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We revisit the problem of predicting directional movements of stock prices based on news articles: here our algorithm uses daily articles from The Wall Street Journal to predict the closing stock prices on the same day. We propose a unified…

Machine Learning · Computer Science 2014-07-03 Felix Ming Fai Wong , Zhenming Liu , Mung Chiang

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 marvel of markets lies in the fact that dispersed information is instantaneously processed and used to adjust the price of goods, services and assets. Financial markets are particularly efficient when it comes to processing information;…

Trading and Market Microstructure · Quantitative Finance 2018-07-19 Stefan Feuerriegel , Helmut Prendinger

We live in a computerized and networked society where many of our actions leave a digital trace and affect other people's actions. This has lead to the emergence of a new data-driven research field: mathematical methods of computer science,…

Statistical Finance · Quantitative Finance 2015-05-30 Ilaria Bordino , Stefano Battiston , Guido Caldarelli , Matthieu Cristelli , Antti Ukkonen , Ingmar Weber

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

Machine Learning · Computer Science 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

The fusion of public sentiment data in the form of text with stock price prediction is a topic of increasing interest within the financial community. However, the research literature seldom explores the application of investor sentiment in…

Portfolio Management · Quantitative Finance 2022-03-14 Mufhumudzi Muthivhi , Terence L. van Zyl

The importance of considering related stocks data for the prediction of stock price movement has been shown in many studies, however, advanced graphical techniques for modeling, embedding and analyzing the behavior of interrelated stocks…

Trading and Market Microstructure · Quantitative Finance 2022-09-01 Alireza Jafari , Saman Haratizadeh

The internet has changed the way we live, work and take decisions. As it is the major modern resource for research, detailed data on internet usage exhibits vast amounts of behavioral information. This paper aims to answer the question…

Econometrics · Economics 2022-06-02 Christopher Bockel-Rickermann

This paper presents a novel vehicle motion forecasting method based on multi-head attention. It produces joint forecasts for all vehicles on a road scene as sequences of multi-modal probability density functions of their positions. Its…

Machine Learning · Computer Science 2019-12-23 Jean Mercat , Thomas Gilles , Nicole El Zoghby , Guillaume Sandou , Dominique Beauvois , Guillermo Pita Gil

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

Statistical Finance · Quantitative Finance 2021-09-07 Sidra Mehtab , Jaydip Sen

We investigate the effectiveness of a momentum trading signal based on the coverage network of financial analysts. This signal builds on the key information-brokerage role financial sell-side analysts play in modern stock markets. The…

Computational Finance · Quantitative Finance 2024-10-29 Dragos Gorduza , Yaxuan Kong , Xiaowen Dong , Stefan Zohren

The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning…

Computational Engineering, Finance, and Science · Computer Science 2025-02-19 Mingjie Wang , Juanxi Tian , Mingze Zhang , Jianxiong Guo , Weijia Jia

In modern financial markets, news plays a critical role in shaping investor sentiment and influencing stock price movements. However, most existing studies aggregate daily news sentiment into a single score, potentially overlooking…

Computational Engineering, Finance, and Science · Computer Science 2025-10-09 Qizhao Chen

Predicting the future price trends of stocks is a challenging yet intriguing problem given its critical role to help investors make profitable decisions. In this paper, we present a collaborative temporal-relational modeling framework for…

Statistical Finance · Quantitative Finance 2022-03-08 Chaoran Cui , Xiaojie Li , Juan Du , Chunyun Zhang , Xiushan Nie , Meng Wang , Yilong Yin

Humans express feelings or emotions via different channels. Take language as an example, it entails different sentiments under different visual-acoustic contexts. To precisely understand human intentions as well as reduce the…

Artificial Intelligence · Computer Science 2021-11-17 Ting Wu , Junjie Peng , Wenqiang Zhang , Huiran Zhang , Chuanshuai Ma , Yansong Huang

Multimodal stock trading volume movement prediction with stock-related news is one of the fundamental problems in the financial area. Existing multimodal works that train models from scratch face the problem of lacking universal knowledge…

Computation and Language · Computer Science 2023-09-12 Ruibo Chen , Zhiyuan Zhang , Yi Liu , Ruihan Bao , Keiko Harimoto , Xu Sun

Social media produces large amounts of contents every day. To help users quickly capture what they need, keyphrase prediction is receiving a growing attention. Nevertheless, most prior efforts focus on text modeling, largely ignoring the…

Computer Vision and Pattern Recognition · Computer Science 2020-11-04 Yue Wang , Jing Li , Michael R. Lyu , Irwin King

Multiple modalities represent different aspects by which information is conveyed by a data source. Modern day social media platforms are one of the primary sources of multimodal data, where users use different modes of expression by posting…

Computer Vision and Pattern Recognition · Computer Science 2018-07-17 Mayank Meghawat , Satyendra Yadav , Debanjan Mahata , Yifang Yin , Rajiv Ratn Shah , Roger Zimmermann

Stock market movements are influenced by public and private information shared through news articles, company reports, and social media discussions. Analyzing these vast sources of data can give market participants an edge to make profit.…

Statistical Finance · Quantitative Finance 2021-07-12 Kamaladdin Fataliyev , Aneesh Chivukula , Mukesh Prasad , Wei Liu

Given a visual history, multiple future outcomes for a video scene are equally probable, in other words, the distribution of future outcomes has multiple modes. Multimodality is notoriously hard to handle by standard regressors or…

Computer Vision and Pattern Recognition · Computer Science 2017-05-08 Katerina Fragkiadaki , Jonathan Huang , Alex Alemi , Sudheendra Vijayanarasimhan , Susanna Ricco , Rahul Sukthankar