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Sentiment analysis can be used for stock market prediction. However, existing research has not studied the impact of a user's financial background on sentiment-based forecasting of the stock market using artificial neural networks. In this…

Statistical Finance · Quantitative Finance 2024-03-05 Ziyuan Ma , Conor Ryan , Jim Buckley , Muslim Chochlov

The systemic stability of a stock market is one of the core issues in the financial field. The market can be regarded as a complex network whose nodes are stocks connected by edges that signify their correlation strength. Since the market…

Statistical Finance · Quantitative Finance 2022-04-15 Xinyu Wang , Liang Zhao , Ning Zhang , Liu Feng , Haibo Lin

A capsule is a group of neurons, whose activity vector represents the instantiation parameters of a specific type of entity. In this paper, we explore the capsule networks used for relation extraction in a multi-instance multi-label…

Information Retrieval · Computer Science 2022-11-02 Ningyu Zhang , Shumin Deng , Zhanlin Sun , Xi Chen , Wei Zhang , Huajun Chen

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Statistical Finance · Quantitative Finance 2022-11-15 Shayan Halder

Market prediction plays a major role in supporting financial decisions. An emerging approach in this domain is to use graphical modeling and analysis to for prediction of next market index fluctuations. One important question in this domain…

Statistical Finance · Quantitative Finance 2022-12-13 Alireza Jafari , Saman Haratizadeh

With the development of social networks, fake news for various commercial and political purposes has been appearing in large numbers and gotten widespread in the online world. With deceptive words, people can get infected by the fake news…

Computation and Language · Computer Science 2023-01-16 Yang Yang , Lei Zheng , Jiawei Zhang , Qingcai Cui , Zhoujun Li , Philip S. Yu

Capsule Network (CapsNet) is among the promising classifiers and a possible successor of the classifiers built based on Convolutional Neural Network (CNN). CapsNet is more accurate than CNNs in detecting images with overlapping categories…

Computer Vision and Pattern Recognition · Computer Science 2025-12-02 Pouya Shiri , Amirali Baniasadi

We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems encountered in financial markets are often time-varying. We…

Computational Finance · Quantitative Finance 2021-01-25 Steven Y. K. Wong , Jennifer Chan , Lamiae Azizi , Richard Y. D. Xu

The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…

Machine Learning · Computer Science 2025-07-08 Amitabh Chakravorty , Nelly Elsayed

The primary objective of this work is to develop a Neural Network based on LSTM to predict stock market movements using tweets. Word embeddings, used in the LSTM network, are initialised using Stanford's GloVe embeddings, pretrained…

Artificial Intelligence · Computer Science 2021-01-25 Kavyashree Ranawat , Stefano Giani

The performance of financial market prediction systems depends heavily on the quality of features it is using. While researchers have used various techniques for enhancing the stock specific features, less attention has been paid to…

Machine Learning · Computer Science 2019-12-02 Ehsan Hoseinzade , Saman Haratizadeh , Arash Khoeini

To effectively classify graph instances, graph neural networks need to have the capability to capture the part-whole relationship existing in a graph. A capsule is a group of neurons representing complicated properties of entities, which…

Machine Learning · Computer Science 2022-04-26 Yu Lei , Jing Zhang

Fake news is dramatically increased in social media in recent years. This has prompted the need for effective fake news detection algorithms. Capsule neural networks have been successful in computer vision and are receiving attention for…

Computation and Language · Computer Science 2020-02-05 Mohammad Hadi Goldani , Saeedeh Momtazi , Reza Safabakhsh

Stock market prediction is a long-standing challenge in finance, as accurate forecasts support informed investment decisions. Traditional models rely mainly on historical prices, but recent work shows that financial news can provide useful…

Machine Learning · Computer Science 2025-12-10 Nader Sadek , Mirette Moawad , Christina Naguib , Mariam Elzahaby

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the…

Machine Learning · Statistics 2017-10-23 Aaron Elliot , Cheng Hua Hsu

The importance of considering the volumes to analyze stock prices movements can be considered as a well-accepted practice in the financial area. However, when we look at the scientific production in this field, we still cannot find a…

Statistical Finance · Quantitative Finance 2021-08-31 Tiago Colliri , Fernando F. Ferreira

Predicting stock market is vital for investors and policymakers, acting as a barometer of the economic health. We leverage social media data, a potent source of public sentiment, in tandem with macroeconomic indicators as…

Artificial Intelligence · Computer Science 2023-12-08 Shengkun Wang , YangXiao Bai , Taoran Ji , Kaiqun Fu , Linhan Wang , Chang-Tien Lu

Human Activity Recognition (HAR) is a challenging problem that needs advanced solutions than using handcrafted features to achieve a desirable performance. Deep learning has been proposed as a solution to obtain more accurate HAR systems…

Machine Learning · Computer Science 2020-07-08 Hamed Damirchi , Rooholla Khorrambakht , Hamid Taghirad

The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and…

Artificial Intelligence · Computer Science 2007-05-23 Ajith Abraham , Ninan Sajith Philip , P. Saratchandran

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

Computational Finance · Quantitative Finance 2018-11-16 Huicheng Liu