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Categorization of mutual funds or Exchange-Traded-funds (ETFs) have long served the financial analysts to perform peer analysis for various purposes starting from competitor analysis, to quantifying portfolio diversification. The…

Computational Finance · Quantitative Finance 2022-07-12 Dimitrios Vamvourellis , Mate Attila Toth , Dhruv Desai , Dhagash Mehta , Stefano Pasquali

Sentiment analysis is a vital tool for uncovering insights from financial articles, news, and social media, shaping our understanding of market movements. Despite the impressive capabilities of large language models (LLMs) in financial…

Computation and Language · Computer Science 2023-06-23 Boyu Zhang , Hongyang Yang , Xiao-Yang Liu

Human decision-making in real-life deviates significantly from the optimal decisions made by fully rational agents, primarily due to computational limitations or psychological biases. While existing studies in behavioral finance have…

Artificial Intelligence · Computer Science 2024-03-12 Penghang Liu , Kshama Dwarakanath , Svitlana S Vyetrenko , Tucker Balch

This paper explores the intersection of Natural Language Processing (NLP) and financial analysis, focusing on the impact of sentiment analysis in stock price prediction. We employ BERTopic, an advanced NLP technique, to analyze the…

Computation and Language · Computer Science 2024-04-05 Enmin Zhu , Jerome Yen

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

Natural language processing (NLP) has recently gained relevance within financial institutions by providing highly valuable insights into companies and markets' financial documents. However, the landscape of the financial domain presents…

Computation and Language · Computer Science 2024-01-29 Pau Rodriguez Inserte , Mariam Nakhlé , Raheel Qader , Gaetan Caillaut , Jingshu Liu

In modern financial markets, investors increasingly seek personalized and adaptive portfolio strategies that reflect their individual risk preferences and respond to dynamic market conditions. Traditional rule-based or static optimization…

Machine Learning · Computer Science 2025-12-16 Bangyu Li , Boping Gu , Ziyang Ding

An artificial agent for financial risk and returns' prediction is built with a modular cognitive system comprised of interconnected recurrent neural networks, such that the agent learns to predict the financial returns, and learns to…

Machine Learning · Computer Science 2018-06-19 Carlos Pedro Gonçalves

This paper explores the application of Natural Language Processing (NLP) in financial risk detection. By constructing an NLP-based financial risk detection model, this study aims to identify and predict potential risks in financial…

Risk Management · Quantitative Finance 2024-06-21 Liyang Wang , Yu Cheng , Ao Xiang , Jingyu Zhang , Haowei Yang

Financial forecasting plays an important role in making informed decisions for financial stakeholders, specifically in the stock exchange market. In a traditional setting, investors commonly rely on the equity research department for…

Statistical Finance · Quantitative Finance 2024-07-23 Sahar Arshad , Seemab Latif , Ahmad Salman , Rabia Latif

Investors make investment decisions depending on several factors such as fundamental analysis, technical analysis, and quantitative analysis. Another factor on which investors can make investment decisions is through sentiment analysis of…

Computation and Language · Computer Science 2021-09-22 Saurabh Kamal , Sahil Sharma

Personalisation of products and services is fast becoming the driver of success in banking and commerce. Machine learning holds the promise of gaining a deeper understanding of and tailoring to customers' needs and preferences. Whereas…

Machine Learning · Computer Science 2022-06-30 Charl Maree , Christian Omlin

Decision support systems based on clinical notes have the potential to improve patient care by pointing doctors towards overseen risks. Predicting a patient's outcome is an essential part of such systems, for which the use of deep neural…

Computation and Language · Computer Science 2021-12-01 Betty van Aken , Sebastian Herrmann , Alexander Löser

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens

We report successful results from using deep learning neural networks (DLNNs) to learn, purely by observation, the behavior of profitable traders in an electronic market closely modelled on the limit-order-book (LOB) market mechanisms that…

Computational Engineering, Finance, and Science · Computer Science 2018-11-08 Arthur le Calvez , Dave Cliff

Opinion mining, also known as sentiment analysis, is a subfield of natural language processing (NLP) that focuses on identifying and extracting subjective information in textual material. This can include determining the overall sentiment…

Computation and Language · Computer Science 2023-08-08 Nour Eddine Zekaoui , Siham Yousfi , Maryem Rhanoui , Mounia Mikram

Large Language Models (LLMs) have been employed in financial decision making, enhancing analytical capabilities for investment strategies. Traditional investment strategies often utilize quantitative models, fundamental analysis, and…

General Finance · Quantitative Finance 2025-07-04 Sedigheh Mahdavi , Jiating , Chen , Pradeep Kumar Joshi , Lina Huertas Guativa , Upmanyu Singh

Behavioral finance has become an increasingly important subfield of finance. However the main parts of behavioral finance, prospect theory included, understand financial markets through individual investment behavior. Behavioral finance…

General Finance · Quantitative Finance 2015-06-23 Jorgen Vitting Andersen , Ioannis Vrontos , Petros Dellaportas , Serge Galam

Conjunct with the universal acceleration in information growth, financial services have been immersed in an evolution of information dynamics. It is not just the dramatic increase in volumes of data, but the speed, the complexity and the…

General Finance · Quantitative Finance 2020-04-15 Jim Samuel

Financial sentiment analysis is critical for valuation and investment decision-making. Traditional NLP models, however, are limited by their parameter size and the scope of their training datasets, which hampers their generalization…

Computation and Language · Computer Science 2023-11-07 Boyu Zhang , Hongyang Yang , Tianyu Zhou , Ali Babar , Xiao-Yang Liu
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