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This paper introduces BreakGPT, a novel large language model (LLM) architecture adapted specifically for time series forecasting and the prediction of sharp upward movements in asset prices. By leveraging both the capabilities of LLMs and…

Statistical Finance · Quantitative Finance 2024-11-12 Aleksandr Simonyan

In this work, we present our findings and experiments for stock-market prediction using various textual sentiment analysis tools, such as mood analysis and event extraction, as well as prediction models, such as LSTMs and specific…

Computation and Language · Computer Science 2018-01-22 Jordan Prosky , Xingyou Song , Andrew Tan , Michael Zhao

Artificial intelligence and machine learning have significantly bolstered the technological world. This paper explores the potential of transfer learning in natural language processing focusing mainly on sentiment analysis. The models…

Computation and Language · Computer Science 2023-11-29 Aman Yadav , Abhishek Vichare

With technological advancements and the exponential growth of data, we have been unfolding different capabilities of neural networks in different sectors. In this paper, I have tried to use a specific type of Neural Network known as…

Neural and Evolutionary Computing · Computer Science 2021-06-04 Kunal Bhardwaj

We investigate the efficacy of large language models (LLMs) in sentiment analysis of U.S. financial news and their potential in predicting stock market returns. We analyze a dataset comprising 965,375 news articles that span from January 1,…

Computational Finance · Quantitative Finance 2024-12-30 Kemal Kirtac , Guido Germano

The goal of stock trend prediction is to forecast future market movements for informed investment decisions. Existing methods mostly focus on predicting stock trends with supervised models trained on extensive annotated data. However, human…

Artificial Intelligence · Computer Science 2024-07-15 Yiqi Deng , Xingwei He , Jiahao Hu , Siu-Ming Yiu

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

This study presents a comparative analysis of deep learning methodologies such as BERT, FinBERT and ULMFiT for sentiment analysis of earnings call transcripts. The objective is to investigate how Natural Language Processing (NLP) can be…

Computation and Language · Computer Science 2026-03-24 Umair Zakir , Evan Daykin , Amssatou Diagne , Jacob Faile

In this paper, a time series algorithm based on Genetic Algorithm (GA) and Long Short-Term Memory Network (LSTM) optimization is used to forecast stock prices effectively, taking into account the trend of the big data era. The data are…

Computational Engineering, Finance, and Science · Computer Science 2024-05-07 Xinye Sha

This paper addresses stock price movement prediction by leveraging LLM-based news sentiment analysis. Earlier works have largely focused on proposing and assessing sentiment analysis models and stock movement prediction methods, however,…

Statistical Finance · Quantitative Finance 2026-03-10 Walid Siala , Ahmed Khanfir , Mike Papadakis

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

Machine Learning · Computer Science 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…

Statistical Finance · Quantitative Finance 2023-11-14 Md Sabbirul Haque , Md Shahedul Amin , Jonayet Miah , Duc Minh Cao , Ashiqul Haque Ahmed

This paper explores using a deep learning Long Short-Term Memory (LSTM) model for accurate stock price prediction and its implications for portfolio design. Despite the efficient market hypothesis suggesting that predicting stock prices is…

Computational Finance · Quantitative Finance 2025-05-16 Jaydip Sen , Hetvi Waghela , Sneha Rakshit

Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation…

This article introduces a Hype-Adjusted Probability Measure in the context of a new Natural Language Processing (NLP) approach for stock return and volatility forecasting. A novel sentiment score equation is proposed to represent the impact…

Computational Finance · Quantitative Finance 2025-02-11 Zheng Cao , Helyette Geman

In a natural market environment, the price prediction model needs to be updated in real time according to the data obtained by the system to ensure the accuracy of the prediction. In order to improve the user experience of the system, the…

Computational Finance · Quantitative Finance 2023-07-14 Zhu Bangyuan

Stock market forecasting is very important in the planning of business activities. Stock price prediction has attracted many researchers in multiple disciplines including computer science, statistics, economics, finance, and operations…

Computation and Language · Computer Science 2019-07-23 Dev Shah , Haruna Isah , Farhana Zulkernine

The financial sector, a pivotal force in economic development, increasingly uses the intelligent technologies such as natural language processing to enhance data processing and insight extraction. This research paper through a review…

Computation and Language · Computer Science 2024-12-31 Denisa Millo , Blerina Vika , Nevila Baci

With the rapid development of big data and computing devices, low-latency automatic trading platforms based on real-time information acquisition have become the main components of the stock trading market, so the topic of quantitative…

Computational Finance · Quantitative Finance 2023-09-22 Jiashu Lou