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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

Financial portfolio management describes the task of distributing funds and conducting trading operations on a set of financial assets, such as stocks, index funds, foreign exchange or cryptocurrencies, aiming to maximize the profit while…

Entity-level fine-grained sentiment analysis in the financial domain is a crucial subtask of sentiment analysis and currently faces numerous challenges. The primary challenge stems from the lack of high-quality and large-scale annotated…

Computation and Language · Computer Science 2023-09-18 Yinyu Lan , Yanru Wu , Wang Xu , Weiqiang Feng , Youhao Zhang

The task of financial analysis primarily encompasses two key areas: stock trend prediction and the corresponding financial question answering. Currently, machine learning and deep learning algorithms (ML&DL) have been widely applied for…

Computation and Language · Computer Science 2024-03-20 Xiang Li , Zhenyu Li , Chen Shi , Yong Xu , Qing Du , Mingkui Tan , Jun Huang , Wei Lin

In traditional quantitative trading practice, navigating the complicated and dynamic financial market presents a persistent challenge. Fully capturing various market variables, including long-term information, as well as essential signals…

Mathematical Finance · Quantitative Finance 2026-02-24 Zhaofeng Zhang , Banghao Chen , Shengxin Zhu , Nicolas Langrené

This paper discusses how to crawl the data of financial forums such as stock bar, and conduct emotional analysis combined with the in-depth learning model. This paper will use the Bert model to train the financial corpus and predict the…

Statistical Finance · Quantitative Finance 2022-05-16 Chenrui Zhang

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

Knowledge management is a critical challenge for enterprises in today's digital world, as the volume and complexity of data being generated and collected continue to grow incessantly. Knowledge graphs (KG) emerged as a promising solution to…

Computation and Language · Computer Science 2024-04-03 Phillip Schneider , Tim Schopf , Juraj Vladika , Florian Matthes

Natural Language Processing(NLP) demonstrates a great potential to support financial decision-making by analyzing the text from social media or news outlets. In this work, we build a platform to study the NLP-aided stock auto-trading…

Computation and Language · Computer Science 2022-06-15 Jinan Zou , Haiyao Cao , Lingqiao Liu , Yuhao Lin , Ehsan Abbasnejad , Javen Qinfeng Shi

Graph neural networks (GNNs) have been utilized for various natural language processing (NLP) tasks lately. The ability to encode corpus-wide features in graph representation made GNN models popular in various tasks such as document…

Machine Learning · Computer Science 2022-11-30 Sara Salamat , Nima Tavassoli , Behnam Sabeti , Reza Fahmi

Annual Reports of publicly listed companies contain vital information about their financial health which can help assess the potential impact on Stock price of the firm. These reports are comprehensive in nature, going up to, and sometimes…

Statistical Finance · Quantitative Finance 2023-09-07 Udit Gupta

While text mining and NLP research has been established for decades, there remain gaps in the literature that reports the use of these techniques in building real-world applications. For example, they typically look at single and sometimes…

Computation and Language · Computer Science 2023-01-10 Ziqi Zhang , Tomas Jasaitis , Richard Freeman , Rowida Alfrjani , Adam Funk

Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…

Information Retrieval · Computer Science 2024-11-05 Ali Elahi , Fatemeh Taghvaei

Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

Financial Technology (FinTech) is one of the worldwide rapidly-rising topics in the past five years according to the statistics of FinTech from Google Trends. In this position paper, we focus on the researches applying natural language…

Computation and Language · Computer Science 2020-05-05 Chung-Chi Chen , Hen-Hsen Huang , Hsin-Hsi Chen

This paper presents a sophisticated multi-day turnover quantitative trading algorithm that integrates advanced deep learning techniques with comprehensive cross-sectional stock prediction for the Chinese A-share market. Our framework…

Computational Engineering, Finance, and Science · Computer Science 2025-06-10 Yimin Du

This work evaluates FinGPT, a financial domain-specific language model, across six key natural language processing (NLP) tasks: Sentiment Analysis, Text Classification, Named Entity Recognition, Financial Question Answering, Text…

Computation and Language · Computer Science 2025-07-14 Prudence Djagba , Chimezie A. Odinakachukwu

The rapid advancement of Large Language Models (LLMs) has spurred discussions about their potential to enhance quantitative trading strategies. LLMs excel in analyzing sentiments about listed companies from financial news, providing…

Computation and Language · Computer Science 2024-05-07 Haohan Zhang , Fengrui Hua , Chengjin Xu , Hao Kong , Ruiting Zuo , Jian Guo

It has been shown that financial news leads to the fluctuation of stock prices. However, previous work on news-driven financial market prediction focused only on predicting stock price movement without providing an explanation. In this…

Computation and Language · Computer Science 2019-02-14 Linyi Yang , Zheng Zhang , Su Xiong , Lirui Wei , James Ng , Lina Xu , Ruihai Dong

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