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Recently, Large Language Models (LLMs) have attracted significant attention for their exceptional performance across a broad range of tasks, particularly in text analysis. However, the finance sector presents a distinct challenge due to its…

Computation and Language · Computer Science 2024-06-18 Meiyun Wang , Kiyoshi Izumi , Hiroki Sakaji

In the constantly changing field of data-driven decision making, accurately predicting future events is crucial for strategic planning in various sectors. The emergence of Large Language Models (LLMs) marks a significant advancement in this…

Computation and Language · Computer Science 2025-01-10 Tommaso Soru , Jim Marshall

The prediction of learning curves for Natural Language Processing (NLP) models enables informed decision-making to meet specific performance objectives, while reducing computational overhead and lowering the costs associated with dataset…

Machine Learning · Computer Science 2025-10-21 Viktoria Schram , Markus Hiller , Daniel Beck , Trevor Cohn

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

Optimization and Control · Mathematics 2023-12-19 Negin Bagherpour

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Applications · Statistics 2025-01-14 Xinyuan Song

This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…

Statistical Finance · Quantitative Finance 2025-02-25 Meet Satishbhai Sonani , Atta Badii , Armin Moin

The financial market trend forecasting method is emerging as a hot topic in financial markets today. Many challenges still currently remain, and various researches related thereto have been actively conducted. Especially, recent research of…

Statistical Finance · Quantitative Finance 2020-04-06 Jonghyeon Min

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…

Statistical Finance · Quantitative Finance 2021-09-03 Sidra Mehtab , Jaydip Sen

The prediction of foreign exchange rates, such as the US Dollar (USD) to Bangladeshi Taka (BDT), plays a pivotal role in global financial markets, influencing trade, investments, and economic stability. This study leverages historical…

We compare traditional approach of computing logarithmic returns with the fractional differencing method and its tempered extension as methods of data preparation before their usage in advanced machine learning models. Differencing…

Statistical Finance · Quantitative Finance 2025-05-27 Dominik Stempień , Janusz Gajda

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

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

Statistical Finance · Quantitative Finance 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan

Pre-trained Language Models (PLMs) have been widely used in various natural language processing (NLP) tasks, owing to their powerful text representations trained on large-scale corpora. In this paper, we propose a new PLM called PERT for…

Computation and Language · Computer Science 2022-03-15 Yiming Cui , Ziqing Yang , Ting Liu

The application of deep learning models for stock price forecasting in emerging markets remains underexplored despite their potential to capture complex temporal dependencies. This study develops and evaluates a Long Short-Term Memory…

Trading and Market Microstructure · Quantitative Finance 2025-09-19 Ahad Yaqoob , Syed M. Abdullah

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 stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote…

Machine Learning · Computer Science 2024-08-23 Gonzalo Lopez Gil , Paul Duhamel-Sebline , Andrew McCarren

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

In recent years, Large Language Models (LLMs) have emerged as a prominent area of interest across various research domains, including Process Mining (PM). Current applications in PM have predominantly centered on prompt engineering…

Computation and Language · Computer Science 2025-09-04 Rafael Seidi Oyamada , Jari Peeperkorn , Jochen De Weerdt , Johannes De Smedt

A fundamental characteristic of natural language is the high rate at which speakers produce novel expressions. Because of this novelty, a heavy-tail of rare events accounts for a significant amount of the total probability mass of…

Computation and Language · Computer Science 2022-03-25 Benjamin LeBrun , Alessandro Sordoni , Timothy J. O'Donnell