjouby, M., El Fahssi, K., Bennani, M. T., Lamrini, M., & El Far, M. (2024). Machine Learning Techniques for Predicting and Classifying Exchange Rates between US Dollars and Japanese Yen. 2024 Forex LR+XGB+GNB No No
41 Tsuji, C. (2022). Exchange Rate Forecasting via a Machine Learning Approach. 2022 Forex RF No No
42 Milke, V., Luca, C., & Wilson, G. B. (2024). Reduction of financial tick big data for intraday trading. Expert Systems, 41(7), e13537. https://doi.org/10.1111/exsy.13537 2024 Financial Market CNN No Yes
43 Loh, L.K.Y., Kueh, H.K., Parikh, N.J., Chan, H., Ho, N.J.H., & Chua, M.C.H. (2022). An Ensembling Architecture Incorporating Machine Learning Models and Genetic Algorithm Optimization for Forex Trading. FinTech, 1, 100–124. https://doi.org/10.3390/fintech1020008 2022 Forex GA Optimized No Yes
44 Dobrovolny, M., Soukal, I., Lim, K. C., Selamat, A., & Krejcar, O. (2020). Forecasting of FOREX Price Trend Using Recurrent Neural Network - Long Short-term Memory. 2020 Forex LSTM No No
45 Falat, L., Marcek, D., & Durisova, M. (2016). Intelligent Soft Computing on Forex: Exchange Rates Forecasting with Hybrid Radial Basis Neural Network. 2016 Forex RBF-SMA No Yes
46 Nguyen, T. N. T., & Vuong, D. X. (2018). FoRex Trading Using Supervised Machine Learning. 2018 Forex SVM No Yes
47 Tian, T. (2024). Integrating deep learning and innovative feature selection for improved short-term price prediction in futures markets. 2024 Financial Market CNN_LSTM, GRU_LSTM No Yes
48 Ni, L., Li, Y., Wang, X., Zhang, J., Yu, J., & Qi, C. (2019). Forecasting of Forex Time Series Data Based on Deep Learning. 2019 Forex C-RNN No Yes
49 Trading strategy model based on LSTM neural network and Extreme Value-Dynamic programming 2022 Financial Market LSTM No Yes
50 Gandhmal, D. P., & Kumar, K. (2019). Systematic analysis and review of stock market prediction techniques. Computer Science Review, 34, 100190. 2019 Stock ANN No No
51 Kabir, M. R. (2024). LSTM-Transformer based Robust Hybrid Deep Learning Model for Financial Time Series Forecasting. 2024 Financial Market LSTM-mTrans-MLP No Yes
52 Panagopoulos, P. (2024). NEAT vs LSTM vs XGBoost. Three novel methods introduced and compared on forex trading. 2024 Forex NEAT No Yes
53 Global stock market investment strategies based on financial network indicators using machine learning techniques 2019 Stock SVM No Yes
54 Alaminos, D., Salas, M. B., & Partal-Ureña, A. (2024). Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading. Pattern Recognition, 148, 110139. 2024 Stock ARMA-GARCH-QRNN No Yes
55 Wijesinghe, S. (2023). Time Series Forecasting: Analysis of LSTM Neural Networks to Predict Exchange Rates of Currencies. 2023 Forex LSTM No No
56 Casolaro, A., Capone, V., Iannuzzo, G., & Camastra, F. (2023). Deep Learning for Time Series Forecasting: Advances and Open Problems. Information, 14(11), 598. https://doi.org/10.3390/info14110598 2023 Stock Transformers No No
57 Tsang, E. P. K., Ma, S., & Chinthalapati, V. L. R. (2024). Nowcasting directional change in high frequency FX markets. 2024 Forex No Machine Learning No Yes
58 Firouzjaee, J. T., & Khalilian, P. (2024). The Interpretability of LSTM Models for Predicting Oil Company Stocks: Impact of Correlated Features. 2024 Financial Market LSTM No No
59 Erem, E. (2023). Forecasting Exchange Rates Using Artificial Neural Networks. 2023 Forex ANN No No
60 Borovkova, S., & Tsiamas, I. (2019). An ensemble of LSTM neural networks for high-frequency stock market classification. 2019 Stock LSTM No Yes
61 Dautel, A. J., Härdle, W. K., Lessmann, S., & Seow, H. V. (2019). Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks. IRTG 1792 Discussion Paper, No. 2019-008. 2019 Forex GRU No No
62 Ghahremani, S., & Nguyen, U. T. (2025). Prediction of foreign currency exchange rates using an attention-based long short-term memory network. Machine Learning with Applications, 20, 100648. 2025 Forex LSTM No Yes
63 Kehinde, T. O., Khan, W. A., & Chung, S. H. (2023). Financial Market Forecasting using RNN, LSTM, BILSTM, GRU and Transformer-Based Deep Learning Algorithms. Proceedings of the IEOM International Conference on Smart Mobility and Vehicle Electrification. 2023 Financial Market MAE No No
64 Ouf, S., El Hawary, M., Aboutabl, A., & Adel, S. (2024). A Deep Learning-Based LSTM for Stock Price Prediction Using Twitter Sentiment Analysis. International Journal of Advanced Computer Science and Applications, 15(12). 2024 Stock XGBoost Yes Yes
65 Dave, Y. (2024). Predicting Forex Pair Movements: Integrating Sentiment Analysis, Technical, and Fundamental Indicators using Machine Learning and Deep Learning Models. Unitec Institute of Technology. 2024 Forex XGBoost No No
66 Windsor, E., & Cao, W. (2022). Improving exchange rate forecasting via a new deep multimodal fusion model. Applied Intelligence, 52, 16701–16717. 2022 Forex LSTM Yes Yes
67 Zhou, T. (2019). Forex trend forecasting based on long short term memory and its variations with hybrid activation functions (Doctoral dissertation). Brunel University London. 2019 Forex LSTM No Yes
68 Burgess, M., Javed, F., Okpara, N., & Robinson, C. (2022). Stock Forecasts with LSTM and Web Sentiment. SMU Data Science Review, 6(2), Article 10. 2022 Stock ARIMA Yes Yes
69 Yildirim, D. C., Toroslu, I. H., & Fiore, U. (2021). Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators. Financial Innovation, 7(1), 1-36 2021 Forex LSTM No Yes
70 Abdullah, W., & Salah, A. (2023). A novel hybrid deep learning model for price prediction. International Journal of Electrical and Computer Engineering (IJECE), 13(3), 3420-3431. 2023 Forex LSTM No Yes
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