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In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

Machine Learning · Computer Science 2024-01-04 Kevin Taylor , Jerry Ng

Over the last years, there has been an unprecedented proliferation of fake news. As a consequence, we are more susceptible to the pernicious impact that misinformation and disinformation spreading can have in different segments of our…

Computation and Language · Computer Science 2021-12-10 Santiago Alonso-Bartolome , Isabel Segura-Bedmar

Understanding the duration of news events' impact on the stock market is crucial for effective time-series forecasting, yet this facet is largely overlooked in current research. This paper addresses this research gap by introducing a novel…

Computation and Language · Computer Science 2024-09-27 Chr-Jr Chiu , Chung-Chi Chen , Hen-Hsen Huang , Hsin-Hsi Chen

Predicting stock prices presents challenges in financial forecasting. While traditional approaches such as ARIMA and RNNs are prevalent, recent developments in Large Language Models (LLMs) offer alternative methodologies. This paper…

Statistical Finance · Quantitative Finance 2026-03-23 Pei-Jun Liao , Hung-Shin Lee , Yao-Fei Cheng , Li-Wei Chen , Hung-yi Lee , Hsin-Min Wang

In an era where financial markets are heavily influenced by many static and dynamic factors, it has become increasingly critical to carefully integrate diverse data sources with machine learning for accurate stock price prediction. This…

Statistical Finance · Quantitative Finance 2025-03-10 Furkan Karadaş , Bahaeddin Eravcı , Ahmet Murat Özbayoğlu

In modern financial markets, news plays a critical role in shaping investor sentiment and influencing stock price movements. However, most existing studies aggregate daily news sentiment into a single score, potentially overlooking…

Computational Engineering, Finance, and Science · Computer Science 2025-10-09 Qizhao Chen

Human mobility forecasting is crucial for disaster relief, city planning, and public health. However, existing models either only model location sequences or include time information merely as auxiliary input, thereby failing to leverage…

Artificial Intelligence · Computer Science 2025-10-24 Yunzhi Liu , Haokai Tan , Rushi Kanjaria , Lihuan Li , Flora D. Salim

Click-through rate (CTR) estimation is a fundamental task in personalized advertising and recommender systems and it's important for ranking models to effectively capture complex high-order features.Inspired by the success of ELMO and Bert…

Information Retrieval · Computer Science 2021-07-27 Zhiqiang Wang , Qingyun She , PengTao Zhang , Junlin Zhang

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

The prediction of periodical time-series remains challenging due to various types of data distortions and misalignments. Here, we propose a novel model called Temporal embedding-enhanced convolutional neural Network (TeNet) to learn…

Machine Learning · Computer Science 2022-02-09 Jiajun Liu , Kun Zhao , Brano Kusy , Ji-rong Wen , Raja Jurdak

We propose a new method that leverages contextual embeddings for the task of diachronic semantic shift detection by generating time specific word representations from BERT embeddings. The results of our experiments in the domain specific…

Computation and Language · Computer Science 2020-03-06 Matej Martinc , Petra Kralj Novak , Senja Pollak

Newsletters and social networks can reflect the opinion about the market and specific stocks from the perspective of analysts and the general public on products and/or services provided by a company. Therefore, sentiment analysis of these…

Computation and Language · Computer Science 2021-12-28 Elvys Linhares Pontes , Mohamed Benjannet

Graph neural networks (GNNs) have been utilized for various natural language processing (NLP) tasks lately. The ability to encode corpus-wide features in graph representation made GNN models popular in various tasks such as document…

Machine Learning · Computer Science 2022-11-30 Sara Salamat , Nima Tavassoli , Behnam Sabeti , Reza Fahmi

We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…

General Finance · Quantitative Finance 2019-06-04 Jozef Barunik , Cathy Yi-Hsuan Chen , Jan Vecer

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

Bitcoin, with its ever-growing popularity, has demonstrated extreme price volatility since its origin. This volatility, together with its decentralised nature, make Bitcoin highly subjective to speculative trading as compared to more…

Statistical Finance · Quantitative Finance 2024-06-13 Yanzhao Zou , Dorien Herremans

The recently proposed BERT has shown great power on a variety of natural language understanding tasks, such as text classification, reading comprehension, etc. However, how to effectively apply BERT to neural machine translation (NMT) lacks…

Computation and Language · Computer Science 2020-02-18 Jinhua Zhu , Yingce Xia , Lijun Wu , Di He , Tao Qin , Wengang Zhou , Houqiang Li , Tie-Yan Liu

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

Machine Learning · Computer Science 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

The Efficient Market Hypothesis (EMH) highlights the essence of financial news in stock price movement. Financial news comes in the form of corporate announcements, news titles, and other forms of digital text. The generation of insights…

Machine Learning · Computer Science 2024-12-16 Abraham Atsiwo

Trading volume movement prediction is the key in a variety of financial applications. Despite its importance, there is few research on this topic because of its requirement for comprehensive understanding of information from different…

Statistical Finance · Quantitative Finance 2021-08-26 Liang Zhao , Wei Li , Ruihan Bao , Keiko Harimoto , YunfangWu , Xu Sun