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This paper investigates the application of machine learning models, Long Short-Term Memory (LSTM), one-dimensional Convolutional Neural Networks (1D CNN), and Logistic Regression (LR), for predicting stock trends based on fundamental…

Statistical Finance · Quantitative Finance 2024-10-08 John Phan , Hung-Fu Chang

Stock market prediction has been an important topic for investors, researchers, and analysts. Because it is affected by too many factors, stock market prediction is a difficult task to handle. In this study, we propose a novel method that…

Artificial Intelligence · Computer Science 2021-07-05 Anil Berk Altuner , Zeynep Hilal Kilimci

This paper will discuss how headline data can be used to predict stock prices. The stock price in question is the SPDR S&P 500 ETF Trust, also known as SPY that tracks the performance of the largest 500 publicly traded corporations in the…

Statistical Finance · Quantitative Finance 2025-07-04 Ayaan Qayyum

Stock prices move as piece-wise trending fluctuation rather than a purely random walk. Traditionally, the prediction of future stock movements is based on the historical trading record. Nowadays, with the development of social media, many…

Machine Learning · Computer Science 2022-10-13 Shwai He , Shi Gu

Accurate forecasting of financial markets remains a long-standing challenge due to complex temporal and often latent dependencies, non-linear dynamics, and high volatility. Building on our earlier recurrent neural network framework, we…

Computational Engineering, Finance, and Science · Computer Science 2026-01-05 Shaswat Mohanty

With the increasing volume of high-frequency data in the information age, both challenges and opportunities arise in the prediction of stock volatility. On one hand, the outcome of prediction using tradition method combining stock technical…

Statistical Finance · Quantitative Finance 2023-09-29 Wenting Liu , Zhaozhong Gui , Guilin Jiang , Lihua Tang , Lichun Zhou , Wan Leng , Xulong Zhang , Yujiang Liu

Stock market is often important as it represents the ownership claims on businesses. Without sufficient stocks, a company cannot perform well in finance. Predicting a stock market performance of a company is nearly hard because every time…

Statistical Finance · Quantitative Finance 2023-05-25 Aadhitya A , Rajapriya R , Vineetha R S , Anurag M Bagde

Recurrent neural networks (RNNs) have long been an architecture of interest for computational models of human sentence processing. The recently introduced Transformer architecture outperforms RNNs on many natural language processing tasks…

Computation and Language · Computer Science 2022-03-31 Danny Merkx , Stefan L. Frank

In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Ariel Navon , Yosi Keller

Recent innovations in transformers have shown their superior performance in natural language processing (NLP) and computer vision (CV). The ability to capture long-range dependencies and interactions in sequential data has also triggered a…

Statistical Finance · Quantitative Finance 2025-03-24 Chu Myaet Thwal , Ye Lin Tun , Kitae Kim , Seong-Bae Park , Choong Seon Hong

Recent researches on stock prediction using deep learning methods has been actively studied. This is the task to predict the movement of stock prices in the future based on historical trends. The approach to predicting the movement based…

Statistical Finance · Quantitative Finance 2021-10-01 Jaeyoung Cheong , Heejoon Lee , Minjung Kang

Sentiment signals derived from sparse news are commonly used in financial analysis and technology monitoring, yet transforming raw article-level observations into reliable temporal series remains a largely unsolved engineering problem.…

Machine Learning · Computer Science 2026-03-26 Stefania Stan , Marzio Lunghi , Vito Vargetto , Claudio Ricci , Rolands Repetto , Brayden Leo , Shao-Hong Gan

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

Sentiment analysis, a popular technique for opinion mining, has been used by the software engineering research community for tasks such as assessing app reviews, developer emotions in issue trackers and developer opinions on APIs. Past…

Computation and Language · Computer Science 2018-12-27 Achyudh Ram , Meiyappan Nagappan

Earnings calls are hosted by management of public companies to discuss the company's financial performance with analysts and investors. Information disclosed during an earnings call is an essential source of data for analysts and investors…

Statistical Finance · Quantitative Finance 2020-09-04 Zhiqiang Ma , Grace Bang , Chong Wang , Xiaomo Liu

Applications of deep learning in financial market prediction has attracted huge attention from investors and researchers. In particular, intra-day prediction at the minute scale, the dramatically fluctuating volume and stock prices within…

Statistical Finance · Quantitative Finance 2023-05-25 Yuze Lu , Hailong Zhang , Qiwen Guo

The marvel of markets lies in the fact that dispersed information is instantaneously processed and used to adjust the price of goods, services and assets. Financial markets are particularly efficient when it comes to processing information;…

Trading and Market Microstructure · Quantitative Finance 2018-07-19 Stefan Feuerriegel , Helmut Prendinger

A sentiment analysis system powered by machine learning was created in this study to improve real-time social network public opinion monitoring. For sophisticated sentiment identification, the suggested approach combines cutting-edge…

Computation and Language · Computer Science 2025-02-25 Arsen Tolebay Nurlanuly

For the last few years it has been observed that the Deep Neural Networks (DNNs) has achieved an excellent success in image classification, speech recognition. But DNNs are suffer great deal of challenges for time series forecasting because…

Machine Learning · Computer Science 2019-01-09 Samit Bhanja , Abhishek Das

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi