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Financial market like the price of stock, share, gold, oil, mutual funds are affected by the news and posts on social media. In this work deep learning based models are proposed to predict the trend of financial market based on NLP analysis…

Computational Engineering, Finance, and Science · Computer Science 2024-03-20 Arijit Das , Tanmoy Nandi , Prasanta Saha , Suman Das , Saronyo Mukherjee , Sudip Kumar Naskar , Diganta Saha

Stock prices, as an economic indicator, reflect changes in economic development and market conditions. Traditional stock price prediction models often only consider time-series data and are limited by the mechanisms of the models…

Computational Engineering, Finance, and Science · Computer Science 2024-07-02 Fengting Mo , Shanshan Yan , Yinhao Xiao

Forecasting financial time series is considered to be a difficult task due to the chaotic feature of the series. Statistical approaches have shown solid results in some specific problems such as predicting market direction and single-price…

Statistical Finance · Quantitative Finance 2021-07-05 Angelo Garangau Menezes , Saulo Martiello Mastelini

News events can greatly influence equity markets. In this paper, we are interested in predicting the short-term movement of stock prices after financial news events using only the headlines of the news. To achieve this goal, we introduce a…

Statistical Finance · Quantitative Finance 2021-07-20 Qinkai Chen

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

With the volatile and complex nature of financial data influenced by external factors, forecasting the stock market is challenging. Traditional models such as ARIMA and GARCH perform well with linear data but struggle with non-linear…

Machine Learning · Computer Science 2025-01-30 Prashant Pilla , Raji Mekonen

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…

Machine Learning · Computer Science 2019-03-01 Sangyeon Kim , Myungjoo Kang

Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine…

Machine Learning · Computer Science 2019-12-02 Omer Berat Sezer , Mehmet Ugur Gudelek , Ahmet Murat Ozbayoglu

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

Machine Learning · Computer Science 2024-01-04 Kevin Taylor , Jerry Ng

Financial forecasting has been an important and active area of machine learning research because of the challenges it presents and the potential rewards that even minor improvements in prediction accuracy or forecasting may entail.…

Machine Learning · Computer Science 2022-01-07 Linyi Yang , Jiazheng Li , Ruihai Dong , Yue Zhang , Barry Smyth

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

Time series (TS) reasoning models (TSRMs) have shown promising capabilities in general domains, yet they consistently fail on financial domain, which exhibit unique characteristics. We propose a general 2x2 capability taxonomy for TSRMs by…

Artificial Intelligence · Computer Science 2026-05-26 Seunghan Lee , Jun Seo , Jaehoon Lee , Sungdong Yoo , Minjae Kim , Tae Yoon Lim , Dongwan Kang , Hwanil Choi , Soonyoung Lee , Wonbin Ahn

For a long-time, researchers have been developing a reliable and accurate predictive model for stock price prediction. According to the literature, if predictive models are correctly designed and refined, they can painstakingly and…

Statistical Finance · Quantitative Finance 2021-12-24 Ananda Chatterjee , Hrisav Bhowmick , Jaydip Sen

Classical asset price forecasting methods primarily rely on numerical data, such as price time series, trading volumes, limit order book data, and technical analysis indicators. However, the news flow plays a significant role in price…

Statistical Finance · Quantitative Finance 2025-03-20 Kasymkhan Khubiev , Mikhail Semenov

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

While LSTMs show increasingly promising results for forecasting Financial Time Series (FTS), this paper seeks to assess if attention mechanisms can further improve performance. The hypothesis is that attention can help prevent long-term…

Machine Learning · Computer Science 2018-12-20 Thomas Hollis , Antoine Viscardi , Seung Eun Yi

The task of predicting the publication period of text documents, such as news articles, is an important but less studied problem in the field of natural language processing. Predicting the year of a news article can be useful in various…

Computation and Language · Computer Science 2023-04-26 Karthick Prasad Gunasekaran , B Chase Babrich , Saurabh Shirodkar , Hee Hwang

Stock market movements are influenced by public and private information shared through news articles, company reports, and social media discussions. Analyzing these vast sources of data can give market participants an edge to make profit.…

Statistical Finance · Quantitative Finance 2021-07-12 Kamaladdin Fataliyev , Aneesh Chivukula , Mukesh Prasad , Wei Liu

A novel social networks sentiment analysis model is proposed based on Twitter sentiment score (TSS) for real-time prediction of the future stock market price FTSE 100, as compared with conventional econometric models of investor sentiment…

Social and Information Networks · Computer Science 2020-04-23 Xinyi Guo , Jinfeng Li