Deep Learning Innovations in Financial Market Forecasting: A Comprehensive Review

Financial market forecasting has consistently remained one of the most challenging yet captivating domains for researchers, investors, and policymakers alike. The inherent complexity, high volatility, non-stationarity, and non-linear dynamics of financial time series present significant hurdles for traditional analytical methods. However, with the advent and rapid advancements in deep learning, powerful new paradigms have emerged, offering unprecedented capabilities to model these intricate relationships and significantly enhance prediction accuracy. This comprehensive review systematically explores the latest innovations in applying deep learning techniques to forecast financial markets, covering a period predominantly from ۲۰۲۰ onwards, as evidenced by the provided literature. We meticulously analyze core deep learning architectures, including Convolutional Neural Networks (CNNs) for feature extraction, Recurrent Neural Networks (RNNs) for sequential data processing, and their advanced variants such as Long Short- Tem Memory (LSTM) networks and Gated Recurrent Units (GRUS), which have proven particularly effective in capturing long-term dependencies. Furthermore, the review delves into hybrid and ensemble models that integrate multiple deep learning approaches or combine them with traditional statistical methods to leverage their respective strengths. Our objective is to identify key trends, critically compare the performance and applicability of various deep learning models across different financial instruments (e.g., stocks, cryptocurrencies, economic indices), highlight prevailing challenges such as interpretability, data noise, and model robustness, and delineate promising avenues for future research. The findings underscore the remarkable potential of deep learning to revolutionize financial forecasting, while also emphasizing the critical need for continued research into model stability, explainability, and the effective management of noisy and high-dimensional financial data.

کلیدواژه ها:

Deep Learning ، Financial Market Forecasting ، Time Series Analysis ، LSTMs ، GRUS ، Neural Networks