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Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

Statistical Finance · Quantitative Finance 2025-07-04 Adebola K. Ojo , Ifechukwude Jude Okafor

Sentiment analysis on large-scale social media data is important to bridge the gaps between social media contents and real world activities including political election prediction, individual and public emotional status monitoring and…

Computation and Language · Computer Science 2018-08-08 Yuxiao Chen , Jianbo Yuan , Quanzeng You , Jiebo Luo

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

We propose a Long Short-Term Memory (LSTM) with attention mechanism to classify psychological stress from self-conducted interview transcriptions. We apply distant supervision by automatically labeling tweets based on their hashtag content,…

Computation and Language · Computer Science 2018-10-11 Genta Indra Winata , Onno Pepijn Kampman , Pascale Fung

LSTM or Long Short Term Memory Networks is a specific type of Recurrent Neural Network (RNN) that is very effective in dealing with long sequence data and learning long term dependencies. In this work, we perform sentiment analysis on a GOP…

Computation and Language · Computer Science 2020-05-11 Karthik Gopalakrishnan , Fathi M. Salem

In this study, a novel Distributed Representation of News (DRNews) model is developed and applied in deep learning-based stock market predictions. With the merit of integrating contextual information and cross-documental knowledge, the…

Computation and Language · Computer Science 2022-05-17 Ye Ma , Lu Zong , Peiwan Wang

Sentiment analysis on social media such as Twitter provides organizations and individuals an effective way to monitor public emotions towards them and their competitors. As a result, sentiment analysis has become an important and…

Computation and Language · Computer Science 2022-12-06 Md Parvez Mollah

This paper presents price prediction models using Machine Learning algorithms augmented with Superforecasters predictions, aimed at enhancing investment decisions. Five Machine Learning models are built, including Bidirectional LSTM, ARIMA,…

Trading and Market Microstructure · Quantitative Finance 2024-07-03 Anishka Chauhan , Pratham Mayur , Yeshwanth Sai Gokarakonda , Pooriya Jamie , Naman Mehrotra

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

Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…

Information Retrieval · Computer Science 2024-11-05 Ali Elahi , Fatemeh Taghvaei

One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…

Statistical Finance · Quantitative Finance 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

A novel Twitter context aided content caching (TAC) framework is proposed for enhancing the caching efficiency by taking advantage of the legibility and massive volume of Twitter data. For the purpose of promoting the caching efficiency,…

Signal Processing · Electrical Eng. & Systems 2021-01-05 Zhong Yang , Yuanwei Liu , Yue Chen , Joey Tianyi Zhou

Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to the volatile and stochastic nature of the stock prices in the…

Machine Learning · Computer Science 2021-11-10 Jaydip Sen , Saikat Mondal , Sidra Mehtab

Research in analysis of microblogging platforms is experiencing a renewed surge with a large number of works applying representation learning models for applications like sentiment analysis, semantic textual similarity computation, hashtag…

Computation and Language · Computer Science 2017-06-22 J Ganesh , Manish Gupta , Vasudeva Varma

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast…

Computational Finance · Quantitative Finance 2021-08-31 Sidra Mehtab , Jaydip Sen

The stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote…

Machine Learning · Computer Science 2024-08-23 Gonzalo Lopez Gil , Paul Duhamel-Sebline , Andrew McCarren

This study evaluates deep neural networks for forecasting probability distributions of financial returns. 1D convolutional neural networks (CNN) and Long Short-Term Memory (LSTM) architectures are used to forecast parameters of three…

Risk Management · Quantitative Finance 2025-09-03 Jakub Michańków

This study presents a hybrid deep learning architecture that integrates LSTM, CNN, and an Attention mechanism to enhance the classification of web content based on text. Pretrained GloVe embeddings are used to represent words as dense…

Computation and Language · Computer Science 2025-12-29 Mykola Kuz , Ihor Lazarovych , Mykola Kozlenko , Mykola Pikuliak , Andrii Kvasniuk

Standard LSTM(Long Short-Term Memory) neural networks provide accurate predictions for sales data in the retail industry, but require a lot of computing power. It can be challenging especially for mid to small retail industries. This paper…

Machine Learning · Computer Science 2026-02-19 Ravi Teja Pagidoju

This paper introduces a study on tweet sentiment classification. Our task is to classify a tweet as either positive or negative. We approach the problem in two steps, namely embedding and classifying. Our baseline methods include several…

Computation and Language · Computer Science 2021-10-01 Tommaso Macrì , Freya Murphy , Yunfan Zou , Yves Zumbach
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