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Large Language Models (LLMs) have been employed in financial decision making, enhancing analytical capabilities for investment strategies. Traditional investment strategies often utilize quantitative models, fundamental analysis, and…

General Finance · Quantitative Finance 2025-07-04 Sedigheh Mahdavi , Jiating , Chen , Pradeep Kumar Joshi , Lina Huertas Guativa , Upmanyu Singh

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

In a world of increasing policy uncertainty, central banks are relying more on soft information sources to complement traditional economic statistics and model-based forecasts. One valuable source of soft information comes from intelligence…

General Economics · Economics 2025-06-24 Nicholas Gray , Finn Lattimore , Kate McLoughlin , Callan Windsor

Building and analysing knowledge graphs (KGs) to aid drug discovery is a topical area of research. A salient feature of KGs is their ability to combine many heterogeneous data sources in a format that facilitates discovering connections.…

Computation and Language · Computer Science 2023-10-25 J. Charles G. Jeynes , Tim James , Matthew Corney

Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In…

Computational Engineering, Finance, and Science · Computer Science 2019-10-14 Deli Chen , Yanyan Zou , Keiko Harimoto , Ruihan Bao , Xuancheng Ren , Xu Sun

Decision analytics commonly focuses on the text mining of financial news sources in order to provide managerial decision support and to predict stock market movements. Existing predictive frameworks almost exclusively apply traditional…

Machine Learning · Statistics 2018-07-05 Stefan Feuerriegel , Ralph Fehrer

Unlike other industries in which intellectual property is patentable, the financial industry relies on trade secrecy to protect its business processes and methods, which can obscure critical financial risk exposures from regulators and the…

Risk Management · Quantitative Finance 2011-11-28 Emmanuel A. Abbe , Amir E. Khandani , Andrew W. Lo

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

Statistical Finance · Quantitative Finance 2024-11-12 Kaushal Attaluri , Mukesh Tripathi , Srinithi Reddy , Shivendra

In recent years, Large Language Models (LLMs) like ChatGPT have seen considerable advancements and have been applied in diverse fields. Built on the Transformer architecture, these models are trained on extensive datasets, enabling them to…

In the current era of big data, extracting deep insights from massive, heterogeneous, and complexly associated multi-dimensional data has become a significant challenge. Large Language Models (LLMs) perform well in natural language…

Artificial Intelligence · Computer Science 2025-11-21 Xi Wang , Xianyao Ling , Kun Li , Gang Yin , Liang Zhang , Jiang Wu , Jun Xu , Fu Zhang , Wenbo Lei , Annie Wang , Peng Gong

Over the course of the recent decade, tremendous progress has been made in the areas of machine learning and natural language processing, which opened up vast areas of potential application use cases, including hiring and human resource…

Computation and Language · Computer Science 2024-05-14 Jochen L. Leidner , Mark Stevenson

Financial datasets often suffer from bias that can lead to unfair decision-making in automated systems. In this work, we propose FairFinGAN, a WGAN-based framework designed to generate synthetic financial data while mitigating bias with…

Machine Learning · Computer Science 2026-03-06 Tai Le Quy , Dung Nguyen Tuan , Trung Nguyen Thanh , Duy Tran Cong , Huyen Giang Thi Thu , Frank Hopfgartner

High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…

Machine Learning · Computer Science 2024-12-03 Yuxin Fan , Zhuohuan Hu , Lei Fu , Yu Cheng , Liyang Wang , Yuxiang Wang

This paper introduces a new risk-on risk-off strategy for the stock market, which combines a financial stress indicator with a sentiment analysis done by ChatGPT reading and interpreting Bloomberg daily market summaries. Forecasts of market…

Statistical Finance · Quantitative Finance 2024-04-02 Baptiste Lefort , Eric Benhamou , Jean-Jacques Ohana , David Saltiel , Beatrice Guez , Thomas Jacquot

Data plays a fundamental role in consolidating markets, services, and products in the digital financial ecosystem. However, the use of real data, especially in the financial context, can lead to privacy risks and access restrictions,…

Stock market prediction is a long-standing challenge in finance, as accurate forecasts support informed investment decisions. Traditional models rely mainly on historical prices, but recent work shows that financial news can provide useful…

Machine Learning · Computer Science 2025-12-10 Nader Sadek , Mirette Moawad , Christina Naguib , Mariam Elzahaby

Nowadays, financial data analysis is becoming increasingly important in the business market. As companies collect more and more data from daily operations, they expect to extract useful knowledge from existing collected data to help make…

Artificial Intelligence · Computer Science 2016-09-13 Fan Cai , Nhien-An Le-Khac , M-T. Kechadi

With a focus on natural language processing (NLP) and the role of large language models (LLMs), we explore the intersection of machine learning, deep learning, and artificial intelligence. As artificial intelligence continues to…

In this study, we integrate sentiment analysis within a financial framework by leveraging FinBERT, a fine-tuned BERT model specialized for financial text, to construct an advanced deep learning model based on Long Short-Term Memory (LSTM)…

Statistical Finance · Quantitative Finance 2025-06-12 Tingsong Jiang , Qingyun Zeng

Natural language processing (NLP) has recently gained relevance within financial institutions by providing highly valuable insights into companies and markets' financial documents. However, the landscape of the financial domain presents…

Computation and Language · Computer Science 2024-01-29 Pau Rodriguez Inserte , Mariam Nakhlé , Raheel Qader , Gaetan Caillaut , Jingshu Liu