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This study introduces a novel approach for EUR/USD exchange rate forecasting that integrates deep learning, textual analysis, and particle swarm optimization (PSO). By incorporating online news and analysis texts as qualitative data, the…

Computational Engineering, Finance, and Science · Computer Science 2025-06-30 Hongcheng Ding , Xiangyu Shi , Ruiting Deng , Salaar Faroog , Deshinta Arrova Dewi , Shamsul Nahar Abdullah , Bahiah A Malek

It has been shown that financial news leads to the fluctuation of stock prices. However, previous work on news-driven financial market prediction focused only on predicting stock price movement without providing an explanation. In this…

Computation and Language · Computer Science 2019-02-14 Linyi Yang , Zheng Zhang , Su Xiong , Lirui Wei , James Ng , Lina Xu , Ruihai Dong

The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino

Investment Analysis is a cornerstone of the Financial Services industry. The rapid integration of advanced machine learning techniques, particularly Large Language Models (LLMs), offers opportunities to enhance the equity rating process.…

Machine Learning · Computer Science 2024-11-05 Kassiani Papasotiriou , Srijan Sood , Shayleen Reynolds , Tucker Balch

In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…

Machine Learning · Computer Science 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

Financial sentiment analysis is crucial for trading and investment decision-making. This study introduces an adaptive retrieval augmented framework for Large Language Models (LLMs) that aligns with human instructions through Instruction…

Computational Engineering, Finance, and Science · Computer Science 2024-10-22 Zijie Zhao , Roy E. Welsch

Anticipating price developments in financial markets is a topic of continued interest in forecasting. Funneled by advancements in deep learning and natural language processing (NLP) together with the availability of vast amounts of textual…

Statistical Finance · Quantitative Finance 2023-03-21 Duygu Ider , Stefan Lessmann

Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…

Machine Learning · Computer Science 2022-05-11 Kelum Gajamannage , Yonggi Park

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

Statistical Finance · Quantitative Finance 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

The remarkable achievements and rapid advancements of Large Language Models (LLMs) such as ChatGPT and GPT-4 have showcased their immense potential in quantitative investment. Traders can effectively leverage these LLMs to analyze financial…

Computation and Language · Computer Science 2023-10-11 Yujie Ding , Shuai Jia , Tianyi Ma , Bingcheng Mao , Xiuze Zhou , Liuliu Li , Dongming Han

Data Mining is being actively applied to stock market since 1980s. It has been used to predict stock prices, stock indexes, for portfolio management, trend detection and for developing recommender systems. The various algorithms which have…

Neural and Evolutionary Computing · Computer Science 2013-02-06 Savinderjit Kaur , Veenu Mangat

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

By capturing the prevailing sentiment and market mood, textual data has become increasingly vital for forecasting commodity prices, particularly in metal markets. However, the effectiveness of lightweight, finetuned large language models…

Machine Learning · Computer Science 2026-04-01 Alvaro Paredes Amorin , Andre Python , Christoph Weisser

Natural Language Processing (NLP) helps empower intelligent machines by enhancing a better understanding of the human language for linguistic-based human-computer communication. Recent developments in computational power and the advent of…

Computation and Language · Computer Science 2021-03-02 Amirsina Torfi , Rouzbeh A. Shirvani , Yaser Keneshloo , Nader Tavaf , Edward A. Fox

In the era of rapid technological advancement, social media platforms such as Twitter (X) have emerged as indispensable tools for gathering consumer insights, capturing diverse opinions, and understanding public attitudes. This research…

Human-Computer Interaction · Computer Science 2025-10-23 S M Rakib Ul Karim , Rownak Ara Rasul , Tunazzina Sultana

This paper explores the application of Natural Language Processing (NLP) in financial risk detection. By constructing an NLP-based financial risk detection model, this study aims to identify and predict potential risks in financial…

Risk Management · Quantitative Finance 2024-06-21 Liyang Wang , Yu Cheng , Ao Xiang , Jingyu Zhang , Haowei Yang

Large, pre-trained transformer-based language models such as BERT have drastically changed the Natural Language Processing (NLP) field. We present a survey of recent work that uses these large language models to solve NLP tasks via…

Computation and Language · Computer Science 2021-11-03 Bonan Min , Hayley Ross , Elior Sulem , Amir Pouran Ben Veyseh , Thien Huu Nguyen , Oscar Sainz , Eneko Agirre , Ilana Heinz , Dan Roth

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…

In this work we use Recurrent Neural Networks and Multilayer Perceptrons to predict NYSE, NASDAQ and AMEX stock prices from historical data. We experiment with different architectures and compare data normalization techniques. Then, we…

Statistical Finance · Quantitative Finance 2019-08-30 Kerda Varaku

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