English
Related papers

Related papers: Quantifying macroeconomic expectations in stock ma…

200 papers

We demonstrate using multi-layered networks, the existence of an empirical linkage between the dynamics of the financial network constructed from the market indices and the macroeconomic networks constructed from macroeconomic variables…

General Economics · Economics 2019-03-18 Kiran Sharma , Anindya S. Chakrabarti , Anirban Chakraborti

Accurate and robust stock trend forecasting has been a crucial and challenging task, as stock price changes are influenced by multiple factors. Graph neural network-based methods have recently achieved remarkable success in this domain by…

Statistical Finance · Quantitative Finance 2024-10-11 Yingjie Niu , Lanxin Lu , Rian Dolphin , Valerio Poti , Ruihai Dong

In the current stock market, computer science and technology are more and more widely used to analyse stocks. Not same as most related machine learning stock price prediction work, this work study the predicting the tendency of the stock…

Statistical Finance · Quantitative Finance 2022-07-25 Fengyu Han , Yue Wang

While stock prediction task traditionally relies on volume-price and fundamental data to predict the return ratio or price movement trend, sentiment factors derived from social media platforms such as StockTwits offer a complementary and…

Computational Engineering, Finance, and Science · Computer Science 2025-11-11 Wanyun Zhou , Saizhuo Wang , Xiang Li , Yiyan Qi , Jian Guo , Xiaowen Chu

Stock market forecasting has been a challenging part for many analysts and researchers. Trend analysis, statistical techniques, and movement indicators have traditionally been used to predict stock price movements, but text extraction has…

Statistical Finance · Quantitative Finance 2023-04-12 Faraz Sasani , Ramin Mousa , Ali Karkehabadi , Samin Dehbashi , Ali Mohammadi

A standard growth model is modified in a straightforward way to incorporate what Keynes (1936) suggests in the "essence" of his general theory. The theoretical essence is the idea that exogenous changes in investment cause changes in…

Econometrics · Economics 2018-06-13 Mina Mahmoudi , Mark Pingle

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

Unemployment benefits in the US were extended by up to 73 weeks during the Great Recession. Equilibrium labor market theory indicates that extensions of benefit duration impact not only search decisions by job seekers but also job vacancy…

General Economics · Economics 2021-04-27 Aiwei Huang

As cities grow, certain neighborhoods experience a particularly high demand for housing, resulting in escalating rents. Despite far-reaching socioeconomic consequences, it remains difficult to predict when and where urban neighborhoods will…

Physics and Society · Physics 2017-12-27 Aike Alexander Steentoft , Ate Poorthuis , Bu-Sung Lee , Markus Schläpfer

The macroeconomic climate influences operations with regard to, e.g., raw material prices, financing, supply chain utilization and demand quotas. In order to adapt to the economic environment, decision-makers across the public and private…

Machine Learning · Statistics 2018-03-13 Stefan Feuerriegel , Julius Gordon

This paper examines the dynamic relationship between electoral polls and indicators of economic and financial uncertainty during the last two U.S. presidential elections (2020 and 2024). Using daily polling data on Donald Trump and measures…

General Economics · Economics 2026-01-30 Giampiero M. Gallo , Demetrio Lacava , Edoardo Otranto

Economic behavior is shaped not only by quantitative information but also by the narratives through which such information is communicated and interpreted (Shiller, 2017). I show that narratives extracted from earnings calls significantly…

General Finance · Quantitative Finance 2025-11-26 Giuseppe Matera

The current knowledge system of macroeconomics is built on interactions among a small number of variables, since traditional macroeconomic models can mostly handle a handful of inputs. Recent work using big data suggests that a much larger…

General Economics · Economics 2020-10-13 Yucheng Yang , Yue Pang , Guanhua Huang , Weinan E

Motivated by the recently launched mobile data trading markets (e.g., China Mobile Hong Kong's 2nd exChange Market), in this paper we study the mobile data trading problem under the future data demand uncertainty. We introduce a…

Computer Science and Game Theory · Computer Science 2017-02-10 Junlin Yu , Man Hon Cheung , Jianwei Huang , H. Vincent Poor

We study a dynamic labor market in which a risk-averse worker with career concerns chooses each period between self-employment, which generates publicly observed binary output, and employment at a firm, which pays a flat wage but keeps…

Theoretical Economics · Economics 2025-11-25 Georgy Lukyanov , Konstantin Popov , Shubh Lashkery

Predicting stock prices presents a challenging research problem due to the inherent volatility and non-linear nature of the stock market. In recent years, knowledge-enhanced stock price prediction methods have shown groundbreaking results…

Statistical Finance · Quantitative Finance 2023-08-10 Liping Wang , Jiawei Li , Lifan Zhao , Zhizhuo Kou , Xiaohan Wang , Xinyi Zhu , Hao Wang , Yanyan Shen , Lei Chen

This study looks for signals of economic awareness on online social media and tests their significance in economic predictions. The study analyses, over a period of two years, the relationship between the West Texas Intermediate daily crude…

General Economics · Economics 2021-05-20 M. Elshendy , A. Fronzetti Colladon , E. Battistoni , P. A. Gloor

This study leverages narrative from global newspapers to construct theme-based knowledge graphs about world events, demonstrating that features extracted from such graphs improve forecasts of industrial production in three large economies…

Physics and Society · Physics 2021-04-22 Sonja Tilly , Giacomo Livan

In this paper, we look at the impact of Environment, Social and Governance related news articles and social media data on the stock market performance. We pick four stocks of companies which are widely known in their domain to understand…

Computational Finance · Quantitative Finance 2022-10-04 Sudeep R. Bapat , Saumya Kothari , Rushil Bansal

This paper presents a machine learning methodology prototype using a large synthetic dataset of job listings to identify trends, predict salaries, and group similar job roles. Employing techniques such as regression, classification,…

Machine Learning · Computer Science 2025-06-23 Abdel Rahman Alsheyab , Mohammad Alkhasawneh , Nidal Shahin