English
Related papers

Related papers: Stock Market Dynamics Through Deep Learning Contex…

200 papers

This research investigates the growing trend of retail investors participating in certain stocks by organizing themselves on social media platforms, particularly Reddit. Previous studies have highlighted a notable association between Reddit…

Computational Finance · Quantitative Finance 2023-08-22 Tim Matthies , Thomas Löhden , Stephan Leible , Jun-Patrick Raabe

Companies across all economic sectors continue to deploy large language models at a rapid pace. Reinforcement learning is experiencing a resurgence of interest due to its association with the fine-tuning of language models from human…

Machine Learning · Computer Science 2025-02-25 David Byrd

U.S. Presidential Election forecasting has been a research interest for several decades. Currently, election prediction consists of two main approaches: traditional models that incorporate economic data and poll surveys, and models that…

Social and Information Networks · Computer Science 2023-12-12 Guocheng Feng , Huaiyu Cai , Kaihao Chen , Zhijian Li

We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on short-term volatility of stock markets. Its implementation, our fully automated momentum equity trading system presented…

Risk Management · Quantitative Finance 2020-03-18 Ivan Cherednik

Stock trend prediction plays a critical role in seeking maximized profit from stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of stock market. Exploding information…

Social and Information Networks · Computer Science 2019-02-21 Ziniu Hu , Weiqing Liu , Jiang Bian , Xuanzhe Liu , Tie-Yan Liu

Stock trading has always been a key economic indicator in modern society and a primary source of profit for financial giants such as investment banks, quantitative trading firms, and hedge funds. Discovering the underlying patterns within…

Computational Engineering, Finance, and Science · Computer Science 2024-11-14 Fang Liu , Shaobo Guo , Qianwen Xing , Xinye Sha , Ying Chen , Yuhui Jin , Qi Zheng , Chang Yu

Accurate stock market prediction provides great opportunities for informed decision-making, yet existing methods struggle with financial data's non-linear, high-dimensional, and volatile characteristics. Advanced predictive models are…

Statistical Finance · Quantitative Finance 2025-01-20 Yuxi Hong

Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced short-term market volatility, primarily influenced by…

Computational Finance · Quantitative Finance 2024-01-02 Vahidin Jeleskovic , Stephen Mackay

The purported "black box" nature of neural networks is a barrier to adoption in applications where interpretability is essential. Here we present DeepLIFT (Deep Learning Important FeaTures), a method for decomposing the output prediction of…

Computer Vision and Pattern Recognition · Computer Science 2019-10-15 Avanti Shrikumar , Peyton Greenside , Anshul Kundaje

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

Accurately predicting stock returns is crucial for effective portfolio management. However, existing methods often overlook a fundamental issue in the market, namely, distribution shifts, making them less practical for predicting future…

Computational Engineering, Finance, and Science · Computer Science 2024-09-04 Haiyao Cao , Jinan Zou , Yuhang Liu , Zhen Zhang , Ehsan Abbasnejad , Anton van den Hengel , Javen Qinfeng Shi

This study uses sentiment analysis and the Moral Foundations Theory (MFT) to characterise news content in social media and examine its association with user engagement. We employ Natural Language Processing to quantify the moral and…

Social and Information Networks · Computer Science 2025-02-18 Jacopo D'Ignazi , Kyriaki Kalimeri , Mariano G. Beiró

This article charts the work of a 4 month project aimed at automatically identifying patterns of tweets popularity evolution using Machine Learning and Deep Learning techniques. To apprehend both the data and the extent of the problem, a…

Machine Learning · Computer Science 2023-01-04 Ferdinand Willemin

Sentiment analysis is the task of automatic analysis of opinions and emotions of users towards an entity or some aspect of that entity. Political Sentiment Analysis of social media helps the political strategists to scrutinize the…

Social and Information Networks · Computer Science 2020-07-22 Mohd Zeeshan Ansari , Areesha Fatima Siddiqui , Mohammad Anas

Unsupervised representation learning for tweets is an important research field which helps in solving several business applications such as sentiment analysis, hashtag prediction, paraphrase detection and microblog ranking. A good tweet…

Computation and Language · Computer Science 2017-06-30 Ganesh J

Many years after online social networks exceeded our collective attention, social influence is still built on attention capital. Quality is not a prerequisite for viral spreading, yet large diffusion cascades remain the hallmark of a social…

Social and Information Networks · Computer Science 2020-06-02 Damian Konrad Kowalczyk , Lars Kai Hansen

Sentiment analysis on social media such as Twitter provides organizations and individuals an effective way to monitor public emotions towards them and their competitors. As a result, sentiment analysis has become an important and…

Computation and Language · Computer Science 2022-12-06 Md Parvez Mollah

The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via…

Statistical Finance · Quantitative Finance 2020-09-23 Junni L. Zhang , Wolfgang Karl Härdle , Cathy Y. Chen , Elisabeth Bommes

The increasing richness in volume, and especially types of data in the financial domain provides unprecedented opportunities to understand the stock market more comprehensively and makes the price prediction more accurate than before.…

Computational Finance · Quantitative Finance 2018-05-16 Huiwen Wang , Shan Lu , Jichang Zhao

The study of public opinion can provide us with valuable information. The analysis of sentiment on social networks, such as Twitter or Facebook, has become a powerful means of learning about the users' opinions and has a wide range of…

Computation and Language · Computer Science 2020-06-08 Nhan Cach Dang , María N. Moreno-García , Fernando De la Prieta