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Related papers: Multimodal Stock Price Prediction

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Time series models, typically trained on numerical data, are designed to forecast future values. These models often rely on weighted averaging techniques over time intervals. However, real-world time series data is seldom isolated and is…

Computation and Language · Computer Science 2024-07-08 Litton Jose Kurisinkel , Pruthwik Mishra , Yue Zhang

Investment Analysis is a cornerstone of the Financial Services industry. The rapid integration of advanced machine learning techniques, particularly Large Language Models (LLMs), offers opportunities to enhance the equity rating process.…

Machine Learning · Computer Science 2024-11-05 Kassiani Papasotiriou , Srijan Sood , Shayleen Reynolds , Tucker Balch

In the era of rapid technological advancement, social media platforms such as Twitter (X) have emerged as indispensable tools for gathering consumer insights, capturing diverse opinions, and understanding public attitudes. This research…

Human-Computer Interaction · Computer Science 2025-10-23 S M Rakib Ul Karim , Rownak Ara Rasul , Tunazzina Sultana

Micro-blogging sources such as the Twitter social network provide valuable real-time data for market prediction models. Investors' opinions in this network follow the fluctuations of the stock markets and often include educated speculations…

In today's increasingly international economy, return and volatility spillover effects across international equity markets are major macroeconomic drivers of stock dynamics. Thus, information regarding foreign markets is one of the most…

Computational Finance · Quantitative Finance 2019-09-20 Sang Il Lee , Seong Joon Yoo

The marvel of markets lies in the fact that dispersed information is instantaneously processed and used to adjust the price of goods, services and assets. Financial markets are particularly efficient when it comes to processing information;…

Trading and Market Microstructure · Quantitative Finance 2018-07-19 Stefan Feuerriegel , Helmut Prendinger

Stock price prediction can be made more efficient by considering the price fluctuations and understanding the sentiments of people. A limited number of models understand financial jargon or have labelled datasets concerning stock price…

Statistical Finance · Quantitative Finance 2021-03-31 Mukul Jaggi , Priyanka Mandal , Shreya Narang , Usman Naseem , Matloob Khushi

Predicting stock prices presents challenges in financial forecasting. While traditional approaches such as ARIMA and RNNs are prevalent, recent developments in Large Language Models (LLMs) offer alternative methodologies. This paper…

Statistical Finance · Quantitative Finance 2026-03-23 Pei-Jun Liao , Hung-Shin Lee , Yao-Fei Cheng , Li-Wei Chen , Hung-yi Lee , Hsin-Min Wang

The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict…

Statistical Finance · Quantitative Finance 2020-01-13 Zineb Lanbouri , Saaid Achchab

Stock price prediction is challenging due to global economic instability, high volatility, and the complexity of financial markets. Hence, this study compared several machine learning algorithms for stock market prediction and further…

Machine Learning · Computer Science 2024-12-11 Akhila Mamillapalli , Bayode Ogunleye , Sonia Timoteo Inacio , Olamilekan Shobayo

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

Using machine learning and alternative data for the prediction of financial markets has been a popular topic in recent years. Many financial variables such as stock price, historical volatility and trade volume have already been through…

Computational Finance · Quantitative Finance 2020-09-18 Thomas Dierckx , Jesse Davis , Wim Schoutens

This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…

Statistical Finance · Quantitative Finance 2025-02-25 Meet Satishbhai Sonani , Atta Badii , Armin Moin

Financial news contains useful information on public companies and the market. In this paper we apply the popular word embedding methods and deep neural networks to leverage financial news to predict stock price movements in the market.…

Computational Engineering, Finance, and Science · Computer Science 2015-06-25 Yangtuo Peng , Hui Jiang

Traditional sentiment construction in finance relies heavily on the dictionary-based approach, with a few exceptions using simple machine learning techniques such as Naive Bayes classifier. While the current literature has not yet invoked…

Statistical Finance · Quantitative Finance 2022-07-08 Joshua Zoen Git Hiew , Xin Huang , Hao Mou , Duan Li , Qi Wu , Yabo Xu

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

The report presents with the development and optimisation of an enhanced algorithmic trading strategy through the use of historical S&P 500 market data and earnings call sentiment analysis. The proposed strategy integrates various technical…

Artificial Intelligence · Computer Science 2026-03-24 Owen Nyo Wei Yuan , Victor Tan Jia Xuan , Ong Jun Yao Fabian , Ryan Tan Jun Wei

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

The integration of Artificial Intelligence (AI) techniques, particularly large language models (LLMs), in finance has garnered increasing academic attention. Despite progress, existing studies predominantly focus on tasks like financial…

In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

Statistical Finance · Quantitative Finance 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima
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