English
Related papers

Related papers: Financial Market Trend Forecasting and Performance…

200 papers

The financial domain presents a complex environment for stock market prediction, characterized by volatile patterns and the influence of multifaceted data sources. Traditional models have leveraged either Convolutional Neural Networks (CNN)…

Statistical Finance · Quantitative Finance 2025-04-08 Arya Chakraborty , Auhona Basu

Large Language Models (LLMs) have recently been leveraged for asset pricing tasks and stock trading applications, enabling AI agents to generate investment decisions from unstructured financial data. However, most evaluations of LLM…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Weixian Waylon Li , Hyeonjun Kim , Mihai Cucuringu , Tiejun Ma

Financial sentiment analysis is crucial for understanding the influence of news on stock prices. Recently, large language models (LLMs) have been widely adopted for this purpose due to their advanced text analysis capabilities. However,…

Computation and Language · Computer Science 2025-06-24 Yixuan Liang , Yuncong Liu , Neng Wang , Hongyang Yang , Boyu Zhang , Christina Dan Wang

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…

Computers and Society · Computer Science 2026-01-27 Abhishek Maity , Viraj Tukarul

The net value of the fund is affected by performance and market, and the researchers try to quantify these effects to predict the future net value by establishing different models. The current prediction models usually can only reflect the…

Statistical Finance · Quantitative Finance 2021-12-01 Peng Zhou , Fangyi Li

Prediction models are crucial in the stock market as they aid in forecasting future prices and trends, enabling investors to make informed decisions and manage risks more effectively. In the Indian stock market, where volatility is often…

Computational Engineering, Finance, and Science · Computer Science 2025-03-24 Omkar Oak , Rukmini Nazre , Rujuta Budke , Yogita Mahatekar

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

Statistical Finance · Quantitative Finance 2024-11-12 Kaushal Attaluri , Mukesh Tripathi , Srinithi Reddy , Shivendra

We present a novel approach for predicting the distribution of asset returns using a quantile-based method with Long Short-Term Memory (LSTM) networks. Our model is designed in two stages: the first focuses on predicting the quantiles of…

Statistical Finance · Quantitative Finance 2025-01-29 Ísak Pétursson , María Óskarsdóttir

Financial market predictions utilize historical data to anticipate future stock prices and market trends. Traditionally, these predictions have focused on the statistical analysis of quantitative factors, such as stock prices, trading…

Statistical Finance · Quantitative Finance 2024-02-13 Zihan Dong , Xinyu Fan , Zhiyuan Peng

The stock price prediction task holds a significant role in the financial domain and has been studied for a long time. Recently, large language models (LLMs) have brought new ways to improve these predictions. While recent financial large…

Statistical Finance · Quantitative Finance 2024-09-16 Shengkun Wang , Taoran Ji , Linhan Wang , Yanshen Sun , Shang-Ching Liu , Amit Kumar , Chang-Tien Lu

Sentiment analysis is a vital tool for uncovering insights from financial articles, news, and social media, shaping our understanding of market movements. Despite the impressive capabilities of large language models (LLMs) in financial…

Computation and Language · Computer Science 2023-06-23 Boyu Zhang , Hongyang Yang , Xiao-Yang Liu

The financial sector, a pivotal force in economic development, increasingly uses the intelligent technologies such as natural language processing to enhance data processing and insight extraction. This research paper through a review…

Computation and Language · Computer Science 2024-12-31 Denisa Millo , Blerina Vika , Nevila Baci

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

Statistical Finance · Quantitative Finance 2020-10-16 Qi Zhao

Stock volatility prediction is an important task in the financial industry. Recent advancements in multimodal methodologies, which integrate both textual and auditory data, have demonstrated significant improvements in this domain, such as…

Machine Learning · Computer Science 2024-07-29 Shengkun Wang , Taoran Ji , Jianfeng He , Mariam Almutairi , Dan Wang , Linhan Wang , Min Zhang , Chang-Tien Lu

Financial crises often occur without warning, yet markets leading up to these events display increasing volatility and complex interdependencies across multiple sectors. This study proposes a novel approach to predicting market crises by…

Theoretical Economics · Economics 2025-05-19 Mahdi Kohan Sefidi

Electricity demand forecasting is a well established research field. Usually this task is performed considering historical loads, weather forecasts, calendar information and known major events. Recently attention has been given on the…

Machine Learning · Computer Science 2023-09-14 Yun Bai , Simon Camal , Andrea Michiorri

The advent of foundation models (FMs), large-scale pre-trained models with strong generalization capabilities, has opened new frontiers for financial engineering. While general-purpose FMs such as GPT-4 and Gemini have demonstrated…

Computational Finance · Quantitative Finance 2025-12-16 Liyuan Chen , Shuoling Liu , Jiangpeng Yan , Xiaoyu Wang , Henglin Liu , Chuang Li , Kecheng Jiao , Jixuan Ying , Yang Veronica Liu , Qiang Yang , Xiu Li

Artificial intelligence is reshaping labor markets, yet we lack tools to systematically forecast its effects on employment. This paper introduces a benchmark for evaluating how well large language models (LLMs) can anticipate changes in job…

Computation and Language · Computer Science 2025-10-28 Sheri Osborn , Rohit Valecha , H. Raghav Rao , Dan Sass , Anthony Rios

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

This article presents a comparative study of large language models (LLMs) in the task of sentiment analysis of financial market news. This work aims to analyze the performance difference of these models in this important natural language…

Statistical Finance · Quantitative Finance 2025-10-21 Lucas Eduardo Pereira Teles , Carlos M. S. Figueiredo
‹ Prev 1 4 5 6 7 8 10 Next ›