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Stock price prediction can be made more efficient by considering the price fluctuations and understanding the sentiments of people. A limited number of models understand financial jargon or have labelled datasets concerning stock price…

Statistical Finance · Quantitative Finance 2021-03-31 Mukul Jaggi , Priyanka Mandal , Shreya Narang , Usman Naseem , Matloob Khushi

The recent advancement of deep learning architectures, neural networks, and the combination of abundant financial data and powerful computers are transforming finance, leading us to develop an advanced method for predicting future stock…

Machine Learning · Computer Science 2024-06-06 Bivas Dinda

This paper explores an improved Adaboost algorithm based on Long Short-Term Memory Networks (LSTMs), which aims to improve the prediction accuracy of user clicks on web page advertisements. By comparing it with several common machine…

Machine Learning · Computer Science 2024-08-13 Qixuan Yu , Xirui Tang , Feiyang Li , Zinan Cao

In this paper we present two deep-learning systems that competed at SemEval-2018 Task 3 "Irony detection in English tweets". We design and ensemble two independent models, based on recurrent neural networks (Bi-LSTM), which operate at the…

Inferring socioeconomic attributes of social media users such as occupation and income is an important problem in computational social science. Automated inference of such characteristics has applications in personalised recommender…

Computation and Language · Computer Science 2018-04-12 Nikolaos Aletras , Benjamin Paul Chamberlain

The fusion of public sentiment data in the form of text with stock price prediction is a topic of increasing interest within the financial community. However, the research literature seldom explores the application of investor sentiment in…

Portfolio Management · Quantitative Finance 2022-03-14 Mufhumudzi Muthivhi , Terence L. van Zyl

The prediction of stock price movement direction is significant in financial circles and academic. Stock price contains complex, incomplete, and fuzzy information which makes it an extremely difficult task to predict its development trend.…

Statistical Finance · Quantitative Finance 2021-12-09 Ashish Kumar , Abeer Alsadoon , P. W. C. Prasad , Salma Abdullah , Tarik A. Rashid , Duong Thu Hang Pham , Tran Quoc Vinh Nguyen

Suicidal ideation detection from social media is an evolving research with great challenges. Many of the people who have the tendency to suicide share their thoughts and opinions through social media platforms. As part of many researches it…

Information Retrieval · Computer Science 2021-12-21 Shini Renjith , Annie Abraham , Surya B. Jyothi , Lekshmi Chandran , Jincy Thomson

Applications of deep learning in financial market prediction has attracted huge attention from investors and researchers. In particular, intra-day prediction at the minute scale, the dramatically fluctuating volume and stock prices within…

Statistical Finance · Quantitative Finance 2023-05-25 Yuze Lu , Hailong Zhang , Qiwen Guo

When artificial neural networks have demonstrated exceptional practical success in a variety of domains, investigations into their theoretical characteristics, such as their approximation power, statistical properties, and generalization…

Machine Learning · Statistics 2023-10-06 Shijin Gong , Xinyu Zhang

In recent work, we identified and studied a small cohort of Twitter users whose pregnancies with birth defect outcomes could be observed via their publicly available tweets. Exploiting social media's large-scale potential to complement the…

Computation and Language · Computer Science 2019-10-03 Ari Z. Klein , Abeed Sarker , Davy Weissenbacher , Graciela Gonzalez-Hernandez

Mixup, a recent proposed data augmentation method through linearly interpolating inputs and modeling targets of random samples, has demonstrated its capability of significantly improving the predictive accuracy of the state-of-the-art…

Computation and Language · Computer Science 2019-05-23 Hongyu Guo , Yongyi Mao , Richong Zhang

Public opinion influences events, especially related to stock market movement, in which a subtle hint can influence the local outcome of the market. In this paper, we present a dataset that allows for company-level analysis of tweet based…

Computation and Language · Computer Science 2020-06-18 Karolina Sowinska , Pranava Madhyastha

In this study, we predict next-day movements of stock end-of-day implied volatility using random forests. Through an ablation study, we examine the usefulness of different sources of predictors and expose the value of attention and…

Computational Finance · Quantitative Finance 2023-01-03 Thomas Dierckx , Jesse Davis , Wim Schoutens

Nowadays, the rapid diffusion of fake news poses a significant problem, as it can spread misinformation and confusion. This paper aims to develop an advanced machine learning solution for detecting fake news articles. Leveraging a…

Machine Learning · Computer Science 2024-11-19 Tanjina Sultana Camelia , Faizur Rahman Fahim , Md. Musfique Anwar

Financial news contains useful information on public companies and the market. In this paper we apply the popular word embedding methods and deep neural networks to leverage financial news to predict stock price movements in the market.…

Computational Engineering, Finance, and Science · Computer Science 2015-06-25 Yangtuo Peng , Hui Jiang

Stock trend prediction plays a critical role in seeking maximized profit from stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of stock market. Exploding information…

Social and Information Networks · Computer Science 2019-02-21 Ziniu Hu , Weiqing Liu , Jiang Bian , Xuanzhe Liu , Tie-Yan Liu

A word embedding is a low-dimensional, dense and real- valued vector representation of a word. Word embeddings have been used in many NLP tasks. They are usually gener- ated from a large text corpus. The embedding of a word cap- tures both…

Computation and Language · Computer Science 2017-08-15 Quanzhi Li , Sameena Shah , Xiaomo Liu , Armineh Nourbakhsh

The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a…

Machine Learning · Statistics 2017-10-13 Chuanyun Zang

Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…

Statistical Finance · Quantitative Finance 2021-10-12 Jaydip Sen , Sidra Mehtab
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