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Related papers: Improved Stock Price Movement Classification Using…

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In the recent past, there were several works on the prediction of stock price using different methods. Sentiment analysis of news and tweets and relating them to the movement of stock prices have already been explored. But, when we talk…

Computation and Language · Computer Science 2024-12-11 Subhasis Dasgupta , Pratik Satpati , Ishika Choudhary , Jaydip Sen

The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…

Machine Learning · Computer Science 2023-03-28 Andrei Zaichenko , Aleksei Kazakov , Elizaveta Kovtun , Semen Budennyy

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

Efficient Market Hypothesis is the popular theory about stock prediction. With its failure much research has been carried in the area of prediction of stocks. This project is about taking non quantifiable data such as financial news…

Computation and Language · Computer Science 2016-07-08 Joshi Kalyani , Prof. H. N. Bharathi , Prof. Rao Jyothi

Understanding the mutual relationships between information flows and social activity in society today is one of the cornerstones of the social sciences. In financial economics, the key issue in this regard is understanding and quantifying…

Machine Learning · Statistics 2015-06-11 Ryohei Hisano , Didier Sornette , Takayuki Mizuno , Takaaki Ohnishi , Tsutomu Watanabe

The primary objective of this work is to develop a Neural Network based on LSTM to predict stock market movements using tweets. Word embeddings, used in the LSTM network, are initialised using Stanford's GloVe embeddings, pretrained…

Artificial Intelligence · Computer Science 2021-01-25 Kavyashree Ranawat , Stefano Giani

To predict the future movements of stock markets, numerous studies concentrate on daily data and employ various machine learning (ML) models as benchmarks that often vary and lack standardization across different research works. This paper…

Computational Finance · Quantitative Finance 2024-07-16 Han Gui

Label Smoothing (LS) improves model generalization through penalizing models from generating overconfident output distributions. For each training sample the LS strategy smooths the one-hot encoded training signal by distributing its…

Machine Learning · Computer Science 2021-06-29 Hongyu Guo

The increasing influence of unstructured external information, such as news articles, on stock prices has attracted growing attention in financial markets. Despite recent advances, most existing newsbased forecasting models represent all…

Computational Engineering, Finance, and Science · Computer Science 2025-10-28 Jinwoong Kim , Sangjin Park

Stock embedding is a method for vector representation of stocks. There is a growing demand for vector representations of stock, i.e., stock embedding, in wealth management sectors, and the method has been applied to various tasks such as…

Computation and Language · Computer Science 2024-08-07 Takehiro Takayanagi , Hiroki Sakaji , Kiyoshi Izumi

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

In an era where financial markets are heavily influenced by many static and dynamic factors, it has become increasingly critical to carefully integrate diverse data sources with machine learning for accurate stock price prediction. This…

Statistical Finance · Quantitative Finance 2025-03-10 Furkan Karadaş , Bahaeddin Eravcı , Ahmet Murat Özbayoğlu

Incorporating related text information has proven successful in stock market prediction. However, it is a huge challenge to utilize texts in the enormous forex (foreign currency exchange) market because the associated texts are too…

Computation and Language · Computer Science 2019-10-14 Deli Chen , Shuming ma , Keiko Harimoto , Ruihan Bao , Qi Su , Xu Sun

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

Computational Finance · Quantitative Finance 2018-11-16 Huicheng Liu

Generating confidence calibrated outputs is of utmost importance for the applications of deep neural networks in safety-critical decision-making systems. The output of a neural network is a probability distribution where the scores are…

Machine Learning · Computer Science 2021-09-17 Chihuang Liu , Joseph JaJa

Investors make investment decisions depending on several factors such as fundamental analysis, technical analysis, and quantitative analysis. Another factor on which investors can make investment decisions is through sentiment analysis of…

Computation and Language · Computer Science 2021-09-22 Saurabh Kamal , Sahil Sharma

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

Forecasting the trend of stock prices is an enduring topic at the intersection of finance and computer science. Periodical updates to forecasters have proven effective in handling concept drifts arising from non-stationary markets. However,…

Computational Engineering, Finance, and Science · Computer Science 2024-01-18 Shiluo Huang , Zheng Liu , Ye Deng , Qing Li

We show how text from news articles can be used to predict intraday price movements of financial assets using support vector machines. Multiple kernel learning is used to combine equity returns with text as predictive features to increase…

Machine Learning · Computer Science 2009-06-24 Ronny Luss , Alexandre d'Aspremont

Fake news may be intentionally created to promote economic, political and social interests, and can lead to negative impacts on humans beliefs and decisions. Hence, detection of fake news is an emerging problem that has become extremely…

Machine Learning · Computer Science 2018-04-25 Gisel Bastidas Guacho , Sara Abdali , Neil Shah , Evangelos E. Papalexakis