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This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news…

Statistical Finance · Quantitative Finance 2017-07-25 Zeya Zhang , Weizheng Chen , Hongfei Yan

Stock market forecasting is very important in the planning of business activities. Stock price prediction has attracted many researchers in multiple disciplines including computer science, statistics, economics, finance, and operations…

Computation and Language · Computer Science 2019-07-23 Dev Shah , Haruna Isah , Farhana Zulkernine

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

Support vector machine modeling is a new approach in machine learning for classification showing good performance on forecasting problems of small samples and high dimensions. Later, it promoted to Support Vector Regression (SVR) for…

Machine Learning · Computer Science 2021-03-23 Mohammadreza Ghanbari , Mahdi Goldani

Share valuations are known to adjust to new information entering the market, such as regulatory disclosures. We study whether the language of such news items can improve short-term and especially long-term (24 months) forecasts of stock…

Applications · Statistics 2018-06-27 Stefan Feuerriegel , Julius Gordon

Application of fuzzy support vector machine in stock price forecast. Support vector machine is a new type of machine learning method proposed in 1990s. It can deal with classification and regression problems very successfully. Due to the…

Machine Learning · Statistics 2018-01-03 Shuheng Wang , Guohao Li , Yifan Bao

Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…

Statistical Finance · Quantitative Finance 2023-05-25 Harsimrat Kaeley , Ye Qiao , Nader Bagherzadeh

With the widespread engineering applications ranging from artificial intelligence and big data decision-making, originally a lot of tedious financial data processing, processing and analysis have become more and more convenient and…

Computational Finance · Quantitative Finance 2019-02-26 Quanxi Wang

The investment on the stock market is prone to be affected by the Internet. For the purpose of improving the prediction accuracy, we propose a multi-task stock prediction model that not only considers the stock correlations but also…

Machine Learning · Computer Science 2018-05-22 Jieyun Huang , Yunjia Zhang , Jialai Zhang , Xi Zhang

We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…

General Finance · Quantitative Finance 2019-06-04 Jozef Barunik , Cathy Yi-Hsuan Chen , Jan Vecer

This paper proposes an information retrieval method for the economy news. The effect of economy news, are researched in the word level and stock market values are considered as the ground proof. The correlation between stock market prices…

Computational Engineering, Finance, and Science · Computer Science 2014-03-11 Sadi Evren Seker , Cihan Mert , Khaled Al-Naami , Nuri Ozalp , Ugur Ayan

The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made…

Computational Finance · Quantitative Finance 2019-04-19 Hieu Quang Nguyen , Abdul Hasib Rahimyar , Xiaodi Wang

This paper describes our participation in Task 5 track 2 of SemEval 2017 to predict the sentiment of financial news headlines for a specific company on a continuous scale between -1 and 1. We tackled the problem using a number of…

Computation and Language · Computer Science 2018-06-15 Andrew Moore , Paul Rayson

In this paper, we propose a model to analyze sentiment of online stock forum and use the information to predict the stock volatility in the Chinese market. We have labeled the sentiment of the online financial posts and make the dataset…

Social and Information Networks · Computer Science 2017-05-09 Yifan Liu , Zengchang Qin , Pengyu Li , Tao Wan

This article applies natural language processing (NLP) to extract and quantify textual information to predict stock performance. Using an extensive dataset of Chinese analyst reports and employing a customized BERT deep learning model for…

Computation and Language · Computer Science 2025-03-19 Rui Liu , Jiayou Liang , Haolong Chen , Yujia Hu

Based on the commentary data of the Shenzhen Stock Index bar on the EastMoney website from January 1, 2018 to December 31, 2019. This paper extracts the embedded investor sentiment by using a deep learning BERT model and investigates the…

Computational Finance · Quantitative Finance 2022-05-16 Chenrui Zhang , Xinyi Wu , Hailu Deng , Huiwei Zhang

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

We revisit the problem of predicting directional movements of stock prices based on news articles: here our algorithm uses daily articles from The Wall Street Journal to predict the closing stock prices on the same day. We propose a unified…

Machine Learning · Computer Science 2014-07-03 Felix Ming Fai Wong , Zhenming Liu , Mung Chiang

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…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

We show how text from news articles can be used to predict intraday price movements of financial assets using support vector machines. Multiple kernel learning is used to combine equity returns with text as predictive features to increase…

Machine Learning · Computer Science 2009-06-24 Ronny Luss , Alexandre d'Aspremont
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