English
Related papers

Related papers: SARF: Enhancing Stock Market Prediction with Senti…

200 papers

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

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

Predicting trends in stock market prices has been an area of interest for researchers for many years due to its complex and dynamic nature. Intrinsic volatility in stock market across the globe makes the task of prediction challenging.…

Machine Learning · Computer Science 2016-05-03 Luckyson Khaidem , Snehanshu Saha , Sudeepa Roy Dey

In this study, we integrate sentiment analysis within a financial framework by leveraging FinBERT, a fine-tuned BERT model specialized for financial text, to construct an advanced deep learning model based on Long Short-Term Memory (LSTM)…

Statistical Finance · Quantitative Finance 2025-06-12 Tingsong Jiang , Qingyun Zeng

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo

Random forest (RF) methodology is one of the most popular machine learning techniques for prediction problems. In this article, we discuss some cases where random forests may suffer and propose a novel generalized RF method, namely…

Machine Learning · Statistics 2019-04-24 Haozhe Zhang , Dan Nettleton , Zhengyuan Zhu

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

The fusion of public sentiment data in the form of text with stock price prediction is a topic of increasing interest within the financial community. However, the research literature seldom explores the application of investor sentiment in…

Portfolio Management · Quantitative Finance 2022-03-14 Mufhumudzi Muthivhi , Terence L. van Zyl

Financial sentiment analysis is crucial for understanding the influence of news on stock prices. Recently, large language models (LLMs) have been widely adopted for this purpose due to their advanced text analysis capabilities. However,…

Computation and Language · Computer Science 2025-06-24 Yixuan Liang , Yuncong Liu , Neng Wang , Hongyang Yang , Boyu Zhang , Christina Dan Wang

Stock market prediction presents considerable challenges for investors, financial institutions, and policymakers operating in complex market environments characterized by noise, non-stationarity, and behavioral dynamics. Traditional…

Machine Learning · Computer Science 2026-05-18 Mohammad Al Ridhawi , Mahtab Haj Ali , Hussein Al Osman

Financial market forecasting is one of the most attractive practical applications of sentiment analysis. In this paper, we investigate the potential of using sentiment \emph{attitudes} (positive vs negative) and also sentiment…

Computation and Language · Computer Science 2019-03-14 Andrius Mudinas , Dell Zhang , Mark Levene

Data mining methods have been widely applied in financial markets, with the purpose of providing suitable tools for prices forecasting and automatic trading. Particularly, learning methods aim to identify patterns in time series and, based…

Machine Learning · Statistics 2013-01-22 Marcelo S. Lauretto , Barbara B. C. Silva , Pablo M. Andrade

After the launch of ChatGPT v.4 there has been a global vivid discussion on the ability of this artificial intelligence powered platform and some other similar ones for the automatic production of all kinds of texts, including scientific…

Computation and Language · Computer Science 2024-04-16 Javier J. Sanchez-Medina

Application of machine learning for stock prediction is attracting a lot of attention in recent years. A large amount of research has been conducted in this area and multiple existing results have shown that machine learning methods could…

Statistical Finance · Quantitative Finance 2022-02-14 Yuxuan Huang , Luiz Fernando Capretz , Danny Ho

The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such…

Statistics Theory · Mathematics 2023-12-20 Jeffrey Näf , Corinne Emmenegger , Peter Bühlmann , Nicolai Meinshausen

In an era where financial markets are heavily influenced by many static and dynamic factors, it has become increasingly critical to carefully integrate diverse data sources with machine learning for accurate stock price prediction. This…

Statistical Finance · Quantitative Finance 2025-03-10 Furkan Karadaş , Bahaeddin Eravcı , Ahmet Murat Özbayoğlu

Classification is essential to the applications in the field of data mining, artificial intelligence, and fault detection. There exists a strong need in developing accurate, suitable, and efficient classification methods and algorithms with…

Artificial Intelligence · Computer Science 2024-03-19 Yingtao Ren , Xiaomin Zhu , Kaiyuan Bai , Runtong Zhang

In this paper, an improved method for VR user experience prediction is investigated by introducing a sparrow search algorithm and a random forest algorithm improved by an iterative local search-optimised sparrow search algorithm. The study…

Machine Learning · Computer Science 2024-06-26 Xirui Tang , Feiyang Li , Zinan Cao , Qixuan Yu , Yulu Gong

Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…

Machine Learning · Computer Science 2026-05-19 Ziyi Liu , Phuc Luong , Mario Boley , Daniel F. Schmidt

Random Forests (RF) is a popular machine learning method for classification and regression problems. It involves a bagging application to decision tree models. One of the primary advantages of the Random Forests model is the reduction in…

Machine Learning · Statistics 2022-07-06 Sai K Popuri
‹ Prev 1 2 3 10 Next ›