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The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…

Statistical Finance · Quantitative Finance 2023-09-14 Luke Sanborn , Matthew Sahagun

This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the…

Statistical Finance · Quantitative Finance 2016-12-09 Barack Wamkaya Wanjawa

Personalized news recommendation is very important for online news platforms to help users find interested news and improve user experience. News and user representation learning is critical for news recommendation. Existing news…

Computation and Language · Computer Science 2019-07-15 Chuhan Wu , Fangzhao Wu , Mingxiao An , Jianqiang Huang , Yongfeng Huang , Xing Xie

Decision analytics commonly focuses on the text mining of financial news sources in order to provide managerial decision support and to predict stock market movements. Existing predictive frameworks almost exclusively apply traditional…

Machine Learning · Statistics 2018-07-05 Stefan Feuerriegel , Ralph Fehrer

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…

Machine Learning · Computer Science 2019-03-01 Sangyeon Kim , Myungjoo Kang

This study investigates an explainable reasoning method for financial decision-making based on knowledge-enhanced large language model agents. To address the limitations of traditional financial decision methods that rely on parameterized…

Computation and Language · Computer Science 2025-12-11 Qingyuan Zhang , Yuxi Wang , Cancan Hua , Yulin Huang , Ning Lyu

Attention mechanisms have recently boosted performance on a range of NLP tasks. Because attention layers explicitly weight input components' representations, it is also often assumed that attention can be used to identify information that…

Computation and Language · Computer Science 2019-06-11 Sofia Serrano , Noah A. Smith

The charge prediction task is to determine appropriate charges for a given case, which is helpful for legal assistant systems where the user input is fact description. We argue that relevant law articles play an important role in this task,…

Computation and Language · Computer Science 2018-05-16 Bingfeng Luo , Yansong Feng , Jianbo Xu , Xiang Zhang , Dongyan Zhao

This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…

Computational Engineering, Finance, and Science · Computer Science 2024-12-31 Kamil Ł. Szydłowski , Jarosław A. Chudziak

Volatility is a natural risk measure in finance as it quantifies the variation of stock prices. A frequently considered problem in mathematical finance is to forecast different estimates of volatility. What makes it promising to use deep…

Statistical Finance · Quantitative Finance 2020-09-14 Bernadett Aradi , Gábor Petneházi , József Gáll

As a branch of time series forecasting, stock movement forecasting is one of the challenging problems for investors and researchers. Since Transformer was introduced to analyze financial data, many researchers have dedicated themselves to…

Statistical Finance · Quantitative Finance 2024-04-12 Chufeng Li , Jianyong Chen

Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…

Statistical Finance · Quantitative Finance 2023-09-04 Ali Asgarov

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

News is a pertinent source of information on financial risks and stress factors, which nevertheless is challenging to harness due to the sparse and unstructured nature of natural text. We propose an approach based on distributional…

Computational Finance · Quantitative Finance 2015-07-29 Samuel Rönnqvist , Peter Sarlin

Text reviews can provide rich useful semantic information for modeling users and items, which can benefit rating prediction in recommendation. Different words and reviews may have different informativeness for users or items. Besides,…

Information Retrieval · Computer Science 2019-06-05 Xianchen Wang , Hongtao Liu , Peiyi Wang , Fangzhao Wu , Hongyan Xu , Wenjun Wang , Xing Xie

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…

Social and Information Networks · Computer Science 2018-01-03 Xi Zhang , Yunjia Zhang , Senzhang Wang , Yuntao Yao , Binxing Fang , Philip S. Yu

The computational principles underlying attention allocation in complex goal-directed tasks remain elusive. Goal-directed reading, i.e., reading a passage to answer a question in mind, is a common real-world task that strongly engages…

Computation and Language · Computer Science 2023-04-25 Jiajie Zou , Yuran Zhang , Jialu Li , Xing Tian , Nai Ding

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

News items have a significant impact on stock markets but the ways are obscure. Many previous works have aimed at finding accurate stock market forecasting models. In this paper, we use text mining and sentiment analysis on Chinese online…

Machine Learning · Computer Science 2019-09-30 Yancong Xie , Hongxun Jiang