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Today, the use of social networking data has attracted a lot of academic and commercial attention in predicting the stock market. In most studies in this area, the sentiment analysis of the content of user posts on social networks is used…

Machine Learning · Computer Science 2021-02-16 Ramin Mousa , Sara Nazari , Ali Karhe Abadi , Reza Shoukhcheshm , Mohammad Niknam Pirzadeh , Leila Safari

Predicting the price correlation of two assets for future time periods is important in portfolio optimization. We apply LSTM recurrent neural networks (RNN) in predicting the stock price correlation coefficient of two individual stocks.…

Computational Engineering, Finance, and Science · Computer Science 2018-10-02 Hyeong Kyu Choi

The primary objective of this work is to develop a Neural Network based on LSTM to predict stock market movements using tweets. Word embeddings, used in the LSTM network, are initialised using Stanford's GloVe embeddings, pretrained…

Artificial Intelligence · Computer Science 2021-01-25 Kavyashree Ranawat , Stefano Giani

Financial networks have become extremely useful in characterizing the structure of complex financial systems. Meanwhile, the time evolution property of the stock markets can be described by temporal networks. We utilize the temporal network…

Statistical Finance · Quantitative Finance 2018-07-04 Longfeng Zhao , Gang-Jin Wang , Mingang Wang , Weiqi Bao , Wei Li , H. Eugene Stanley

In recent years, financial analysts have been trying to develop models to predict the movement of a stock price index. The task becomes challenging in vague economic, social, and political situations like in Pakistan. In this study, we…

Statistical Finance · Quantitative Finance 2024-09-16 Tariq Mahmood , Ibtasam Ahmad , Malik Muhammad Zeeshan Ansar , Jumanah Ahmed Darwish , Rehan Ahmad Khan Sherwani

Neural network models have been demonstrated to be capable of achieving remarkable performance in sentence and document modeling. Convolutional neural network (CNN) and recurrent neural network (RNN) are two mainstream architectures for…

Computation and Language · Computer Science 2015-12-01 Chunting Zhou , Chonglin Sun , Zhiyuan Liu , Francis C. M. Lau

A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

Machine Learning · Computer Science 2018-10-24 Yongli Zhu , Songtao Lu , Renchang Dai , Guangyi Liu , Zhiwei Wang

Recently, there has been a surge of interest in the use of machine learning to help aid in the accurate predictions of financial markets. Despite the exciting advances in this cross-section of finance and AI, many of the current approaches…

Machine Learning · Computer Science 2019-12-02 Daiki Matsunaga , Toyotaro Suzumura , Toshihiro Takahashi

Prediction models are crucial in the stock market as they aid in forecasting future prices and trends, enabling investors to make informed decisions and manage risks more effectively. In the Indian stock market, where volatility is often…

Computational Engineering, Finance, and Science · Computer Science 2025-03-24 Omkar Oak , Rukmini Nazre , Rujuta Budke , Yogita Mahatekar

We summarized both common and novel predictive models used for stock price prediction and combined them with technical indices, fundamental characteristics and text-based sentiment data to predict S&P stock prices. A 66.18% accuracy in S&P…

Machine Learning · Statistics 2021-12-30 Shan Zhong , David B. Hitchcock

Long-term investors, different from short-term traders, focus on examining the underlying forces that affect the well-being of a company. They rely on fundamental analysis which attempts to measure the intrinsic value an equity.…

Neural and Evolutionary Computing · Computer Science 2019-05-14 Jessie Sun

Recently, LLMs (Large Language Models) have been adapted for time series prediction with significant success in pattern recognition. However, the common belief is that these models are not suitable for predicting financial market returns,…

Portfolio Management · Quantitative Finance 2025-11-04 Sebastien Valeyre , Sofiane Aboura

This paper proposes an intelligent cache management strategy based on CNN-LSTM to improve the performance and cache hit rate of storage systems. Through comparative experiments with traditional algorithms (such as LRU and LFU) and other…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-11-20 Xiaoye Wang , Xuan Li , Linji Wang , Tingyi Ruan , Pochun Li

A stock market is considered as one of the highly complex systems, which consists of many components whose prices move up and down without having a clear pattern. The complex nature of a stock market challenges us on making a reliable…

Social and Information Networks · Computer Science 2019-09-27 Minjun Kim , Hiroki Sayama

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

Accurate prediction of future prices of stocks is a difficult task to perform. Even more challenging is to design an optimized portfolio of stocks with the identification of proper weights of allocation to achieve the optimized values of…

Portfolio Management · Quantitative Finance 2022-03-04 Jaydip Sen , Sidra Mehtab , Abhishek Dutta , Saikat Mondal

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

Computational Finance · Quantitative Finance 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

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

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

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