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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

Predicting stock price movements during Earnings Announcements (EAs) is a significant challenge due to market noise and high-impact price discontinuities. In this study, we evaluate whether pre-announcement news sentiment, firm…

Machine Learning · Computer Science 2026-05-26 Manuel Noseda , Nathan Soldati , Marco Paina

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

Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…

Statistical Finance · Quantitative Finance 2023-09-04 Ali Asgarov

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

Statistical Finance · Quantitative Finance 2021-09-07 Sidra Mehtab , Jaydip Sen

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

Machine Learning · Computer Science 2021-05-05 Roderick Karlemstrand , Ebba Leckström

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

There has been growing interest in applying NLP techniques in the financial domain, however, resources are extremely limited. This paper introduces StockEmotions, a new dataset for detecting emotions in the stock market that consists of…

Computation and Language · Computer Science 2023-11-29 Jean Lee , Hoyoul Luis Youn , Josiah Poon , Soyeon Caren Han

Traditionally, traders and quantitative analysts address alpha decay by manually crafting formulaic alphas, mathematical expressions that identify patterns or signals in financial data, through domain expertise and trial-and-error. This…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Qizhao Chen , Hiroaki Kawashima

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

Machine Learning · Computer Science 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

Statistical Finance · Quantitative Finance 2024-11-12 Kaushal Attaluri , Mukesh Tripathi , Srinithi Reddy , Shivendra

One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…

Statistical Finance · Quantitative Finance 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…

Information Retrieval · Computer Science 2024-11-05 Ali Elahi , Fatemeh Taghvaei

Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

Information Retrieval · Computer Science 2016-10-31 Venkata Sasank Pagolu , Kamal Nayan Reddy Challa , Ganapati Panda , Babita Majhi

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…

Statistical Finance · Quantitative Finance 2022-11-15 Shayan Halder

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Rajneesh Chaudhary

In this paper, we present an experiment on using deep learning and transfer learning techniques for emotion analysis in tweets and suggest a method to interpret our deep learning models. The proposed approach for emotion analysis combines a…

Computation and Language · Computer Science 2020-12-14 Yasas Senarath , Uthayasanker Thayasivam

Studies conducted on financial market prediction lack a comprehensive feature set that can carry a broad range of contributing factors; therefore, leading to imprecise results. Furthermore, while cooperating with the most recent innovations…

Computational Engineering, Finance, and Science · Computer Science 2024-05-17 Amirhossein Aminimehr , Amin Aminimehr , Hamid Moradi Kamali , Sauleh Eetemadi , Saeid Hoseinzade

The stock market's ascent typically mirrors the flourishing state of the economy, whereas its decline is often an indicator of an economic downturn. Therefore, for a long time, significant correlation elements for predicting trends in…

Machine Learning · Computer Science 2024-11-12 Wenjun Gu , Yihao Zhong , Shizun Li , Changsong Wei , Liting Dong , Zhuoyue Wang , Chao Yan

This paper investigates the potential improvement of the GPT-4 Language Learning Model (LLM) in comparison to BERT for modeling same-day daily stock price movements of Apple and Tesla in 2017, based on sentiment analysis of microblogging…

Statistical Finance · Quantitative Finance 2023-09-01 Rick Steinert , Saskia Altmann
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