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Understanding non-linear relationships among financial instruments has various applications in investment processes ranging from risk management, portfolio construction and trading strategies. Here, we focus on interconnectedness among…

Computational Finance · Quantitative Finance 2022-07-18 Bhaskarjit Sarmah , Nayana Nair , Dhagash Mehta , Stefano Pasquali

Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…

Statistical Finance · Quantitative Finance 2021-10-12 Jaydip Sen , Sidra Mehtab

News articles both shape and reflect public opinion across the political spectrum. Analyzing them for social bias can thus provide valuable insights, such as prevailing stereotypes in society and the media, which are often adopted by NLP…

Computation and Language · Computer Science 2022-11-08 Maximilian Spliethöver , Maximilian Keiff , Henning Wachsmuth

The application of deep learning to time series forecasting is one of the major challenges in present machine learning. We propose a novel methodology that combines machine learning and image processing methods to define and predict market…

Computational Finance · Quantitative Finance 2020-08-19 Bairui Du , Delmiro Fernandez-Reyes , Paolo Barucca

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

Machine Learning · Computer Science 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

Sentiment-based stock prediction systems aim to explore sentiment or event signals from online corpora and attempt to relate the signals to stock price variations. Both the feature-based and neural-networks-based approaches have delivered…

Computation and Language · Computer Science 2020-08-19 Yue Zhou , Kerstin Voigt

Stock market forecasting is very important in the planning of business activities. Stock price prediction has attracted many researchers in multiple disciplines including computer science, statistics, economics, finance, and operations…

Computation and Language · Computer Science 2019-07-23 Dev Shah , Haruna Isah , Farhana Zulkernine

Time series models, typically trained on numerical data, are designed to forecast future values. These models often rely on weighted averaging techniques over time intervals. However, real-world time series data is seldom isolated and is…

Computation and Language · Computer Science 2024-07-08 Litton Jose Kurisinkel , Pruthwik Mishra , Yue Zhang

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal…

Statistical Finance · Quantitative Finance 2023-03-17 Shima Nabiee , Nader Bagherzadeh

The stock market has been a popular topic of interest in the recent past. The growth in the inflation rate has compelled people to invest in the stock and commodity markets and other areas rather than saving. Further, the ability of Deep…

Statistical Finance · Quantitative Finance 2021-07-21 Priyank Sonkiya , Vikas Bajpai , Anukriti Bansal

Since the amount of information on the internet is growing rapidly, it is not easy for a user to find relevant information for his/her query. To tackle this issue, much attention has been paid to Automatic Document Summarization. The key…

Computation and Language · Computer Science 2019-02-05 Kamal Al-Sabahi , Zhang Zuping , Yang Kang

The diffusion of financial news into market prices is a complex process, making it challenging to evaluate the connections between news events and market movements. This paper introduces FININ (Financial Interconnected News Influence…

Computational Engineering, Finance, and Science · Computer Science 2024-10-15 Mengyu Wang , Shay B. Cohen , Tiejun Ma

Graph embedding methods represent nodes in a continuous vector space, preserving information from the graph (e.g. by sampling random walks). There are many hyper-parameters to these methods (such as random walk length) which have to be…

Machine Learning · Computer Science 2018-12-27 Sami Abu-El-Haija , Bryan Perozzi , Rami Al-Rfou , Alex Alemi

Training deep neural networks (DNNs) in the presence of noisy labels is an important and challenging task. Probabilistic modeling, which consists of a classifier and a transition matrix, depicts the transformation from true labels to noisy…

Computer Vision and Pattern Recognition · Computer Science 2020-03-27 Xianbin Lv , Dongxian Wu , Shu-Tao Xia

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

Quantification of the political leaning of online news articles can aid in understanding the dynamics of political ideology in social groups and measures to mitigating them. However, predicting the accurate political leaning of a news…

Machine Learning · Computer Science 2023-09-13 Sadia Kamal , Jimmy Hartford , Jeremy Willis , Arunkumar Bagavathi

One of the prime problems of computer science and machine learning is to extract information efficiently from large-scale, heterogeneous data. Text data, with its syntax, semantics, and even hidden information content, possesses an…

Computation and Language · Computer Science 2024-09-10 Sarmad N. Mohammed , Semra Gündüç

Embedding-based neural topic models could explicitly represent words and topics by embedding them to a homogeneous feature space, which shows higher interpretability. However, there are no explicit constraints for the training of…

Computation and Language · Computer Science 2022-06-17 Wei Shao , Lei Huang , Shuqi Liu , Shihua Ma , Linqi Song

Over the last few years, machine learning based methods have been applied to extract information from news flow in the financial domain. However, this information has mostly been in the form of the financial sentiments contained in the news…

Computation and Language · Computer Science 2020-09-10 Ankur Sinha , Tanmay Khandait

In the current stock market, computer science and technology are more and more widely used to analyse stocks. Not same as most related machine learning stock price prediction work, this work study the predicting the tendency of the stock…

Statistical Finance · Quantitative Finance 2022-07-25 Fengyu Han , Yue Wang
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