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This paper is to explore the possibility to use alternative data and artificial intelligence techniques to trade stocks. The efficacy of the daily Twitter sentiment on predicting the stock return is examined using machine learning methods.…

Artificial Intelligence · Computer Science 2018-01-09 Catherine Xiao , Wanfeng Chen

This paper addresses the problem of sentence-level sentiment analysis. In recent years, Convolution and Recursive Neural Networks have been proven to be effective network architecture for sentence-level sentiment analysis. Nevertheless,…

Computation and Language · Computer Science 2018-01-30 Vinh D. Van , Thien Thai , Minh-Quoc Nghiem

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 return forecasting is a major component of numerous finance applications. Predicted stock returns can be incorporated into portfolio trading algorithms to make informed buy or sell decisions which can optimize returns. In such…

Portfolio Management · Quantitative Finance 2024-10-23 Zimeng Lyu , Amulya Saxena , Rohaan Nadeem , Hao Zhang , Travis Desell

Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of…

Artificial Intelligence · Computer Science 2020-01-28 Abhishek Nan , Anandh Perumal , Osmar R. Zaiane

Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…

Statistical Finance · Quantitative Finance 2023-09-04 Ali Asgarov

The Prevalence of Community support and engagement for different domains in the tech industry has changed and evolved throughout the years. In this study, we aim to understand, analyze and predict the trends of technology in a scientific…

Machine Learning · Computer Science 2021-08-19 Raja CSP Raman , Rohith Mahadevan , Divya Perumal , Vedha Sankar , Talha Abdur Rahman

Sequence-to-sequence models have been widely used in end-to-end speech processing, for example, automatic speech recognition (ASR), speech translation (ST), and text-to-speech (TTS). This paper focuses on an emergent sequence-to-sequence…

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…

Consistent alpha generation, i.e., maintaining an edge over the market, underpins the ability of asset traders to reliably generate profits. Technical indicators and trading strategies are commonly used tools to determine when to…

Artificial Intelligence · Computer Science 2021-06-15 Yapeng Jasper Hu , Ralph van Gurp , Ashay Somai , Hugo Kooijman , Jan S. Rellermeyer

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

Time, cost, and energy efficiency are critical considerations in Deep-Learning (DL), particularly when processing long texts. Transformers, which represent the current state of the art, exhibit quadratic computational complexity relative to…

Computation and Language · Computer Science 2025-07-11 Fardin Rastakhiz

Traffic forecasting has emerged as a core component of intelligent transportation systems. However, timely accurate traffic forecasting, especially long-term forecasting, still remains an open challenge due to the highly nonlinear and…

Signal Processing · Electrical Eng. & Systems 2021-03-30 Mingxing Xu , Wenrui Dai , Chunmiao Liu , Xing Gao , Weiyao Lin , Guo-Jun Qi , Hongkai Xiong

Opinion mining, also known as sentiment analysis, is a subfield of natural language processing (NLP) that focuses on identifying and extracting subjective information in textual material. This can include determining the overall sentiment…

Computation and Language · Computer Science 2023-08-08 Nour Eddine Zekaoui , Siham Yousfi , Maryem Rhanoui , Mounia Mikram

Stock market forecasting is a lucrative field of interest with promising profits but not without its difficulties and for some people could be even causes of failure. Financial markets by their nature are complex, non-linear and chaotic,…

Statistical Finance · Quantitative Finance 2022-01-31 Ivan Letteri , Giuseppe Della Penna , Giovanni De Gasperis , Abeer Dyoub

Wind power forecasting helps with the planning for the power systems by contributing to having a higher level of certainty in decision-making. Due to the randomness inherent to meteorological events (e.g., wind speeds), making highly…

Machine Learning · Computer Science 2023-01-04 Syed Kazmi , Berk Gorgulu , Mucahit Cevik , Mustafa Gokce Baydogan

Sentiment analysis can be used for stock market prediction. However, existing research has not studied the impact of a user's financial background on sentiment-based forecasting of the stock market using artificial neural networks. In this…

Statistical Finance · Quantitative Finance 2024-03-05 Ziyuan Ma , Conor Ryan , Jim Buckley , Muslim Chochlov

Financial time-series classification (FTC) is extremely valuable for investment management. In past decades, it draws a lot of attention from a wide extent of research areas, especially Artificial Intelligence (AI). Existing researches…

Machine Learning · Computer Science 2019-11-22 Liu Guang , Wang Xiaojie , Li Ruifan

RNN-based methods have faced challenges in the Long-term Time Series Forecasting (LTSF) domain when dealing with excessively long look-back windows and forecast horizons. Consequently, the dominance in this domain has shifted towards…

Machine Learning · Computer Science 2023-08-23 Shengsheng Lin , Weiwei Lin , Wentai Wu , Feiyu Zhao , Ruichao Mo , Haotong Zhang

Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…

Statistical Finance · Quantitative Finance 2020-12-14 Justina Deveikyte , Helyette Geman , Carlo Piccari , Alessandro Provetti
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