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Neural networks provide new possibilities to automatically learn complex language patterns and query-document relations. Neural IR models have achieved promising results in learning query-document relevance patterns, but few explorations…

Information Retrieval · Computer Science 2019-05-23 Zhuyun Dai , Jamie Callan

This study explores the comparative performance of cutting-edge AI models, i.e., Finaance Bidirectional Encoder representations from Transsformers (FinBERT), Generatice Pre-trained Transformer GPT-4, and Logistic Regression, for sentiment…

Machine Learning · Computer Science 2024-12-11 Olamilekan Shobayo , Sidikat Adeyemi-Longe , Olusogo Popoola , Bayode Ogunleye

Learning causal and temporal relationships between events is an important step towards deeper story and commonsense understanding. Though there are abundant datasets annotated with event relations for story comprehension, many have no…

Computation and Language · Computer Science 2019-04-29 Rujun Han , Mengyue Liang , Bashar Alhafni , Nanyun Peng

This paper discusses how to crawl the data of financial forums such as stock bar, and conduct emotional analysis combined with the in-depth learning model. This paper will use the Bert model to train the financial corpus and predict the…

Statistical Finance · Quantitative Finance 2022-05-16 Chenrui Zhang

Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…

Social and Information Networks · Computer Science 2018-01-03 Xi Zhang , Yunjia Zhang , Senzhang Wang , Yuntao Yao , Binxing Fang , Philip S. Yu

The way the words are used evolves through time, mirroring cultural or technological evolution of society. Semantic change detection is the task of detecting and analysing word evolution in textual data, even in short periods of time. In…

Computation and Language · Computer Science 2020-04-21 Matej Martinc , Syrielle Montariol , Elaine Zosa , Lidia Pivovarova

Using machine learning and alternative data for the prediction of financial markets has been a popular topic in recent years. Many financial variables such as stock price, historical volatility and trade volume have already been through…

Computational Finance · Quantitative Finance 2020-09-18 Thomas Dierckx , Jesse Davis , Wim Schoutens

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

Earnings release is a key economic event in the financial markets and crucial for predicting stock movements. Earnings data gives a glimpse into how a company is doing financially and can hint at where its stock might go next. However, the…

Machine Learning · Computer Science 2024-09-27 Zhengxin Joseph Ye , Bjoern Schuller

The distribution of fake news is not a new but a rapidly growing problem. The shift to news consumption via social media has been one of the drivers for the spread of misleading and deliberately wrong information, as in addition to it of…

Computation and Language · Computer Science 2022-04-06 Philipp Hartl , Udo Kruschwitz

Social media like Twitter provide a common platform to share and communicate personal experiences with other people. People often post their life experiences, local news, and events on social media to inform others. Many rescue agencies…

Computation and Language · Computer Science 2021-08-25 Ashis Kumar Chanda

Embedding news articles is a crucial tool for multiple fields, such as media bias detection, identifying fake news, and making news recommendations. However, existing news embedding methods are not optimized to capture the latent context of…

Computation and Language · Computer Science 2026-04-22 Koren Ishlach , Itzhak Ben-David , Michael Fire , Lior Rokach

Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…

Statistical Finance · Quantitative Finance 2022-11-28 Thanh Trung Huynh , Minh Hieu Nguyen , Thanh Tam Nguyen , Phi Le Nguyen , Matthias Weidlich , Quoc Viet Hung Nguyen , Karl Aberer

Stock trend prediction plays a critical role in seeking maximized profit from stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of stock market. Exploding information…

Social and Information Networks · Computer Science 2019-02-21 Ziniu Hu , Weiqing Liu , Jiang Bian , Xuanzhe Liu , Tie-Yan Liu

In order to expand their reach and increase website ad revenue, media outlets have started using clickbait techniques to lure readers to click on articles on their digital platform. Having successfully enticed the user to open the article,…

Information Retrieval · Computer Science 2018-08-06 Vaibhav Kumar , Mrinal Dhar , Dhruv Khattar , Yash Kumar Lal , Abhimanshu Mishra , Manish Shrivastava , Vasudeva Varma

Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…

Computational Engineering, Finance, and Science · Computer Science 2019-03-11 Ran Zhao , Yuntian Deng , Mark Dredze , Arun Verma , David Rosenberg , Amanda Stent

Discovering the logical sequence of events is one of the cornerstones in Natural Language Understanding. One approach to learn the sequence of events is to study the order of sentences in a coherent text. Sentence ordering can be applied in…

Computation and Language · Computer Science 2021-08-26 Melika Golestani , Seyedeh Zahra Razavi , Zeinab Borhanifard , Farnaz Tahmasebian , Hesham Faili

This paper discusses the approach taken by the UWaterloo team to arrive at a solution for the Fine-Grained Sentiment Analysis problem posed by Task 5 of SemEval 2017. The paper describes the document vectorization and sentiment score…

Computation and Language · Computer Science 2017-08-01 Vineet John , Olga Vechtomova

Contextual embeddings, such as ELMo and BERT, move beyond global word representations like Word2Vec and achieve ground-breaking performance on a wide range of natural language processing tasks. Contextual embeddings assign each word a…

Computation and Language · Computer Science 2020-04-14 Qi Liu , Matt J. Kusner , Phil Blunsom