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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

In this paper we apply a specific type ANNs - convolutional neural networks (CNNs) - to the problem of finding start and endpoints of trends, which are the optimal points for entering and leaving the market. We aim to explore long-term…

Statistical Finance · Quantitative Finance 2021-04-30 Ekaterina Zolotareva

Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

Information Retrieval · Computer Science 2016-10-31 Venkata Sasank Pagolu , Kamal Nayan Reddy Challa , Ganapati Panda , Babita Majhi

The financial domain presents a complex environment for stock market prediction, characterized by volatile patterns and the influence of multifaceted data sources. Traditional models have leveraged either Convolutional Neural Networks (CNN)…

Statistical Finance · Quantitative Finance 2025-04-08 Arya Chakraborty , Auhona Basu

Climate change is a far-reaching, global phenomenon that will impact many aspects of our society, including the global stock market \cite{dietz2016climate}. In recent years, companies have increasingly been aiming to both mitigate their…

Computation and Language · Computer Science 2020-11-18 Alexandra Luccioni , Emily Baylor , Nicolas Duchene

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

Statistical Finance · Quantitative Finance 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

Modeling investor behavior is crucial to identifying behavioral coaching opportunities for financial advisors. With the help of natural language processing (NLP) we analyze an unstructured (textual) dataset of financial advisors' summary…

Statistical Finance · Quantitative Finance 2021-07-13 Cynthia Pagliaro , Dhagash Mehta , Han-Tai Shiao , Shaofei Wang , Luwei Xiong

Investment Analysis is a cornerstone of the Financial Services industry. The rapid integration of advanced machine learning techniques, particularly Large Language Models (LLMs), offers opportunities to enhance the equity rating process.…

Machine Learning · Computer Science 2024-11-05 Kassiani Papasotiriou , Srijan Sood , Shayleen Reynolds , Tucker Balch

To answer this question, we fine-tune transformer-based language models, including BERT, on different sources of company-related text data for a classification task to predict the one-year stock price performance. We use three different…

Computation and Language · Computer Science 2022-02-07 Stefan Pasch , Daniel Ehnes

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Ariel Navon , Yosi Keller

Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy…

Machine Learning · Computer Science 2019-09-23 Jialin Liu , Chih-Min Lin , Fei Chao

Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining,…

Computational Finance · Quantitative Finance 2013-05-21 Bin Li , Steven C. H. Hoi

Large language models are reshaping quantitative investing by turning unstructured financial information into evidence-grounded signals and executable decisions. This survey synthesizes research with a focus on equity return prediction and…

Portfolio Management · Quantitative Finance 2025-10-08 Weilong Fu

The paper proposes a method of financial time series forecasting taking into account the semantics of news. For the semantic analysis of financial news the sampling of negative and positive words in economic sense was formed based on…

General Finance · Quantitative Finance 2017-05-25 Kateryna Kononova , Anton Dek

Stock return prediction is a problem that has received much attention in the finance literature. In recent years, sophisticated machine learning methods have been shown to perform significantly better than ''classical'' prediction…

Computational Finance · Quantitative Finance 2025-04-29 Giovanni Ballarin , Jacopo Capra , Petros Dellaportas

We propose that predictability is a prerequisite for profitability on financial markets. We look at ways to measure predictability of price changes using information theoretic approach and employ them on all historical data available for…

Statistical Finance · Quantitative Finance 2013-11-13 Paweł Fiedor

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Rajneesh Chaudhary

Natural language processing (NLP) is an area of artificial intelligence that applies information technologies to process the human language, understand it to a certain degree, and use it in various applications. This area has rapidly…

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

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Statistical Finance · Quantitative Finance 2020-04-06 Philip Ndikum