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Fluctuations in stock prices are influenced by a complex interplay of factors that go beyond mere historical data. These factors, themselves influenced by external forces, encompass inter-stock dynamics, broader economic factors, various…

Statistical Finance · Quantitative Finance 2026-02-12 Ambedkar Dukkipati , Kawin Mayilvaghanan , Naveen Kumar Pallekonda , Sai Prakash Hadnoor , Ranga Shaarad Ayyagari

This paper is to explore the possibility to use alternative data and artificial intelligence techniques to trade stocks. The efficacy of the daily Twitter sentiment on predicting the stock return is examined using machine learning methods.…

Artificial Intelligence · Computer Science 2018-01-09 Catherine Xiao , Wanfeng Chen

Stock price prediction is challenging due to market volatility and its sensitivity to real-time events. While large language models (LLMs) offer new avenues for text-based forecasting, their application in finance is hindered by noisy news…

Artificial Intelligence · Computer Science 2025-12-03 He Wang , Wenyilin Xiao , Songqiao Han , Hailiang Huang

Understanding how neuronal networks reorganize in response to external stimuli and give rise to behavior is a central challenge in neuroscience and artificial intelligence. However, existing methods often fail to capture the evolving…

Neurons and Cognition · Quantitative Biology 2025-06-02 Moein Khajehnejad , Forough Habibollahi , Ahmad Khajehnejad , Chris French , Brett J. Kagan , Adeel Razi

Traffic forecasting is one of the most fundamental problems in transportation science and artificial intelligence. The key challenge is to effectively model complex spatial-temporal dependencies and correlations in modern traffic data.…

Machine Learning · Computer Science 2023-02-28 Haiyang Liu , Chunjiang Zhu , Detian Zhang , Qing Li

Despite the successful application of Temporal Graph Networks (TGNs) for tasks such as dynamic node classification and link prediction, they still perform poorly on the task of dynamic node affinity prediction -- where the goal is to…

Machine Learning · Computer Science 2024-12-02 Benedict Aaron Tjandra , Federico Barbero , Michael Bronstein

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal…

Statistical Finance · Quantitative Finance 2023-03-17 Shima Nabiee , Nader Bagherzadeh

Traffic forecasting is essential for the traffic construction of smart cities in the new era. However, traffic data's complex spatial and temporal dependencies make traffic forecasting extremely challenging. Most existing traffic…

Machine Learning · Computer Science 2022-10-03 Wei Zhao , Shiqi Zhang , Bing Zhou , Bei Wang

Traditional sentiment construction in finance relies heavily on the dictionary-based approach, with a few exceptions using simple machine learning techniques such as Naive Bayes classifier. While the current literature has not yet invoked…

Statistical Finance · Quantitative Finance 2022-07-08 Joshua Zoen Git Hiew , Xin Huang , Hao Mou , Duan Li , Qi Wu , Yabo Xu

A stock market is considered as one of the highly complex systems, which consists of many components whose prices move up and down without having a clear pattern. The complex nature of a stock market challenges us on making a reliable…

Social and Information Networks · Computer Science 2019-09-27 Minjun Kim , Hiroki Sayama

Graph neural networks (GNNs) are shown to be successful in modeling applications with graph structures. However, training an accurate GNN model requires a large collection of labeled data and expressive features, which might be inaccessible…

Machine Learning · Computer Science 2019-06-03 Ziniu Hu , Changjun Fan , Ting Chen , Kai-Wei Chang , Yizhou Sun

This paper introduces an innovative realized volatility (RV) forecasting framework that extends the conventional Heterogeneous autoregressive (HAR) model via integrating Graph Signal Processing (GSP). The study first evaluates various…

General Finance · Quantitative Finance 2025-09-18 Zhengyang Chi , Junbin Gao , Chao Wang

A graph neural network (GNN) for image understanding based on multiple cues is proposed in this paper. Compared to traditional feature and decision fusion approaches that neglect the fact that features can interact and exchange information,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-02 Xin Guo , Luisa F. Polania , Bin Zhu , Charles Boncelet , Kenneth E. Barner

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

Technical analysis in finance, which aims at forecasting price movements in the future by analyzing past market data, relies on the insights that can be gained from the interpretation of stock charts; therefore, non-expert investors could…

Computational Engineering, Finance, and Science · Computer Science 2025-09-29 Le Qiu , Emmanuele Chersoni

Inspired by the fact that spreading and collecting information through the Internet becomes the norm, more and more people choose to post for-profit contents (images and texts) in social networks. Due to the difficulty of network censors,…

Computer Vision and Pattern Recognition · Computer Science 2021-04-01 Lu Zhang , Jian Zhang , Zhibin Li , Jingsong Xu

We propose a unified multi-tasking framework to represent the complex and uncertain causal process of financial market dynamics, and then to predict the movement of any type of index with an application on the monthly direction of the…

Statistical Finance · Quantitative Finance 2022-04-29 Djoumbissie David Romain

Accurate prediction of molecular properties is essential in drug discovery and related fields. However, existing graph neural networks (GNNs) often struggle to simultaneously capture both local and global molecular structures. In this work,…

Machine Learning · Computer Science 2025-08-26 XiaYu Liu , Chao Fan , Yang Liu , Hou-biao Li

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Computational Finance · Quantitative Finance 2025-02-17 Shuozhe Li , Zachery B Schulwol , Risto Miikkulainen

Researchers and financial professionals require robust computerized tools that allow users to rapidly operationalize and assess the semantic textual content in financial news. However, existing methods commonly work at the document-level…

Information Retrieval · Computer Science 2019-01-03 Bernhard Lutz , Nicolas Pröllochs , Dirk Neumann
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