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The utility and power of Natural Language Processing (NLP) seems destined to change our technological society in profound and fundamental ways. However there are, to date, few accessible descriptions of the science of NLP that have been…

Computation and Language · Computer Science 2012-09-28 Kevin Mote

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens

Stock price prediction has been the focus of a large amount of research but an acceptable solution has so far escaped academics. Recent advances in deep learning have motivated researchers to apply neural networks to stock prediction. In…

Statistical Finance · Quantitative Finance 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

Stock prediction is a topic undergoing intense study for many years. Finance experts and mathematicians have been working on a way to predict the future stock price so as to decide to buy the stock or sell it to make profit. Stock experts…

Machine Learning · Computer Science 2019-07-23 Shangeth Rajaa , Jajati Keshari Sahoo

One of the most important problems in modern finance is finding efficient ways to summarize and visualize the stock market data to give individuals or institutions useful information about the market behavior for investment decisions. The…

Databases · Computer Science 2013-11-01 Radhakrishnan B , Shineraj G , Anver Muhammed K. M

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 prediction, a subject closely related to people's investment activities in fully dynamic and live environments, has been widely studied. Current large language models (LLMs) have shown remarkable potential in various domains,…

Statistical Finance · Quantitative Finance 2026-01-13 Bohan Liang , Zijian Chen , Qi Jia , Kaiwei Zhang , Kaiyuan Ji , Guangtao Zhai

Given financial data from popular sites like Yahoo and the London Exchange, the presented paper attempts to model and predict stocks that can be considered "good investments". Stocks are characterized by 125 features ranging from gross…

Computational Engineering, Finance, and Science · Computer Science 2015-03-10 Mike Wu

It is reported that financial news, especially financial events expressed in news, provide information to investors' long/short decisions and influence the movements of stock markets. Motivated by this, we leverage financial event streams…

Statistical Finance · Quantitative Finance 2020-10-30 Xianchao Wu

Predicting stock prices presents a challenging research problem due to the inherent volatility and non-linear nature of the stock market. In recent years, knowledge-enhanced stock price prediction methods have shown groundbreaking results…

Statistical Finance · Quantitative Finance 2023-08-10 Liping Wang , Jiawei Li , Lifan Zhao , Zhizhuo Kou , Xiaohan Wang , Xinyi Zhu , Hao Wang , Yanyan Shen , Lei Chen

We consider the problem of dynamic buying and selling of shares from a collection of $N$ stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of shares kept at any time. Assuming that…

Portfolio Management · Quantitative Finance 2009-09-23 Michael J. Neely

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

Computational Finance · Quantitative Finance 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

Trend following and momentum investing are common strategies employed by asset managers. Even though they can be helpful in the proper situations, they are limited in the sense that they work just by looking at past, as if we were driving…

Trading and Market Microstructure · Quantitative Finance 2024-07-19 Fernando Berzal , Alberto Garcia

We applied Deep Q-Network with a Convolutional Neural Network function approximator, which takes stock chart images as input, for making global stock market predictions. Our model not only yields profit in the stock market of the country…

General Finance · Quantitative Finance 2019-11-27 Jinho Lee , Raehyun Kim , Yookyung Koh , Jaewoo Kang

Long term investment is one of the major investment strategies. However, calculating intrinsic value of some company and evaluating shares for long term investment is not easy, since analyst have to care about a large number of financial…

Machine Learning · Computer Science 2024-04-11 Nikola Milosevic

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…

Machine Learning · Computer Science 2025-02-11 SriVarsha Mulakala , Umesh Vangapally , Benjamin Larkey , Aidan Henrichs , Corey Wojslaw

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

This paper presents ElliottAgents, a multi-agent system leveraging natural language processing (NLP) and large language models (LLMs) to analyze complex stock market data. The system combines AI-driven analysis with the Elliott Wave…

Computational Engineering, Finance, and Science · Computer Science 2025-07-08 Jarosław A. Chudziak , Michał Wawer

Over the last several years, the field of natural language processing has been propelled forward by an explosion in the use of deep learning models. This survey provides a brief introduction to the field and a quick overview of deep…

Computation and Language · Computer Science 2019-12-24 Daniel W. Otter , Julian R. Medina , Jugal K. Kalita

This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news…

Statistical Finance · Quantitative Finance 2017-07-25 Zeya Zhang , Weizheng Chen , Hongfei Yan