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Financial news items are unstructured sources of information that can be mined to extract knowledge for market screening applications. Manual extraction of relevant information from the continuous stream of finance-related news is…

This paper presents a novel study on harnessing Large Language Models' (LLMs) outstanding knowledge and reasoning abilities for explainable financial time series forecasting. The application of machine learning models to financial time…

Machine Learning · Computer Science 2023-06-21 Xinli Yu , Zheng Chen , Yuan Ling , Shujing Dong , Zongyi Liu , Yanbin Lu

Predicting the future price trends of stocks is a challenging yet intriguing problem given its critical role to help investors make profitable decisions. In this paper, we present a collaborative temporal-relational modeling framework for…

Statistical Finance · Quantitative Finance 2022-03-08 Chaoran Cui , Xiaojie Li , Juan Du , Chunyun Zhang , Xiushan Nie , Meng Wang , Yilong Yin

S&P 500 Index is one of the most sought after stock indices in the world. In particular, Information Technology Sector of S&P 500 is the number one business segment of the S&P 500 in terms of market capital, annual revenue and the number of…

Statistical Finance · Quantitative Finance 2022-09-23 Jayanta K. Pokharel , Erasmus Tetteh-Bator , Chris P. Tsokos

Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to…

Applications · Statistics 2023-03-29 Xuekui Zhang , Yuying Huang , Ke Xu , Li Xing

We explore how to crawl financial forum data such as stock bars and combine them with deep learning models for sentiment analysis. In this paper, we will use the BERT model to train against the financial corpus and predict the SZSE…

Computational Finance · Quantitative Finance 2022-05-11 Chenrui Zhang

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

Stock price prediction has always been a difficult task for forecasters. Using cutting-edge deep learning techniques, stock price prediction based on investor sentiment extracted from online forums has become feasible. We propose a novel…

Machine Learning · Computer Science 2026-01-21 Huiyu Li , Junhua Hu

Sentiment analysis of social media data consists of attitudes, assessments, and emotions which can be considered a way human think. Understanding and classifying the large collection of documents into positive and negative aspects are a…

Computation and Language · Computer Science 2020-07-16 Aditya Sharma , Alex Daniels

With the advent of fast-paced information dissemination and retrieval, it has become inherently important to resort to automated means of predicting stock market prices. In this paper, we propose Taureau, a framework that leverages Twitter…

Computers and Society · Computer Science 2023-04-03 Nicholas Milikich , Joshua Johnson

The stock market is a crucial component of the financial market, playing a vital role in wealth accumulation for investors, financing costs for listed companies, and the stable development of the national macroeconomy. Significant…

Trading and Market Microstructure · Quantitative Finance 2024-02-28 Jiajian Zheng , Duan Xin , Qishuo Cheng , Miao Tian , Le Yang

The rapid growth of data in velocity, volume, value, variety, and veracity has enabled exciting new opportunities and presented big challenges for businesses of all types. Recently, there has been considerable interest in developing systems…

Systems and Control · Electrical Eng. & Systems 2019-07-23 Shihao Ge , Haruna Isah , Farhana Zulkernine , Shahzad Khan

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

Social media are increasingly reflecting and influencing behavior of other complex systems. In this paper we investigate the relations between a well-know micro-blogging platform Twitter and financial markets. In particular, we consider, in…

Computers and Society · Computer Science 2015-09-30 Gabriele Ranco , Darko Aleksovski , Guido Caldarelli , Miha Grčar , Igor Mozetič

We introduce SenseAI, a human-in-the-loop (HITL) validated financial sentiment dataset designed to capture not only model outputs but the full reasoning process behind them. Unlike existing resources, SenseAI incorporates reasoning chains,…

Computation and Language · Computer Science 2026-04-08 Berny Kabalisa

This paper scrutinizes a database of over 4900 YouTube videos to characterize financial market coverage. Financial market coverage generates a large number of videos. Therefore, watching these videos to derive actionable insights could be…

Technical analysis in finance, which aims at forecasting price movements in the future by analyzing past market data, relies on the insights that can be gained from the interpretation of stock charts; therefore, non-expert investors could…

Computational Engineering, Finance, and Science · Computer Science 2025-09-29 Le Qiu , Emmanuele Chersoni

Finance-related news such as Bloomberg News, CNN Business and Forbes are valuable sources of real data for market screening systems. In news, an expert shares opinions beyond plain technical analyses that include context such as political,…

Computation and Language · Computer Science 2024-04-03 Silvia García-Méndez , Francisco de Arriba-Pérez , Ana Barros-Vila , Francisco J. González-Castaño

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

Statistical Finance · Quantitative Finance 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

For decades, the world of financial advisors has been dominated by large investment banks such as Goldman Sachs. In recent years, user-contributed investment services such as SeekingAlpha and StockTwits have grown to millions of users. In…

Social and Information Networks · Computer Science 2014-06-05 Gang Wang , Tianyi Wang , Bolun Wang , Divya Sambasivan , Zengbin Zhang , Haitao Zheng , Ben Y. Zhao
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