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Contextualized embeddings such as BERT can serve as strong input representations to NLP tasks, outperforming their static embeddings counterparts such as skip-gram, CBOW and GloVe. However, such embeddings are dynamic, calculated according…

Computation and Language · Computer Science 2020-04-07 Yile Wang , Leyang Cui , Yue Zhang

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

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

ChatGPT has demonstrated remarkable capabilities across various natural language processing (NLP) tasks. However, its potential for inferring dynamic network structures from temporal textual data, specifically financial news, remains an…

Statistical Finance · Quantitative Finance 2023-09-20 Zihan Chen , Lei Nico Zheng , Cheng Lu , Jialu Yuan , Di Zhu

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

This paper presents the participation of the MiniTrue team in the FinSim-3 shared task on learning semantic similarities for the financial domain in English language. Our approach combines contextual embeddings learned by transformer-based…

Computation and Language · Computer Science 2021-07-14 Chao Feng , Shi-jie We

This paper proposes an information retrieval method for the economy news. The effect of economy news, are researched in the word level and stock market values are considered as the ground proof. The correlation between stock market prices…

Computational Engineering, Finance, and Science · Computer Science 2014-03-11 Sadi Evren Seker , Cihan Mert , Khaled Al-Naami , Nuri Ozalp , Ugur Ayan

In the age of information overload, content management for online news articles relies on efficient summarization to enhance accessibility and user engagement. This article addresses the challenge of extractive text summarization by…

Machine Learning · Computer Science 2025-09-22 Sajib Biswas , Milon Biswas , Arunima Mandal , Fatema Tabassum Liza , Joy Sarker

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Opinion prediction is an emerging research area with diverse real-world applications, such as market research and situational awareness. We identify two lines of approaches to the problem of opinion prediction. One uses topic-based…

Computation and Language · Computer Science 2021-09-13 Kishore Tumarada , Yifan Zhang , Fan Yang , Eduard Dragut , Omprakash Gnawali , Arjun Mukherjee

The growth of machine-readable data in finance, such as alternative data, requires new modeling techniques that can handle non-stationary and non-parametric data. Due to the underlying causal dependence and the size and complexity of the…

Computational Finance · Quantitative Finance 2022-05-04 Nicole Koenigstein

We examine how textual features in earnings press releases predict stock returns on earnings announcement days. Using over 138,000 press releases from 2005 to 2023, we compare traditional bag-of-words and BERT-based embeddings. We find that…

Computational Finance · Quantitative Finance 2025-10-07 Yuntao Wu , Ege Mert Akin , Charles Martineau , Vincent Grégoire , Andreas Veneris

Fake news travels at unprecedented speeds, reaches global audiences and puts users and communities at great risk via social media platforms. Deep learning based models show good performance when trained on large amounts of labeled data on…

Information Retrieval · Computer Science 2021-06-28 Yaqing Wang , Fenglong Ma , Haoyu Wang , Kishlay Jha , Jing Gao

We propose STONK (Stock Optimization using News Knowledge), a multimodal framework integrating numerical market indicators with sentiment-enriched news embeddings to improve daily stock-movement prediction. By combining numerical & textual…

Artificial Intelligence · Computer Science 2025-08-20 Sarthak Khanna , Armin Berger , David Berghaus , Tobias Deusser , Lorenz Sparrenberg , Rafet Sifa

In this paper, we tackle the challenge of predicting stock movements in financial markets by introducing Higher Order Transformers, a novel architecture designed for processing multivariate time-series data. We extend the self-attention…

Machine Learning · Computer Science 2024-12-17 Soroush Omranpour , Guillaume Rabusseau , Reihaneh Rabbany

Volatility prediction--an essential concept in financial markets--has recently been addressed using sentiment analysis methods. We investigate the sentiment of annual disclosures of companies in stock markets to forecast volatility. We…

Information Retrieval · Computer Science 2018-04-05 Navid Rekabsaz , Mihai Lupu , Artem Baklanov , Allan Hanbury , Alexander Duer , Linda Anderson

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

Forecasting financial time series (FTS) is an essential field in finance and economics that anticipates market movements in financial markets. This paper investigates the accuracy of text mining and technical analyses in forecasting…

Econometrics · Economics 2023-05-01 Ali Lashgari

With the tremendous growth in the number of scientific papers being published, searching for references while writing a scientific paper is a time-consuming process. A technique that could add a reference citation at the appropriate place…

Computation and Language · Computer Science 2019-03-18 Chanwoo Jeong , Sion Jang , Hyuna Shin , Eunjeong Park , Sungchul Choi

Fake news detection has become a major task to solve as there has been an increasing number of fake news on the internet in recent years. Although many classification models have been proposed based on statistical learning methods showing…

Computation and Language · Computer Science 2022-07-26 Daesoo Lee
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