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With the heightened volatility in stock prices during the Covid-19 pandemic, the need for price forecasting has become more critical. We investigated the forecast performance of four models including Long-Short Term Memory, XGBoost,…

Statistical Finance · Quantitative Finance 2021-05-07 Navid Mottaghi , Sara Farhangdoost

Stock market forecasting has been a challenging part for many analysts and researchers. Trend analysis, statistical techniques, and movement indicators have traditionally been used to predict stock price movements, but text extraction has…

Statistical Finance · Quantitative Finance 2023-04-12 Faraz Sasani , Ramin Mousa , Ali Karkehabadi , Samin Dehbashi , Ali Mohammadi

Investors are interested in predicting future success of startup companies, preferably using publicly available data which can be gathered using free online sources. Using public-only data has been shown to work, but there is still much…

Machine Learning · Computer Science 2023-12-12 Emily Gavrilenko , Foaad Khosmood , Mahdi Rastad , Sadra Amiri Moghaddam

The proliferation of fake news and its propagation on social media has become a major concern due to its ability to create devastating impacts. Different machine learning approaches have been suggested to detect fake news. However, most of…

Computation and Language · Computer Science 2021-04-14 Junaed Younus Khan , Md. Tawkat Islam Khondaker , Sadia Afroz , Gias Uddin , Anindya Iqbal

Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

Information Retrieval · Computer Science 2016-10-31 Venkata Sasank Pagolu , Kamal Nayan Reddy Challa , Ganapati Panda , Babita Majhi

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

Natural Language Processing(NLP) demonstrates a great potential to support financial decision-making by analyzing the text from social media or news outlets. In this work, we build a platform to study the NLP-aided stock auto-trading…

Computation and Language · Computer Science 2022-06-15 Jinan Zou , Haiyao Cao , Lingqiao Liu , Yuhao Lin , Ehsan Abbasnejad , Javen Qinfeng Shi

Stock price prediction has always been a difficult task for forecasters. Using cutting-edge deep learning techniques, stock price prediction based on investor sentiment extracted from online forums has become feasible. We propose a novel…

Machine Learning · Computer Science 2026-01-21 Huiyu Li , Junhua Hu

Social media has become an essential part of the modern lifestyle, with its usage being highly prevalent. This has resulted in unprecedented amounts of data generated from users in social media, such as users' attitudes, opinions,…

Computation and Language · Computer Science 2022-11-04 Mohammad Wali Ur Rahman , Sicong Shao , Pratik Satam , Salim Hariri , Chris Padilla , Zoe Taylor , Carlos Nevarez

Financial market like the price of stock, share, gold, oil, mutual funds are affected by the news and posts on social media. In this work deep learning based models are proposed to predict the trend of financial market based on NLP analysis…

Computational Engineering, Finance, and Science · Computer Science 2024-03-20 Arijit Das , Tanmoy Nandi , Prasanta Saha , Suman Das , Saronyo Mukherjee , Sudip Kumar Naskar , Diganta Saha

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

Micro-blogging sources such as the Twitter social network provide valuable real-time data for market prediction models. Investors' opinions in this network follow the fluctuations of the stock markets and often include educated speculations…

Modeling the dynamics of financial Limit Order Books (LOB) at the message level is challenging due to irregular event timing, rapid regime shifts, and the reactions of high-frequency traders to visible order flow. Previous LOB models…

Artificial Intelligence · Computer Science 2025-11-18 Eljas Linna , Kestutis Baltakys , Alexandros Iosifidis , Juho Kanniainen

This paper introduces StockGPT, an autoregressive ``number'' model trained and tested on 70 million daily U.S.\ stock returns over nearly 100 years. Treating each return series as a sequence of tokens, StockGPT automatically learns the…

Computational Finance · Quantitative Finance 2024-10-24 Dat Mai

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…

Machine Learning · Computer Science 2025-02-11 SriVarsha Mulakala , Umesh Vangapally , Benjamin Larkey , Aidan Henrichs , Corey Wojslaw

Although BERT is widely used by the NLP community, little is known about its inner workings. Several attempts have been made to shed light on certain aspects of BERT, often with contradicting conclusions. A much raised concern focuses on…

Computation and Language · Computer Science 2020-10-13 Nikolaos Manginas , Ilias Chalkidis , Prodromos Malakasiotis

This study compares the effectiveness and robustness of multi-class categorization of Amazon product data using transfer learning on pre-trained contextualized language models. Specifically, we fine-tuned BERT and XLNet, two bidirectional…

Machine Learning · Statistics 2019-09-24 Xinyi Liu , Artit Wangperawong

Non-Fungible Token (NFT) is evolving with the rise of the cryptocurrency market and the development of blockchain techniques, which leads to an emerging NFT market that has become prosperous rapidly then followed by a cooldown.…

Social and Information Networks · Computer Science 2023-09-21 Junliang Luo , Yongzheng Jia , Xue Liu

In the realm of artificial intelligence, where a vast majority of data is unstructured, obtaining substantial amounts of labeled data to train supervised machine learning models poses a significant challenge. To address this, we delve into…

Machine Learning · Computer Science 2024-01-19 Natan Vidra , Thomas Clifford , Katherine Jijo , Eden Chung , Liang Zhang

The exponential growth of online textual content across diverse domains has necessitated advanced methods for automated text classification. Large Language Models (LLMs) based on transformer architectures have shown significant success in…

Computation and Language · Computer Science 2025-09-09 Zhyar Rzgar K Rostam , Gábor Kertész