English
Related papers

Related papers: Learning Explainable Stock Predictions with Tweets…

200 papers

The Web is a vast virtual space where people can share their opinions, impacting all aspects of life and having implications for marketing and communication. The most up-to-date and comprehensive information can be found on social media…

Machine Learning · Computer Science 2023-02-15 Melvin Mokhtari , Ali Seraj , Niloufar Saeedi , Adel Karshenas

This paper addresses stock price movement prediction by leveraging LLM-based news sentiment analysis. Earlier works have largely focused on proposing and assessing sentiment analysis models and stock movement prediction methods, however,…

Statistical Finance · Quantitative Finance 2026-03-10 Walid Siala , Ahmed Khanfir , Mike Papadakis

In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

Machine Learning · Computer Science 2024-01-04 Kevin Taylor , Jerry Ng

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Machine Learning · Computer Science 2024-08-27 Sagar Srinivas Sakhinana , Geethan Sannidhi , Chidaksh Ravuru , Venkataramana Runkana

The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via…

Statistical Finance · Quantitative Finance 2020-09-23 Junni L. Zhang , Wolfgang Karl Härdle , Cathy Y. Chen , Elisabeth Bommes

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

Statistical Finance · Quantitative Finance 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan

Sentiment-based stock prediction systems aim to explore sentiment or event signals from online corpora and attempt to relate the signals to stock price variations. Both the feature-based and neural-networks-based approaches have delivered…

Computation and Language · Computer Science 2020-08-19 Yue Zhou , Kerstin Voigt

Mixture of Experts (MoE) is a popular framework for modeling heterogeneity in data for regression, classification, and clustering. For regression and cluster analyses of continuous data, MoE usually use normal experts following the Gaussian…

Methodology · Statistics 2017-01-26 Faicel Chamroukhi

This paper investigates whether large language models (LLMs) can improve cross-sectional momentum strategies by extracting predictive signals from firm-specific news. We combine daily U.S. equity returns for S&P 500 constituents with…

Portfolio Management · Quantitative Finance 2025-10-31 Nikolas Anic , Andrea Barbon , Ralf Seiz , Carlo Zarattini

In this study, a novel Distributed Representation of News (DRNews) model is developed and applied in deep learning-based stock market predictions. With the merit of integrating contextual information and cross-documental knowledge, the…

Computation and Language · Computer Science 2022-05-17 Ye Ma , Lu Zong , Peiwan Wang

The Efficient Market Hypothesis (EMH) highlights the essence of financial news in stock price movement. Financial news comes in the form of corporate announcements, news titles, and other forms of digital text. The generation of insights…

Machine Learning · Computer Science 2024-12-16 Abraham Atsiwo

As a prominent data modality task, time series forecasting plays a pivotal role in diverse applications. With the remarkable advancements in Large Language Models (LLMs), the adoption of LLMs as the foundational architecture for time series…

Machine Learning · Computer Science 2025-07-10 Yiwen Liu , Chenyu Zhang , Junjie Song , Siqi Chen , Sun Yin , Zihan Wang , Lingming Zeng , Yuji Cao , Junming Jiao

To advance argumentative stance prediction as a multimodal problem, the First Shared Task in Multimodal Argument Mining hosted stance prediction in crucial social topics of gun control and abortion. Our exploratory study attempts to…

Computation and Language · Computer Science 2023-10-12 Arushi Sharma , Abhibha Gupta , Maneesh Bilalpur

Sentiment analysis on social media data such as tweets and weibo has become a very important and challenging task. Due to the intrinsic properties of such data, tweets are short, noisy, and of divergent topics, and sentiment classification…

Computation and Language · Computer Science 2016-05-06 Minlie Huang , Yujie Cao , Chao Dong

Applications of deep learning in financial market prediction has attracted huge attention from investors and researchers. In particular, intra-day prediction at the minute scale, the dramatically fluctuating volume and stock prices within…

Statistical Finance · Quantitative Finance 2023-05-25 Yuze Lu , Hailong Zhang , Qiwen Guo

This paper will discuss how headline data can be used to predict stock prices. The stock price in question is the SPDR S&P 500 ETF Trust, also known as SPY that tracks the performance of the largest 500 publicly traded corporations in the…

Statistical Finance · Quantitative Finance 2025-07-04 Ayaan Qayyum

Recently, researchers have shown an increased interest in harnessing Twitter data for dynamic monitoring of traffic conditions. Bag-of-words representation is a common method in literature for tweet modeling and retrieving traffic…

Information Retrieval · Computer Science 2018-12-05 Sina Dabiri , Kevin Heaslip

Stock market forecasting is very important in the planning of business activities. Stock price prediction has attracted many researchers in multiple disciplines including computer science, statistics, economics, finance, and operations…

Computation and Language · Computer Science 2019-07-23 Dev Shah , Haruna Isah , Farhana Zulkernine

The diffusion of financial news into market prices is a complex process, making it challenging to evaluate the connections between news events and market movements. This paper introduces FININ (Financial Interconnected News Influence…

Computational Engineering, Finance, and Science · Computer Science 2024-10-15 Mengyu Wang , Shay B. Cohen , Tiejun Ma

Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…

Computation and Language · Computer Science 2022-10-28 Qinkai Chen , Christian-Yann Robert