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Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

Stock price movement prediction is a challenging and essential problem in finance. While it is well established in modern behavioral finance that the share prices of related stocks often move after the release of news via reactions and…

Machine Learning · Computer Science 2023-01-26 Luis Villamil , Ryan Bausback , Shaeke Salman , Ting L. Liu , Conrad Horn , Xiuwen Liu

News events can greatly influence equity markets. In this paper, we are interested in predicting the short-term movement of stock prices after financial news events using only the headlines of the news. To achieve this goal, we introduce a…

Statistical Finance · Quantitative Finance 2021-07-20 Qinkai Chen

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

Computational Finance · Quantitative Finance 2018-11-16 Huicheng Liu

We examine whether news can improve realised volatility forecasting using a modern yet operationally simple NLP framework. News text is transformed into embedding-based representations, and forecasts are evaluated both as a standalone,…

Computational Finance · Quantitative Finance 2026-04-15 Eghbal Rahimikia , Stefan Zohren , Ser-Huang Poon

This paper will discuss how headline data can be used to predict stock prices. The stock price in question is the SPDR S&P 500 ETF Trust, also known as SPY that tracks the performance of the largest 500 publicly traded corporations in the…

Statistical Finance · Quantitative Finance 2025-07-04 Ayaan Qayyum

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Statistical Finance · Quantitative Finance 2022-11-15 Shayan Halder

Predicting stock prices presents challenges in financial forecasting. While traditional approaches such as ARIMA and RNNs are prevalent, recent developments in Large Language Models (LLMs) offer alternative methodologies. This paper…

Statistical Finance · Quantitative Finance 2026-03-23 Pei-Jun Liao , Hung-Shin Lee , Yao-Fei Cheng , Li-Wei Chen , Hung-yi Lee , Hsin-Min Wang

The marvel of markets lies in the fact that dispersed information is instantaneously processed and used to adjust the price of goods, services and assets. Financial markets are particularly efficient when it comes to processing information;…

Trading and Market Microstructure · Quantitative Finance 2018-07-19 Stefan Feuerriegel , Helmut Prendinger

It has been shown that financial news leads to the fluctuation of stock prices. However, previous work on news-driven financial market prediction focused only on predicting stock price movement without providing an explanation. In this…

Computation and Language · Computer Science 2019-02-14 Linyi Yang , Zheng Zhang , Su Xiong , Lirui Wei , James Ng , Lina Xu , Ruihai Dong

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random…

Statistical Finance · Quantitative Finance 2023-06-23 David Noel

The stock market's ascent typically mirrors the flourishing state of the economy, whereas its decline is often an indicator of an economic downturn. Therefore, for a long time, significant correlation elements for predicting trends in…

Machine Learning · Computer Science 2024-11-12 Wenjun Gu , Yihao Zhong , Shizun Li , Changsong Wei , Liting Dong , Zhuoyue Wang , Chao Yan

Stock market volatility forecasting is a task relevant to assessing market risk. We investigate the interaction between news and prices for the one-day-ahead volatility prediction using state-of-the-art deep learning approaches. The…

Statistical Finance · Quantitative Finance 2018-12-31 Marcelo Sardelich , Suresh Manandhar

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

Stock market prediction is a long-standing challenge in finance, as accurate forecasts support informed investment decisions. Traditional models rely mainly on historical prices, but recent work shows that financial news can provide useful…

Machine Learning · Computer Science 2025-12-10 Nader Sadek , Mirette Moawad , Christina Naguib , Mariam Elzahaby

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

Statistical Finance · Quantitative Finance 2024-11-12 Kaushal Attaluri , Mukesh Tripathi , Srinithi Reddy , Shivendra

Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…

Information Retrieval · Computer Science 2024-11-05 Ali Elahi , Fatemeh Taghvaei

Predicting future direction of stock markets using the historical data has been a fundamental component in financial forecasting. This historical data contains the information of a stock in each specific time span, such as the opening,…

Statistical Finance · Quantitative Finance 2023-01-25 Christopher Wimmer , Navid Rekabsaz

Company disclosures greatly aid in the process of financial decision-making; therefore, they are consulted by financial investors and automated traders before exercising ownership in stocks. While humans are usually able to correctly…

Computation and Language · Computer Science 2017-10-12 Mathias Kraus , Stefan Feuerriegel
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