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Inflation is one of the most important economic indicators closely watched by both public institutions and private agents. This study compares the performance of a traditional econometric model, Mixed Data Sampling regression, with one of…

Econometrics · Economics 2024-07-12 Adam Bahelka , Harmen de Weerd

This research proposes a cutting-edge ensemble deep learning framework for stock price prediction by combining three advanced neural network architectures: The particular areas of interest for the research include but are not limited to:…

Computational Finance · Quantitative Finance 2025-03-31 Anindya Sarkar , G. Vadivu

Sentiment analysis plays a crucial role in various domains, such as business intelligence and financial forecasting. Large language models (LLMs) have become a popular paradigm for sentiment analysis, leveraging multi-task learning to…

Computation and Language · Computer Science 2025-06-30 Hongcheng Ding , Xuanze Zhao , Ruiting Deng , Shamsul Nahar Abdullah , Deshinta Arrova Dewi , Zixiao Jiang

Traditional sentence embedding methods employ token-level contrastive learning on non-generative pre-trained models. Recently, there have emerged embedding methods based on generative large language models (LLMs). These methods either rely…

Computation and Language · Computer Science 2026-01-09 Ziyang Chen , Zhenxuan Huang , Yile Wang , Weiqin Wang , Lu Yin , Hui Huang

Stock market prediction is a long-standing challenge in finance, as accurate forecasts support informed investment decisions. Traditional models rely mainly on historical prices, but recent work shows that financial news can provide useful…

Machine Learning · Computer Science 2025-12-10 Nader Sadek , Mirette Moawad , Christina Naguib , Mariam Elzahaby

We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

Portfolio Management · Quantitative Finance 2024-11-22 Wee Ling Tan , Stephen Roberts , Stefan Zohren

The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…

Machine Learning · Computer Science 2025-07-08 Amitabh Chakravorty , Nelly Elsayed

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

Statistical Finance · Quantitative Finance 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

Recent studies in big data analytics and natural language processing develop automatic techniques in analyzing sentiment in the social media information. In addition, the growing user base of social media and the high volume of posts also…

Computation and Language · Computer Science 2021-10-19 Xin Huang , Wenbin Zhang , Xuejiao Tang , Mingli Zhang , Jayachander Surbiryala , Vasileios Iosifidis , Zhen Liu , Ji Zhang

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Quantifying uncertainty in Large Language Models (LLMs) is essential for mitigating hallucinations and enabling risk-aware deployment in safety-critical tasks. However, estimating Epistemic Uncertainty(EU) via Deep Ensembles is…

Machine Learning · Computer Science 2026-02-03 Seonghyeon Park , Jewon Yeom , Jaewon Sok , Jeongjae Park , Heejun Kim , Taesup Kim

This study explores the use of large language models (LLMs) to predict emotion intensity in Polish political texts, a resource-poor language context. The research compares the performance of several LLMs against a supervised model trained…

Computation and Language · Computer Science 2024-07-18 Hubert Plisiecki , Piotr Koc , Maria Flakus , Artur Pokropek

Most current word prediction systems make use of n-gram language models (LM) to estimate the probability of the following word in a phrase. In the past years there have been many attempts to enrich such language models with further…

Computation and Language · Computer Science 2008-01-31 Tonio Wandmacher , Jean-Yves Antoine

Model selection is a critical step in time series forecasting, traditionally requiring extensive performance evaluations across various datasets. Meta-learning approaches aim to automate this process, but they typically depend on…

Machine Learning · Computer Science 2025-04-04 Wang Wei , Tiankai Yang , Hongjie Chen , Ryan A. Rossi , Yue Zhao , Franck Dernoncourt , Hoda Eldardiry

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

Large language models (LLMs) rely on pretraining on massive and heterogeneous corpora, where training data composition has a decisive impact on training efficiency and downstream generalization under realistic compute and data budget…

Computation and Language · Computer Science 2026-04-21 Zhuo Chen , Yuxuan Miao , Supryadi , Deyi Xiong

Accurate load forecasting is crucial for maintaining the power balance between generators and consumers,particularly with the increasing integration of renewable energy sources, which introduce significant intermittent volatility. With the…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Mingyang Gao , Suyang Zhou , Wei Gu , Zhi Wu , Haiquan Liu , Aihua Zhou

Text-based financial networks are increasingly used to study cross-stock return predictability. A common approach constructs links from similarities in firms' disclosure embeddings, but such networks often contain spurious edges because…

Portfolio Management · Quantitative Finance 2026-04-28 Yikuan Huang , Zheqi Fan , Kaiqi Hu , Yifan Ye

We present a novel approach to learn representations for sentence-level semantic similarity using conversational data. Our method trains an unsupervised model to predict conversational input-response pairs. The resulting sentence embeddings…

Computation and Language · Computer Science 2018-04-23 Yinfei Yang , Steve Yuan , Daniel Cer , Sheng-yi Kong , Noah Constant , Petr Pilar , Heming Ge , Yun-Hsuan Sung , Brian Strope , Ray Kurzweil

This paper discusses how to crawl the data of financial forums such as stock bar, and conduct emotional analysis combined with the in-depth learning model. This paper will use the Bert model to train the financial corpus and predict the…

Statistical Finance · Quantitative Finance 2022-05-16 Chenrui Zhang