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Stock market plays an important role in the economic development. Due to the complex volatility of the stock market, the research and prediction on the change of the stock price, can avoid the risk for the investors. The traditional time…

Statistical Finance · Quantitative Finance 2023-02-23 Zhuangwei Shi , Yang Hu , Guangliang Mo , Jian Wu

Many efforts have been devoted to training generative latent variable models with autoregressive decoders, such as recurrent neural networks (RNN). Stochastic recurrent models have been successful in capturing the variability observed in…

Machine Learning · Statistics 2017-11-17 Anirudh Goyal , Alessandro Sordoni , Marc-Alexandre Côté , Nan Rosemary Ke , Yoshua Bengio

Predicting future prices of a stock is an arduous task to perform. However, incorporating additional elements can significantly improve our predictions, rather than relying solely on a stock's historical price data to forecast its future…

Statistical Finance · Quantitative Finance 2023-08-21 S. Srinivas , R. Gadela , R. Sabu , A. Das , G. Nath , V. Datla

Despite recent successes in Reinforcement Learning, value-based methods often suffer from high variance hindering performance. In this paper, we illustrate this in a continuous control setting where state of the art methods perform poorly…

Machine Learning · Computer Science 2019-05-24 Pierre Thodoroff , Nishanth Anand , Lucas Caccia , Doina Precup , Joelle Pineau

Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a…

Statistical Finance · Quantitative Finance 2026-04-14 Xiang Ao , Jingxuan Zhang , Xinyu Zhao

Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…

Computation and Language · Computer Science 2022-10-28 Qinkai Chen , Christian-Yann Robert

Communicative gestures and speech acoustic are tightly linked. Our objective is to predict the timing of gestures according to the acoustic. That is, we want to predict when a certain gesture occurs. We develop a model based on a recurrent…

Human-Computer Interaction · Computer Science 2021-04-27 Fajrian Yunus , Chloé Clavel , Catherine Pelachaud

Financial time series often exhibit low signal-to-noise ratio, posing significant challenges for accurate data interpretation and prediction and ultimately decision making. Generative models have gained attention as powerful tools for…

Machine Learning · Computer Science 2024-09-05 Zhuohan Wang , Carmine Ventre

Recommender systems help users deal with information overload by providing tailored item suggestions to them. The recommendation of news is often considered to be challenging, since the relevance of an article for a user can depend on a…

Information Retrieval · Computer Science 2019-12-10 Gabriel de Souza Pereira Moreira , Dietmar Jannach , Adilson Marques da Cunha

Stock prices are influenced over time by underlying macroeconomic factors. Jumping out of the box of conventional assumptions about the unpredictability of the market noise, we modeled the changes of stock prices over time through the…

General Finance · Quantitative Finance 2020-03-26 Yang Chen , Emerson Li

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

A major source of information can be taken from financial news articles, which have some correlations about the fluctuation of stock trends. In this paper, we investigate the influences of financial news on the stock trends, from a…

Machine Learning · Computer Science 2022-06-30 Yiqi Deng , Siu Ming Yiu

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

Topic models and all their variants analyse text by learning meaningful representations through word co-occurrences. As pointed out by Williamson et al. (2010), such models implicitly assume that the probability of a topic to be active and…

Computation and Language · Computer Science 2023-01-27 Kostadin Cvejoski , Ramsés J. Sánchez , César Ojeda

Understanding the mutual relationships between information flows and social activity in society today is one of the cornerstones of the social sciences. In financial economics, the key issue in this regard is understanding and quantifying…

Machine Learning · Statistics 2015-06-11 Ryohei Hisano , Didier Sornette , Takayuki Mizuno , Takaaki Ohnishi , Tsutomu Watanabe

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

Multimodal stock trading volume movement prediction with stock-related news is one of the fundamental problems in the financial area. Existing multimodal works that train models from scratch face the problem of lacking universal knowledge…

Computation and Language · Computer Science 2023-09-12 Ruibo Chen , Zhiyuan Zhang , Yi Liu , Ruihan Bao , Keiko Harimoto , Xu Sun

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

Computational Finance · Quantitative Finance 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

In this paper we investigate the impact of news to predict extreme financial returns using high frequency data. We consider several model specifications differing for the dynamic property of the underlying stochastic process as well as for…

Statistical Finance · Quantitative Finance 2016-01-12 Mauro Bernardi , Leopoldo Catania , Lea Petrella

This paper contributes a new machine learning solution for stock movement prediction, which aims to predict whether the price of a stock will be up or down in the near future. The key novelty is that we propose to employ adversarial…

Trading and Market Microstructure · Quantitative Finance 2019-06-04 Fuli Feng , Huimin Chen , Xiangnan He , Ji Ding , Maosong Sun , Tat-Seng Chua