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Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

Machine Learning · Computer Science 2020-11-17 Philippe Chatigny , Jean-Marc Patenaude , Shengrui Wang

Large language models are reshaping quantitative investing by turning unstructured financial information into evidence-grounded signals and executable decisions. This survey synthesizes research with a focus on equity return prediction and…

Portfolio Management · Quantitative Finance 2025-10-08 Weilong Fu

Accurate option pricing is essential for effective trading and risk management in financial markets, yet it remains challenging due to market volatility and the limitations of traditional models like Black-Scholes. In this paper, we…

Computational Engineering, Finance, and Science · Computer Science 2025-06-09 Feliks Bańka , Jarosław A. Chudziak

Financial forecasting using news articles is an emerging field. In this paper, we proposed hybrid intelligent models for stock market prediction using the psycholinguistic variables (LIWC and TAALES) extracted from news articles as…

Statistical Finance · Quantitative Finance 2019-11-15 B. Shravan Kumar , Vadlamani Ravi , Rishabh Miglani

Options have provided a field of much study because of the complexity involved in pricing them. The Black-Scholes equations were developed to price options but they are only valid for European styled options. There is added complexity when…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Michael Maio Pires , Tshilidzi Marwala

Financial markets can be highly sensitive to news, investor sentiment, and economic indicators, leading to important asset price fluctuations. In this study we focus on crude oil, due to its crucial role in commodity markets and the global…

Computational Engineering, Finance, and Science · Computer Science 2025-08-29 Romina Hashami , Felipe Maldonado

We study the method for detecting relationship changes in financial markets and providing human-interpretable network visualization to support the decision-making of fund managers dealing with multi-assets. First, we construct co-occurrence…

General Finance · Quantitative Finance 2020-11-17 Makoto Naraoka , Teruaki Hayashi , Takaaki Yoshino , Toshiaki Sugie , Kota Takano , Yukio Ohsawa

Encoder-decoder-based recurrent neural network (RNN) has made significant progress in sequence-to-sequence learning tasks such as machine translation and conversational models. Recent works have shown the advantage of this type of network…

Machine Learning · Computer Science 2023-05-10 Jing Xiong , Pengyang Zhou , Alan Chen , Yu Zhang

We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a…

Trading and Market Microstructure · Quantitative Finance 2013-09-09 Zhi-Qiang Jiang , Wen-Jie Xie , Xiong Xiong , Wei Zhang , Yong-Jie Zhang , W. -X. Zhou

Efficient Market Hypothesis is the popular theory about stock prediction. With its failure much research has been carried in the area of prediction of stocks. This project is about taking non quantifiable data such as financial news…

Computation and Language · Computer Science 2016-07-08 Joshi Kalyani , Prof. H. N. Bharathi , Prof. Rao Jyothi

Modern evolvements of the technologies have been leading to a profound influence on the financial market. The introduction of constituents like Exchange-Traded Funds, and the wide-use of advanced technologies such as algorithmic trading,…

Statistical Finance · Quantitative Finance 2021-08-20 Liao Zhu

The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and…

Artificial Intelligence · Computer Science 2007-05-23 Ajith Abraham , Ninan Sajith Philip , P. Saratchandran

Numerical reasoning over texts, such as addition, subtraction, sorting and counting, is a challenging machine reading comprehension task, since it requires both natural language understanding and arithmetic computation. To address this…

Artificial Intelligence · Computer Science 2023-11-21 Kunlong Chen , Weidi Xu , Xingyi Cheng , Zou Xiaochuan , Yuyu Zhang , Le Song , Taifeng Wang , Yuan Qi , Wei Chu

Sentiment analysis is known as one of the most crucial tasks in the field of natural language processing and Convolutional Neural Network (CNN) is one of those prominent models that is commonly used for this aim. Although convolutional…

Computation and Language · Computer Science 2021-02-24 Hossein Sadr , Mozhdeh Nazari Solimandarabi , Mir Mohsen Pedram , Mohammad Teshnehlab

Stock prices forecasting has always been a challenging task. Although many research projects try to address the problem, few of them pay attention to the varying degrees of dependencies between stock prices. In this paper, we introduce a…

Machine Learning · Computer Science 2025-04-02 Yuanzhe Jia , Ali Anaissi , Basem Suleiman

In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

Statistical Finance · Quantitative Finance 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima

We consider the problem of dynamic buying and selling of shares from a collection of $N$ stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of shares kept at any time. Assuming that…

Portfolio Management · Quantitative Finance 2009-09-23 Michael J. Neely

Online news platforms often use personalized news recommendation methods to help users discover articles that align with their interests. These methods typically predict a matching score between a user and a candidate article to reflect the…

Information Retrieval · Computer Science 2023-04-18 Xinyi Li , Yongfeng Zhang , Edward C. Malthouse

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

The goal of stock trend prediction is to forecast future market movements for informed investment decisions. Existing methods mostly focus on predicting stock trends with supervised models trained on extensive annotated data. However, human…

Artificial Intelligence · Computer Science 2024-07-15 Yiqi Deng , Xingwei He , Jiahao Hu , Siu-Ming Yiu
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