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Financial news plays a crucial role in decision-making processes across the financial sector, yet the efficient processing of this information into a structured format remains challenging. This paper presents a novel approach to financial…

Computation and Language · Computer Science 2024-07-23 Rian Dolphin , Joe Dursun , Jonathan Chow , Jarrett Blankenship , Katie Adams , Quinton Pike

Despite the impressive performance of large language models (LLMs), they often lag behind specialized models in various tasks. LLMs only use a fraction of the existing training data for in-context learning, while task-specific models…

Computation and Language · Computer Science 2024-02-02 Giorgos Vernikos , Arthur Bražinskas , Jakub Adamek , Jonathan Mallinson , Aliaksei Severyn , Eric Malmi

Annual Reports of publicly listed companies contain vital information about their financial health which can help assess the potential impact on Stock price of the firm. These reports are comprehensive in nature, going up to, and sometimes…

Statistical Finance · Quantitative Finance 2023-09-07 Udit Gupta

Recent advancements in Large Language Models (LLMs) have the potential to transform financial analytics by integrating numerical and textual data. However, challenges such as insufficient context when fusing multimodal information and the…

Computational Finance · Quantitative Finance 2024-11-14 Hoyoung Lee , Youngsoo Choi , Yuhee Kwon

Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…

Statistical Finance · Quantitative Finance 2023-05-25 Harsimrat Kaeley , Ye Qiao , Nader Bagherzadeh

This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news…

Statistical Finance · Quantitative Finance 2017-07-25 Zeya Zhang , Weizheng Chen , Hongfei Yan

Implicit feedback, often used to build recommender systems, unavoidably confronts noise due to factors such as misclicks and position bias. Previous studies have attempted to alleviate this by identifying noisy samples based on their…

Information Retrieval · Computer Science 2024-09-17 Tianrui Song , Wenshuo Chao , Hao Liu

Despite considerable advances in automated fake news detection, due to the timely nature of news, it remains a critical open question how to effectively predict the veracity of news articles based on limited fact-checks. Existing approaches…

Computation and Language · Computer Science 2023-09-29 Jiaying Wu , Shen Li , Ailin Deng , Miao Xiong , Bryan Hooi

Large Language Models (LLMs) have recently been leveraged for asset pricing tasks and stock trading applications, enabling AI agents to generate investment decisions from unstructured financial data. However, most evaluations of LLM…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Weixian Waylon Li , Hyeonjun Kim , Mihai Cucuringu , Tiejun Ma

Stock price forecasting is an important issue for investors since extreme accuracy in forecasting can bring about high profits. Fuzzy Time Series (FTS) and Longest Common/Repeated Sub-sequence (LCS/LRS) are two important issues for…

Computational Engineering, Finance, and Science · Computer Science 2015-06-23 He-Wen Chen , Zih-Ci Wang , Shu-Yu Kuo , Yao-Hsin Chou

MarketSenseAI is a novel framework for holistic stock analysis which leverages Large Language Models (LLMs) to process financial news, historical prices, company fundamentals and the macroeconomic environment to support decision making in…

Computational Finance · Quantitative Finance 2025-10-06 George Fatouros , Kostas Metaxas , John Soldatos , Manos Karathanassis

Investors make investment decisions depending on several factors such as fundamental analysis, technical analysis, and quantitative analysis. Another factor on which investors can make investment decisions is through sentiment analysis of…

Computation and Language · Computer Science 2021-09-22 Saurabh Kamal , Sahil Sharma

Large language models (LLMs) effectively generate fluent text when the target output follows natural language patterns. However, structured prediction tasks confine the output format to a limited ontology, causing even very large models to…

Computation and Language · Computer Science 2023-10-19 Derek Chen , Celine Lee , Yunan Lu , Domenic Rosati , Zhou Yu

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

Computational Finance · Quantitative Finance 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

We consider the task of few-shot intent detection, which involves training a deep learning model to classify utterances based on their underlying intents using only a small amount of labeled data. The current approach to address this…

Computation and Language · Computer Science 2024-09-17 Haode Zhang , Haowen Liang , Liming Zhan , Albert Y. S. Lam , Xiao-Ming Wu

This paper introduces a methodology leveraging Large Language Models (LLMs) for sector-level portfolio allocation through systematic analysis of macroeconomic conditions and market sentiment. Our framework emphasizes top-down sector…

Computational Engineering, Finance, and Science · Computer Science 2025-04-11 Ryan Quek Wei Heng , Edoardo Vittori , Keane Ong , Rui Mao , Erik Cambria , Gianmarco Mengaldo

The impact of non-deterministic outputs from Large Language Models (LLMs) is not well examined for financial text understanding tasks. Through a compelling case study on investing in the US equity market via news sentiment analysis, we…

Trading and Market Microstructure · Quantitative Finance 2023-11-28 Boyang Yu

Retrained large language models (LLMs) have become extensively used across various sub-disciplines of natural language processing (NLP). In NLP, text classification problems have garnered considerable focus, but still faced with some…

Computation and Language · Computer Science 2023-12-05 Zhiqiang Wang , Yiran Pang , Yanbin Lin

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Rajneesh Chaudhary

Accurately predicting short-term stock price movement remains a challenging task due to the market's inherent volatility and sensitivity to investor sentiment. This paper discusses a deep learning framework that integrates emotion features…

Machine Learning · Computer Science 2025-10-07 An Vuong , Susan Gauch