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Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…
Applying deep learning and computational intelligence to finance has been a popular area of applied research, both within academia and industry, and continues to attract active attention. The inherently high volatility and non-stationary of…
With the application of artificial intelligence in the financial field, quantitative trading is considered to be profitable. Based on this, this paper proposes an improved deep recurrent DRQN-ARBR model because the existing quantitative…
Twitter, a popular social network, presents great opportunities for on-line machine learning research. However, previous research has focused almost entirely on learning from passively collected data. We study the problem of learning to…
The objective of this research is to examine how sentiment analysis can be employed to generate trading signals for the Foreign Exchange (Forex) market. The author assessed sentiment in social media posts and news articles pertaining to the…
Aspiring to achieve an accurate Bitcoin price prediction based on people's opinions on Twitter usually requires millions of tweets, using different text mining techniques (preprocessing, tokenization, stemming, stop word removal), and…
Twitter sentiment analysis, which often focuses on predicting the polarity of tweets, has attracted increasing attention over the last years, in particular with the rise of deep learning (DL). In this paper, we propose a new task:…
This research develops a sentiment-driven quantitative trading system that leverages a large language model, FinGPT, for sentiment analysis, and explores a novel method for signal integration using a reinforcement learning algorithm, Twin…
In this paper, we propose a modified Levy jump diffusion model with market sentiment memory for stock prices, where the market sentiment comes from data mining implementation using Tweets on Twitter. We take the market sentiment process,…
A sentiment analysis system powered by machine learning was created in this study to improve real-time social network public opinion monitoring. For sophisticated sentiment identification, the suggested approach combines cutting-edge…
Sentiment analysis is the task of automatic analysis of opinions and emotions of users towards an entity or some aspect of that entity. Political Sentiment Analysis of social media helps the political strategists to scrutinize the…
Trend following and momentum investing are common strategies employed by asset managers. Even though they can be helpful in the proper situations, they are limited in the sense that they work just by looking at past, as if we were driving…
Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…
In this paper, we analyze Twitter signals as a medium for user sentiment to predict the price fluctuations of a small-cap alternative cryptocurrency called \emph{ZClassic}. We extracted tweets on an hourly basis for a period of 3.5 weeks,…
The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…
Micro-blogging sources such as the Twitter social network provide valuable real-time data for market prediction models. Investors' opinions in this network follow the fluctuations of the stock markets and often include educated speculations…
Cryptocurrency is a cryptography-based digital asset with extremely volatile prices. Around USD 70 billion worth of cryptocurrency is traded daily on exchanges. Trading cryptocurrency is difficult due to the inherent volatility of the…
This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the…
This paper addresses the problem of predicting popularity of comments in an online discussion forum using reinforcement learning, particularly addressing two challenges that arise from having natural language state and action spaces. First,…
Cryptocurrencies have gained significant attention in recent years due to their decentralized nature and potential for financial innovation. Thus, the ability to accurately predict its price has become a subject of great interest for…