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Stock price movement prediction is commonly accepted as a very challenging task due to the volatile nature of financial markets. Previous works typically predict the stock price mainly based on its own information, neglecting the cross…

Statistical Finance · Quantitative Finance 2021-06-16 Jiexia Ye , Juanjuan Zhao , Kejiang Ye , Chengzhong Xu

The stock market is a crucial component of the financial system, but predicting the movement of stock prices is challenging due to the dynamic and intricate relations arising from various aspects such as economic indicators, financial…

Statistical Finance · Quantitative Finance 2024-02-13 Hao Qian , Hongting Zhou , Qian Zhao , Hao Chen , Hongxiang Yao , Jingwei Wang , Ziqi Liu , Fei Yu , Zhiqiang Zhang , Jun Zhou

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

With technological advancements and the exponential growth of data, we have been unfolding different capabilities of neural networks in different sectors. In this paper, I have tried to use a specific type of Neural Network known as…

Neural and Evolutionary Computing · Computer Science 2021-06-04 Kunal Bhardwaj

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

Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…

Computation and Language · Computer Science 2022-10-28 Qinkai Chen , Christian-Yann Robert

This paper introduces a novel approach to stock data analysis by employing a Hierarchical Graph Neural Network (HGNN) model that captures multi-level information and relational structures in the stock market. The HGNN model integrates stock…

Machine Learning · Computer Science 2024-12-11 Jianhua Yao , Yuxin Dong , Jiajing Wang , Bingxing Wang , Hongye Zheng , Honglin Qin

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Predicting stock returns remains a central challenge in quantitative finance, transitioning from traditional statistical methods to contemporary deep learning techniques. However, many current models struggle with effectively capturing…

Computational Engineering, Finance, and Science · Computer Science 2025-10-14 Chenlanhui Dai , Wenyan Wang , Yusi Fan , Yueying Wang , Lan Huang , Kewei Li , Fengfeng Zhou

Forecasting future stock trends remains challenging for academia and industry due to stochastic inter-stock dynamics and hierarchical intra-stock dynamics influencing stock prices. In recent years, graph neural networks have achieved…

Machine Learning · Computer Science 2024-03-05 Zinuo You , Zijian Shi , Hongbo Bo , John Cartlidge , Li Zhang , Yan Ge

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

This paper is about predicting the movement of stock consist of S&P 500 index. Historically there are many approaches have been tried using various methods to predict the stock movement and being used in the market currently for algorithm…

Computer Vision and Pattern Recognition · Computer Science 2026-05-01 Rahul Gupta

ChatGPT has demonstrated remarkable capabilities across various natural language processing (NLP) tasks. However, its potential for inferring dynamic network structures from temporal textual data, specifically financial news, remains an…

Statistical Finance · Quantitative Finance 2023-09-20 Zihan Chen , Lei Nico Zheng , Cheng Lu , Jialu Yuan , Di Zhu

Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic…

General Finance · Quantitative Finance 2019-04-01 Rosdyana Mangir Irawan Kusuma , Trang-Thi Ho , Wei-Chun Kao , Yu-Yen Ou , Kai-Lung Hua

Recently, techniques for applying convolutional neural networks to graph-structured data have emerged. Graph convolutional neural networks (GCNNs) have been used to address node and graph classification and matrix completion. Although the…

Machine Learning · Statistics 2018-11-28 Yingxue Zhang , Soumyasundar Pal , Mark Coates , Deniz Üstebay

The past few years has witnessed the dominance of Graph Convolutional Networks (GCNs) over human motion prediction.Various styles of graph convolutions have been proposed, with each one meticulously designed and incorporated into a…

Computer Vision and Pattern Recognition · Computer Science 2023-12-20 Xinshun Wang , Qiongjie Cui , Chen Chen , Mengyuan Liu

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

Graph, as an important data representation, is ubiquitous in many real world applications ranging from social network analysis to biology. How to correctly and effectively learn and extract information from graph is essential for a large…

Machine Learning · Computer Science 2020-10-27 Xiaodong Jiang , Ronghang Zhu , Pengsheng Ji , Sheng Li

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

Many scientific and engineering processes produce spatially unstructured data. However, most data-driven models require a feature matrix that enforces both a set number and order of features for each sample. They thus cannot be easily…

Machine Learning · Computer Science 2021-09-30 Francis Ogoke , Kazem Meidani , Amirreza Hashemi , Amir Barati Farimani
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