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Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using…

Statistical Finance · Quantitative Finance 2015-05-14 Miguel A. Fuentes , Austin Gerig , Javier Vicente

Sub-new stock price prediction, forecasting the price trends of stocks listed less than one year, is crucial for effective quantitative trading. While deep learning methods have demonstrated effectiveness in predicting old stock prices,…

Computational Engineering, Finance, and Science · Computer Science 2023-08-23 Linghao Wang , Zhen Liu , Peitian Ma , Qianli Ma

The recognition of abstracts is crucial for effectively locating the content and clarifying the article. Existing move recognition algorithms lack the ability to learn word position information to obtain contextual semantics. This paper…

Computation and Language · Computer Science 2023-12-18 Hao Wen , Jie Wang , Xiaodong Qiao

Graph neural networks (GNNs) have been utilized for various natural language processing (NLP) tasks lately. The ability to encode corpus-wide features in graph representation made GNN models popular in various tasks such as document…

Machine Learning · Computer Science 2022-11-30 Sara Salamat , Nima Tavassoli , Behnam Sabeti , Reza Fahmi

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast…

Computational Finance · Quantitative Finance 2021-08-31 Sidra Mehtab , Jaydip Sen

Stock market indices serve as fundamental market measurement that quantify systematic market dynamics. However, accurate index price prediction remains challenging, primarily because existing approaches treat indices as isolated time series…

Statistical Finance · Quantitative Finance 2025-06-05 Junzhe Jiang , Chang Yang , Xinrun Wang , Bo Li

Stock market prediction has been a classical yet challenging problem, with the attention from both economists and computer scientists. With the purpose of building an effective prediction model, both linear and machine learning tools have…

Statistical Finance · Quantitative Finance 2021-08-13 Weiwei Jiang

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

Recent advances in neural networks have solved common graph problems such as link prediction, node classification, node clustering, node recommendation by developing embeddings of entities and relations into vector spaces. Graph embeddings…

Social and Information Networks · Computer Science 2021-11-19 Archit Parnami , Mayuri Deshpande , Anant Kumar Mishra , Minwoo Lee

We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…

General Finance · Quantitative Finance 2019-06-04 Jozef Barunik , Cathy Yi-Hsuan Chen , Jan Vecer

Stock price prediction is challenging due to market volatility and its sensitivity to real-time events. While large language models (LLMs) offer new avenues for text-based forecasting, their application in finance is hindered by noisy news…

Artificial Intelligence · Computer Science 2025-12-03 He Wang , Wenyilin Xiao , Songqiao Han , Hailiang Huang

Recent studies have revealed that, beyond conventional accuracy, calibration should also be considered for training modern deep neural networks. To address miscalibration during learning, some methods have explored different penalty…

Computer Vision and Pattern Recognition · Computer Science 2023-04-13 Bingyuan Liu , Jérôme Rony , Adrian Galdran , Jose Dolz , Ismail Ben Ayed

In order to expand their reach and increase website ad revenue, media outlets have started using clickbait techniques to lure readers to click on articles on their digital platform. Having successfully enticed the user to open the article,…

Information Retrieval · Computer Science 2018-08-06 Vaibhav Kumar , Mrinal Dhar , Dhruv Khattar , Yash Kumar Lal , Abhimanshu Mishra , Manish Shrivastava , Vasudeva Varma

Image classification has advanced significantly in recent years with the availability of large-scale image sets. However, fine-grained classification remains a major challenge due to the annotation cost of large numbers of fine-grained…

Computer Vision and Pattern Recognition · Computer Science 2016-04-21 Zeynep Akata , Scott Reed , Daniel Walter , Honglak Lee , Bernt Schiele

Label smoothing is widely used in deep neural networks for multi-class classification. While it enhances model generalization and reduces overconfidence by aiming to lower the probability for the predicted class, it distorts the predicted…

Machine Learning · Computer Science 2021-10-12 Mohamed Maher , Meelis Kull

A key obstacle in automated analytics and meta-learning is the inability to recognize when different datasets contain measurements of the same variable. Because provided attribute labels are often uninformative in practice, this task may be…

Machine Learning · Computer Science 2019-09-12 Jonas Mueller , Alex Smola

Stock price movements are influenced by many factors, and alongside historical price data, tex-tual information is a key source. Public news and social media offer valuable insights into market sentiment and emerging events. These sources…

Computational Engineering, Finance, and Science · Computer Science 2025-07-29 Wenyan Xu , Dawei Xiang , Rundong Wang , Yonghong Hu , Liang Zhang , Jiayu Chen , Zhonghua Lu

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY…

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

The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning…

Computational Engineering, Finance, and Science · Computer Science 2025-02-19 Mingjie Wang , Juanxi Tian , Mingze Zhang , Jianxiong Guo , Weijia Jia

Word embeddings or distributed representations of words are being used in various applications like machine translation, sentiment analysis, topic identification etc. Quality of word embeddings and performance of their applications depends…

Computation and Language · Computer Science 2020-03-09 Erion Çano , Maurizio Morisio