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Newsletters and social networks can reflect the opinion about the market and specific stocks from the perspective of analysts and the general public on products and/or services provided by a company. Therefore, sentiment analysis of these…

Computation and Language · Computer Science 2021-12-28 Elvys Linhares Pontes , Mohamed Benjannet

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

Machine Learning · Computer Science 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

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

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

General Economics · Economics 2025-04-29 Tiantian Tu

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

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 the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…

Computational Engineering, Finance, and Science · Computer Science 2024-12-31 Kamil Ł. Szydłowski , Jarosław A. Chudziak

In this paper, we propose a model to analyze sentiment of online stock forum and use the information to predict the stock volatility in the Chinese market. We have labeled the sentiment of the online financial posts and make the dataset…

Social and Information Networks · Computer Science 2017-05-09 Yifan Liu , Zengchang Qin , Pengyu Li , Tao Wan

Stock market prediction presents considerable challenges for investors, financial institutions, and policymakers operating in complex market environments characterized by noise, non-stationarity, and behavioral dynamics. Traditional…

Machine Learning · Computer Science 2026-05-18 Mohammad Al Ridhawi , Mahtab Haj Ali , Hussein Al Osman

The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made…

Computational Finance · Quantitative Finance 2019-04-19 Hieu Quang Nguyen , Abdul Hasib Rahimyar , Xiaodi Wang

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

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do…

Computational Finance · Quantitative Finance 2025-02-17 Shuozhe Li , Zachery B Schulwol , Risto Miikkulainen

Financial sentiment analysis is crucial for understanding the influence of news on stock prices. Recently, large language models (LLMs) have been widely adopted for this purpose due to their advanced text analysis capabilities. However,…

Computation and Language · Computer Science 2025-06-24 Yixuan Liang , Yuncong Liu , Neng Wang , Hongyang Yang , Boyu Zhang , Christina Dan Wang

Recurrent Neural Networks were, until recently, one of the best ways to capture the timely dependencies in sequences. However, with the introduction of the Transformer, it has been proven that an architecture with only attention-mechanisms…

Machine Learning · Computer Science 2021-08-19 Radostin Cholakov , Todor Kolev

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

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

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

Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…

Computation and Language · Computer Science 2022-10-28 Qinkai Chen , Christian-Yann Robert

This work presents a Convolutional Neural Network (CNN) for the prediction of next-day stock fluctuations using company-specific news headlines. Experiments to evaluate model performance using various configurations of word-embeddings and…

Computation and Language · Computer Science 2020-06-23 Jonathan Readshaw , Stefano Giani
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