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Path-based relational reasoning over knowledge graphs has become increasingly popular due to a variety of downstream applications such as question answering in dialogue systems, fact prediction, and recommender systems. In recent years,…

Machine Learning · Computer Science 2020-03-16 Mandana Saebi , Steven Krieg , Chuxu Zhang , Meng Jiang , Nitesh Chawla

Portfolio management aims at maximizing the return on investment while minimizing risk by continuously reallocating the assets forming the portfolio. These assets are not independent but correlated during a short time period. A graph…

Computational Finance · Quantitative Finance 2021-05-19 Farzan Soleymani , Eric Paquet

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

Statistical Finance · Quantitative Finance 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

With the growth of textual data across online platforms, sentiment analysis has become crucial for extracting insights from user-generated content. While traditional approaches and deep learning models have shown promise, they cannot often…

Computation and Language · Computer Science 2024-04-23 Asal Khosravi , Zahed Rahmati , Ali Vefghi

Reinforcement learning (RL) has emerged as a transformative approach for financial trading, enabling dynamic strategy optimization in complex markets. This study explores the integration of sentiment analysis, derived from large language…

Computational Finance · Quantitative Finance 2024-11-19 Ananya Unnikrishnan

Safe and efficient crowd navigation for mobile robot is a crucial yet challenging task. Previous work has shown the power of deep reinforcement learning frameworks to train efficient policies. However, their performance deteriorates when…

Robotics · Computer Science 2019-09-24 Yuying Chen , Congcong Liu , Ming Liu , Bertram E. Shi

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY…

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

In this paper, we compare various approaches to stock price prediction using neural networks. We analyze the performance fully connected, convolutional, and recurrent architectures in predicting the next day value of S&P 500 index based on…

Statistical Finance · Quantitative Finance 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

Graph representation learning methods have been widely adopted in financial applications to enhance company representations by leveraging inter-firm relationships. However, current approaches face three key challenges: (1) The advantages of…

Statistical Finance · Quantitative Finance 2025-07-04 Yingjie Niu , Mingchuan Zhao , Valerio Poti , Ruihai Dong

Goal-based investing is an approach to wealth management that prioritizes achieving specific financial goals. It is naturally formulated as a sequential decision-making problem as it requires choosing the appropriate investment until a goal…

Portfolio Management · Quantitative Finance 2023-07-26 Tessa Bauman , Bruno Gašperov , Stjepan Begušić , Zvonko Kostanjčar

Stock trading is one of the popular ways for financial management. However, the market and the environment of economy is unstable and usually not predictable. Furthermore, engaging in stock trading requires time and effort to analyze,…

Machine Learning · Computer Science 2025-05-20 Yunfei Luo , Zhangqi Duan

Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

With the improvement of computer performance and the development of GPU-accelerated technology, trading with machine learning algorithms has attracted the attention of many researchers and practitioners. In this research, we propose a novel…

Portfolio Management · Quantitative Finance 2021-03-23 Huanming Zhang , Zhengyong Jiang , Jionglong Su

Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients.…

Statistical Finance · Quantitative Finance 2015-02-24 B. W. Wanjawa , L. Muchemi

The widespread use of knowledge graphs in various fields has brought about a challenge in effectively integrating and updating information within them. When it comes to incorporating contexts, conventional methods often rely on rules or…

Artificial Intelligence · Computer Science 2024-04-22 Ngoc Quach , Qi Wang , Zijun Gao , Qifeng Sun , Bo Guan , Lillian Floyd

In the last decade, driven also by the availability of an unprecedented computational power and storage capabilities in cloud environments we assisted to the proliferation of new algorithms, methods, and approaches in two areas of…

Information Retrieval · Computer Science 2017-07-25 Vito Bellini , Vito Walter Anelli , Tommaso Di Noia , Eugenio Di Sciascio

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

We propose and experimentally demonstrate an innovative stock index prediction method using a weighted optical reservoir computing system. We construct fundamental market data combined with macroeconomic data and technical indicators to…

Machine Learning · Computer Science 2024-08-02 Fang Wang , Ting Bu , Yuping Huang

Knowledge graph (KG) link prediction aims to infer new facts based on existing facts in the KG. Recent studies have shown that using the graph neighborhood of a node via graph neural networks (GNNs) provides more useful information compared…

Computation and Language · Computer Science 2024-02-15 Vardaan Pahuja , Boshi Wang , Hugo Latapie , Jayanth Srinivasa , Yu Su

This paper describes our work on developing a new business sentiment index using daily newspaper articles. We adopt a recurrent neural network (RNN) with Gated Recurrent Units to predict the business sentiment of a given text. An RNN is…

Computation and Language · Computer Science 2020-03-09 Kazuhiro Seki , Yusuke Ikuta