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In the rapidly evolving field of financial sentiment analysis, the efficiency and accuracy of predictive models are critical due to their significant impact on financial markets. Transformer based models like BERT and large language models…

Computation and Language · Computer Science 2024-10-01 Graison Jos Thomas

Financial tasks are pivotal to global economic stability; however, their execution faces challenges including labor intensive processes, low error tolerance, data fragmentation, and tool limitations. Although large language models (LLMs)…

Artificial Intelligence · Computer Science 2025-05-21 Junzhe Jiang , Chang Yang , Aixin Cui , Sihan Jin , Ruiyu Wang , Bo Li , Xiao Huang , Dongning Sun , Xinrun Wang

The LASSO-Clip-EN (LCEN) algorithm was previously introduced for nonlinear, interpretable feature selection and machine learning. However, its design and use was limited to regression tasks. In this work, we create a modified version of the…

Machine Learning · Computer Science 2026-04-24 Pedro Seber , Richard D. Braatz

Emotion prediction is a key emerging research area that focuses on identifying and forecasting the emotional state of a human from multiple modalities. Among other data sources, physiological data can serve as an indicator for emotions with…

Machine Learning · Computer Science 2022-01-19 Maryam Khalid , Emily Willis

Financial technology (FinTech) has drawn much attention among investors and companies. While conventional stock analysis in FinTech targets at predicting stock prices, less effort is made for profitable stock recommendation. Besides, in…

Machine Learning · Computer Science 2021-06-21 Yi-Ling Hsu , Yu-Che Tsai , Cheng-Te Li

This study integrates real-time sentiment analysis from financial news, GPT-2 and FinBERT, with technical indicators and time-series models like ARIMA and ETS to optimize S&P 500 trading strategies. By merging sentiment data with momentum…

Computational Finance · Quantitative Finance 2025-07-15 Haojie Liu , Zihan Lin , Randall R. Rojas

Causality detection draws plenty of attention in the field of Natural Language Processing and linguistics research. It has essential applications in information retrieval, event prediction, question answering, financial analysis, and market…

Computation and Language · Computer Science 2021-11-02 Gunjan Haldar , Aman Mittal , Pradyumna Gupta

Sentiment signals derived from sparse news are commonly used in financial analysis and technology monitoring, yet transforming raw article-level observations into reliable temporal series remains a largely unsolved engineering problem.…

Machine Learning · Computer Science 2026-03-26 Stefania Stan , Marzio Lunghi , Vito Vargetto , Claudio Ricci , Rolands Repetto , Brayden Leo , Shao-Hong Gan

Finance is a particularly difficult playground for deep reinforcement learning. However, establishing high-quality market environments and benchmarks for financial reinforcement learning is challenging due to three major factors, namely,…

Trading and Market Microstructure · Quantitative Finance 2022-11-08 Xiao-Yang Liu , Ziyi Xia , Jingyang Rui , Jiechao Gao , Hongyang Yang , Ming Zhu , Christina Dan Wang , Zhaoran Wang , Jian Guo

This study explores the comparative performance of cutting-edge AI models, i.e., Finaance Bidirectional Encoder representations from Transsformers (FinBERT), Generatice Pre-trained Transformer GPT-4, and Logistic Regression, for sentiment…

Machine Learning · Computer Science 2024-12-11 Olamilekan Shobayo , Sidikat Adeyemi-Longe , Olusogo Popoola , Bayode Ogunleye

This paper presents FDNet: a Focal Decomposed Network for efficient, robust and practical time series forecasting. We break away from conventional deep time series forecasting formulas which obtain prediction results from universal feature…

Machine Learning · Computer Science 2023-06-21 Li Shen , Yuning Wei , Yangzhu Wang , Huaxin Qiu

Financial time-series forecasting is critical for maintaining economic stability, guiding informed policymaking, and promoting sustainable investment practices. However, it remains challenging due to various underlying pattern shifts. These…

Machine Learning · Computer Science 2025-08-28 Zhuohang Zhu , Haodong Chen , Qiang Qu , Vera Chung

Stock market and cryptocurrency forecasting is very important to investors as they aspire to achieve even the slightest improvement to their buy or hold strategies so that they may increase profitability. However, obtaining accurate and…

Machine Learning · Computer Science 2024-10-15 Hakan Pabuccu , Adrian Barbu

Fake news has altered society in negative ways in politics and culture. It has adversely affected both online social network systems as well as offline communities and conversations. Using automatic machine learning classification models is…

Computation and Language · Computer Science 2020-03-13 Kai Nakamura , Sharon Levy , William Yang Wang

Automatic identification of cause-effect spans in financial documents is important for causality modelling and understanding reasons that lead to financial events. To exploit the observation that words are more connected to other words with…

Computation and Language · Computer Science 2021-10-08 Fiona Anting Tan , See-Kiong Ng

Existing benchmarks for fake news detection have significantly contributed to the advancement of models in assessing the authenticity of news content. However, these benchmarks typically focus solely on news pertaining to a single semantic…

Computation and Language · Computer Science 2024-10-16 Ziyi Zhou , Xiaoming Zhang , Litian Zhang , Jiacheng Liu , Senzhang Wang , Zheng Liu , Xi Zhang , Chaozhuo Li , Philip S. Yu

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

Financial bond yield forecasting is challenging due to data scarcity, nonlinear macroeconomic dependencies, and evolving market conditions. In this paper, we propose a novel framework that leverages Causal Generative Adversarial Networks…

Computational Finance · Quantitative Finance 2026-04-27 Jaskaran Singh Walia , Aarush Sinha , Naman Saraswat , Srinitish Srinivasan , Srihari Unnikrishnan

Road traffic forecasting plays a critical role in smart city initiatives and has experienced significant advancements thanks to the power of deep learning in capturing non-linear patterns of traffic data. However, the promising results…

Machine Learning · Computer Science 2023-10-31 Xu Liu , Yutong Xia , Yuxuan Liang , Junfeng Hu , Yiwei Wang , Lei Bai , Chao Huang , Zhenguang Liu , Bryan Hooi , Roger Zimmermann

Macroeconomic variables are known to significantly impact equity markets, but their predictive power for price fluctuations has been underexplored due to challenges such as infrequency and variability in timing of announcements, changing…

General Finance · Quantitative Finance 2025-03-26 Martina Halousková , Štefan Lyócsa