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ChatGPT, as a recently launched large language model (LLM), has shown superior performance in various natural language processing (NLP) tasks. However, two major limitations hinder its potential applications: (1) the inflexibility of…

Computation and Language · Computer Science 2023-09-20 Yucheng Shi , Hehuan Ma , Wenliang Zhong , Qiaoyu Tan , Gengchen Mai , Xiang Li , Tianming Liu , Junzhou Huang

Recently, large language models (LLMs) like ChatGPT have demonstrated remarkable performance across a variety of natural language processing tasks. However, their effectiveness in the financial domain, specifically in predicting stock…

Computation and Language · Computer Science 2023-05-01 Qianqian Xie , Weiguang Han , Yanzhao Lai , Min Peng , Jimin Huang

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

The stock market is a crucial component of the financial system, but predicting the movement of stock prices is challenging due to the dynamic and intricate relations arising from various aspects such as economic indicators, financial…

Statistical Finance · Quantitative Finance 2024-02-13 Hao Qian , Hongting Zhou , Qian Zhao , Hao Chen , Hongxiang Yao , Jingwei Wang , Ziqi Liu , Fei Yu , Zhiqiang Zhang , Jun Zhou

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

The advent of the web has led to a paradigm shift in the financial relations, with the real-time dissemination of news, social discourse, and financial filings contributing significantly to the reshaping of financial forecasting. The…

Machine Learning · Computer Science 2026-02-03 Yingjie Niu , Lanxin Lu , Changhong Jin , Ruihai Dong

The importance of considering related stocks data for the prediction of stock price movement has been shown in many studies, however, advanced graphical techniques for modeling, embedding and analyzing the behavior of interrelated stocks…

Trading and Market Microstructure · Quantitative Finance 2022-09-01 Alireza Jafari , Saman Haratizadeh

In this paper, we explore potential uses of generative AI models, such as ChatGPT, for investment portfolio selection. Trusting investment advice from Generative Pre-Trained Transformer (GPT) models is a challenge due to model…

Portfolio Management · Quantitative Finance 2023-08-14 Oleksandr Romanko , Akhilesh Narayan , Roy H. Kwon

The exponential increase in Internet of Things (IoT) devices coupled with 6G pushing towards higher data rates and connected devices has sparked a surge in data. Consequently, harnessing the full potential of data-driven machine learning…

Machine Learning · Computer Science 2025-10-23 Sabarish Krishna Moorthy , Jithin Jagannath

We study whether ChatGPT and DeepSeek can extract information from the Wall Street Journal to predict the stock market and the macroeconomy. We find that ChatGPT has predictive power. DeepSeek underperforms ChatGPT, which is trained more…

General Economics · Economics 2025-02-17 Jian Chen , Guohao Tang , Guofu Zhou , Wu Zhu

Volatility forecasting is essential for risk management and decision-making in financial markets. Traditional models like Generalized Autoregressive Conditional Heteroskedasticity (GARCH) effectively capture volatility clustering but often…

Mathematical Finance · Quantitative Finance 2024-10-23 Pulikandala Nithish Kumar , Nneka Umeorah , Alex Alochukwu

The rise of ChatGPT has brought a notable shift to the AI sector, with its exceptional conversational skills and deep grasp of language. Recognizing its value across different areas, our study investigates ChatGPT's capacity to predict…

Statistical Finance · Quantitative Finance 2023-11-14 Ummara Mumtaz , Summaya Mumtaz

Graph neural networks (GNNs) have been utilized for various natural language processing (NLP) tasks lately. The ability to encode corpus-wide features in graph representation made GNN models popular in various tasks such as document…

Machine Learning · Computer Science 2022-11-30 Sara Salamat , Nima Tavassoli , Behnam Sabeti , Reza Fahmi

Graphs have emerged as a natural choice to represent and analyze the intricate patterns and rich information of the Web, enabling applications such as online page classification and social recommendation. The prevailing "pre-train,…

Machine Learning · Computer Science 2025-02-06 Yihong Ma , Ning Yan , Jiayu Li , Masood Mortazavi , Nitesh V. Chawla

Forecasting future stock trends remains challenging for academia and industry due to stochastic inter-stock dynamics and hierarchical intra-stock dynamics influencing stock prices. In recent years, graph neural networks have achieved…

Machine Learning · Computer Science 2024-03-05 Zinuo You , Zijian Shi , Hongbo Bo , John Cartlidge , Li Zhang , Yan Ge

Recent works have demonstrated the potential of Graph Neural Networks (GNN) for network intrusion detection. Despite their advantages, a significant gap persists between real-world scenarios, where detection speed is critical, and existing…

Machine Learning · Computer Science 2024-06-21 Louis Van Langendonck , Ismael Castell-Uroz , Pere Barlet-Ros

Accurately forecasting dynamic processes on graphs, such as traffic flow or disease spread, remains a challenge. While Graph Neural Networks (GNNs) excel at modeling and forecasting spatio-temporal data, they often lack the ability to…

Machine Learning · Computer Science 2024-08-30 Zakaria Elabid , Lena Sasal , Daniel Busby , Abdenour Hadid

Trust prediction provides valuable support for decision-making, risk mitigation, and system security enhancement. Recently, Graph Neural Networks (GNNs) have emerged as a promising approach for trust prediction, owing to their ability to…

Machine Learning · Computer Science 2025-12-15 Jie Wang , Zheng Yan , Jiahe Lan , Xuyan Li , Elisa Bertino

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

Predicting stock returns remains a central challenge in quantitative finance, transitioning from traditional statistical methods to contemporary deep learning techniques. However, many current models struggle with effectively capturing…

Computational Engineering, Finance, and Science · Computer Science 2025-10-14 Chenlanhui Dai , Wenyan Wang , Yusi Fan , Yueying Wang , Lan Huang , Kewei Li , Fengfeng Zhou
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