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Stock Movement Prediction (SMP) aims at predicting listed companies' stock future price trend, which is a challenging task due to the volatile nature of financial markets. Recent financial studies show that the momentum spillover effect…

Statistical Finance · Quantitative Finance 2022-01-25 Yu Zhao , Huaming Du , Ying Liu , Shaopeng Wei , Xingyan Chen , Fuzhen Zhuang , Qing Li , Ji Liu , Gang Kou

Financial news contains useful information on public companies and the market. In this paper we apply the popular word embedding methods and deep neural networks to leverage financial news to predict stock price movements in the market.…

Computational Engineering, Finance, and Science · Computer Science 2015-06-25 Yangtuo Peng , Hui Jiang

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

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

Traffic prediction is the cornerstone of an intelligent transportation system. Accurate traffic forecasting is essential for the applications of smart cities, i.e., intelligent traffic management and urban planning. Although various methods…

Machine Learning · Computer Science 2021-05-04 Fuxian Li , Jie Feng , Huan Yan , Guangyin Jin , Depeng Jin , Yong Li

This paper contributes a new machine learning solution for stock movement prediction, which aims to predict whether the price of a stock will be up or down in the near future. The key novelty is that we propose to employ adversarial…

Trading and Market Microstructure · Quantitative Finance 2019-06-04 Fuli Feng , Huimin Chen , Xiangnan He , Ji Ding , Maosong Sun , Tat-Seng Chua

Accurate stock price forecasting has consistently remained a pivotal yet challenging FinTech task that underpins quantitative trading and investment decision making. Recent efforts have been dedicated to modeling various complex…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Yong Zhang , Xinxiao Wu , Yunde Jia , Che Sun

Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients.…

Statistical Finance · Quantitative Finance 2015-02-24 B. W. Wanjawa , L. Muchemi

Graph neural networks have shown remarkable performance in forecasting stock movements, which arises from learning complex inter-dependencies between stocks and intra-dynamics of stocks. Existing approaches based on graph neural networks…

Computational Engineering, Finance, and Science · Computer Science 2026-03-04 Zhuodong Jiang , Pengju Zhang , Peter Martin

Earnings calls are hosted by management of public companies to discuss the company's financial performance with analysts and investors. Information disclosed during an earnings call is an essential source of data for analysts and investors…

Statistical Finance · Quantitative Finance 2020-09-04 Zhiqiang Ma , Grace Bang , Chong Wang , Xiaomo Liu

The recent advancement of deep learning architectures, neural networks, and the combination of abundant financial data and powerful computers are transforming finance, leading us to develop an advanced method for predicting future stock…

Machine Learning · Computer Science 2024-06-06 Bivas Dinda

Applying machine learning methods to forecast stock prices has been one of the research topics of interest in recent years. Almost few studies have been reported based on generative adversarial networks (GANs) in this area, but their…

Statistical Finance · Quantitative Finance 2025-04-21 Fateme Shahabi Nejad , Mohammad Mehdi Ebadzadeh

Both Transformer and Graph Neural Networks (GNNs) have been employed in the domain of learning to rank (LTR). However, these approaches adhere to two distinct yet complementary problem formulations: ranking score regression based on…

Machine Learning · Computer Science 2024-09-26 Yuchen Li , Haoyi Xiong , Linghe Kong , Zeyi Sun , Hongyang Chen , Shuaiqiang Wang , Dawei Yin

A novel graph-to-tree conversion mechanism called the deep-tree generation (DTG) algorithm is first proposed to predict text data represented by graphs. The DTG method can generate a richer and more accurate representation for nodes (or…

Computation and Language · Computer Science 2018-09-06 Fenxiao Chen , Bin Wang , C. -C. Jay Kuo

Stock prediction aims to predict the future trends of a stock in order to help investors to make good investment decisions. Traditional solutions for stock prediction are based on time-series models. With the recent success of deep neural…

Computational Engineering, Finance, and Science · Computer Science 2019-12-17 Fuli Feng , Xiangnan He , Xiang Wang , Cheng Luo , Yiqun Liu , Tat-Seng Chua

We present a novel Multi-Relational Graph Convolutional Network (MRGCN) based framework to model on-road vehicle behaviors from a sequence of temporally ordered frames as grabbed by a moving monocular camera. The input to MRGCN is a…

Computer Vision and Pattern Recognition · Computer Science 2020-08-17 Sravan Mylavarapu , Mahtab Sandhu , Priyesh Vijayan , K Madhava Krishna , Balaraman Ravindran , Anoop Namboodiri

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

Extractive text summarization aims at extracting the most representative sentences from a given document as its summary. To extract a good summary from a long text document, sentence embedding plays an important role. Recent studies have…

Computation and Language · Computer Science 2021-09-10 Baoyu Jing , Zeyu You , Tao Yang , Wei Fan , Hanghang Tong

The advent of the web has led to a paradigm shift in the financial relations, with the real-time dissemination of news, social discourse, and financial filings contributing significantly to the reshaping of financial forecasting. The…

Machine Learning · Computer Science 2026-02-03 Yingjie Niu , Lanxin Lu , Changhong Jin , Ruihai Dong

The key to the text classification task is language representation and important information extraction, and there are many related studies. In recent years, the research on graph neural network (GNN) in text classification has gradually…

Computation and Language · Computer Science 2022-09-16 Shuai Hua , Xinxin Li , Yunpeng Jing , Qunfeng Liu
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