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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

Recently, the incorporation of both temporal features and the correlation across time series has become an effective approach in time series prediction. Spatio-Temporal Graph Neural Networks (STGNNs) demonstrate good performance on many…

Machine Learning · Computer Science 2024-07-29 Wenbo Yan , Ying Tan

In this work, we present our findings and experiments for stock-market prediction using various textual sentiment analysis tools, such as mood analysis and event extraction, as well as prediction models, such as LSTMs and specific…

Computation and Language · Computer Science 2018-01-22 Jordan Prosky , Xingyou Song , Andrew Tan , Michael Zhao

The stock market is a network which provides a platform for almost all major economic transactions. While investing in the stock market is a good idea, investing in individual stocks may not be, especially for the casual investor. Smart…

Statistical Finance · Quantitative Finance 2022-08-30 Om Mane , Saravanakumar kandasamy

To predict the future movements of stock markets, numerous studies concentrate on daily data and employ various machine learning (ML) models as benchmarks that often vary and lack standardization across different research works. This paper…

Computational Finance · Quantitative Finance 2024-07-16 Han Gui

Stock price forecasting is a highly complex and vitally important field of research. Recent advancements in deep neural network technology allow researchers to develop highly accurate models to predict financial trends. We propose a novel…

Computational Finance · Quantitative Finance 2021-02-03 Pratyush Muthukumar , Jie Zhong

The existing publications demonstrate that the limit order book data is useful in predicting short-term volatility in stock markets. Since stocks are not independent, changes on one stock can also impact other related stocks. In this paper,…

Computational Finance · Quantitative Finance 2022-11-02 Qinkai Chen , Christian-Yann Robert

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

The stock market has been a popular topic of interest in the recent past. The growth in the inflation rate has compelled people to invest in the stock and commodity markets and other areas rather than saving. Further, the ability of Deep…

Statistical Finance · Quantitative Finance 2021-07-21 Priyank Sonkiya , Vikas Bajpai , Anukriti Bansal

Financial forecasting using news articles is an emerging field. In this paper, we proposed hybrid intelligent models for stock market prediction using the psycholinguistic variables (LIWC and TAALES) extracted from news articles as…

Statistical Finance · Quantitative Finance 2019-11-15 B. Shravan Kumar , Vadlamani Ravi , Rishabh Miglani

We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…

Computational Finance · Quantitative Finance 2021-10-25 Douglas Castilho , Tharsis T. P. Souza , Soong Moon Kang , João Gama , André C. P. L. F. de Carvalho

Graph neural networks (GNNs) can learn effective node representations that significantly improve link prediction accuracy. However, most GNN-based link prediction algorithms are incompetent to predict weak ties connecting different…

Social and Information Networks · Computer Science 2024-10-22 Weiwei Gu , Linbi Lv , Gang Lu , Ruiqi Li

Accurate prediction of network-wide traffic conditions is essential for intelligent transportation systems. In the last decade, machine learning techniques have been widely used for this task, resulting in state-of-the-art performance. We…

Machine Learning · Computer Science 2021-11-23 Lei Lin , Weizi Li , Lei Zhu

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

After a period of decrease, interest in word alignments is increasing again for their usefulness in domains such as typological research, cross-lingual annotation projection, and machine translation. Generally, alignment algorithms only use…

Computation and Language · Computer Science 2022-08-11 Ayyoob Imani , Lütfi Kerem Şenel , Masoud Jalili Sabet , François Yvon , Hinrich Schütze

Traffic forecasting is a problem of intelligent transportation systems (ITS) and crucial for individuals and public agencies. Therefore, researches pay great attention to deal with the complex spatio-temporal dependencies of traffic system…

Machine Learning · Computer Science 2021-12-07 Yanjun Qin , Yuchen Fang , Haiyong Luo , Fang Zhao , Chenxing Wang

The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made…

Computational Finance · Quantitative Finance 2019-04-19 Hieu Quang Nguyen , Abdul Hasib Rahimyar , Xiaodi Wang

One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…

Statistical Finance · Quantitative Finance 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

Text classification plays an important role in various downstream text-related tasks, such as sentiment analysis, fake news detection, and public opinion analysis. Recently, text classification based on Graph Neural Networks (GNNs) has made…

Computation and Language · Computer Science 2025-12-24 Zuo Wang , Ye Yuan

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta