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Forecasting crude oil prices remains challenging because market-relevant information is embedded in large volumes of unstructured news and is not fully captured by traditional polarity-based sentiment measures. This paper examines whether…

Statistical Finance · Quantitative Finance 2026-03-18 Dehao Dai , Ding Ma , Dou Liu , Kerui Geng , Yiqing Wang

The setup considered in the paper consists of sensors in a Networked Control System that are used to build a digital twin (DT) model of the system dynamics. The focus is on control, scheduling, and resource allocation for sensory…

Signal Processing · Electrical Eng. & Systems 2023-11-28 Van-Phuc Bui , Shashi Raj Pandey , Pedro M. de Sant Ana , Petar Popovski

Accurately predicting short-term stock price movement remains a challenging task due to the market's inherent volatility and sensitivity to investor sentiment. This paper discusses a deep learning framework that integrates emotion features…

Machine Learning · Computer Science 2025-10-07 An Vuong , Susan Gauch

Sentiment analysis is a very important natural language processing activity in which one identifies the polarity of a text, whether it conveys positive, negative, or neutral sentiment. Along with the growth of social media and the Internet,…

Computation and Language · Computer Science 2025-09-30 Meysam Shirdel Bilehsavar , Negin Mahmoudi , Mohammad Jalili Torkamani , Kiana Kiashemshaki

The sentiment analysis task in Tamil-English code-mixed texts has been explored using advanced transformer-based models. Challenges from grammatical inconsistencies, orthographic variations, and phonetic ambiguities have been addressed. The…

Computation and Language · Computer Science 2025-04-01 Mikhail Krasitskii , Olga Kolesnikova , Liliana Chanona Hernandez , Grigori Sidorov , Alexander Gelbukh

We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders. Based on the ABIDES limit order book simulator, we build a…

Trading and Market Microstructure · Quantitative Finance 2023-09-27 Peer Nagy , Jan-Peter Calliess , Stefan Zohren

Machine translation is a natural candidate problem for reinforcement learning from human feedback: users provide quick, dirty ratings on candidate translations to guide a system to improve. Yet, current neural machine translation training…

Computation and Language · Computer Science 2017-11-15 Khanh Nguyen , Hal Daumé , Jordan Boyd-Graber

Empirical game-theoretic analysis (EGTA) has recently been applied successfully to analyze the behavior of large numbers of competing traders in a continuous double auction market. Multiagent simulation methods like EGTA are useful for…

Artificial Intelligence · Computer Science 2016-04-25 Mason Wright

For a long time predicting, studying and analyzing financial indices has been of major interest for the financial community. Recently, there has been a growing interest in the Deep-Learning community to make use of reinforcement learning…

Statistical Finance · Quantitative Finance 2022-09-27 Jatin Nainani , Nirman Taterh , Md Ausaf Rashid , Ankit Khivasara

Deep reinforcement learning (DRL) has revolutionized quantitative trading (Q-trading) by achieving decent performance without significant human expert knowledge. Despite its achievements, we observe that the current state-of-the-art DRL…

Computational Engineering, Finance, and Science · Computer Science 2025-02-07 Zhiming Li , Junzhe Jiang , Yushi Cao , Aixin Cui , Bozhi Wu , Bo Li , Yang Liu , Danny Dongning Sun

Financial trading aims to build profitable strategies to make wise investment decisions in the financial market. It has attracted interests in the machine learning community for a long time. This paper proposes to trade financial assets…

Trading and Market Microstructure · Quantitative Finance 2021-09-14 Lin Li

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

The collaboration between quantum computing and classical machine learning offers potential advantages in natural language processing, particularly in the sentiment analysis of human emotions and opinions expressed in large-scale datasets.…

Computation and Language · Computer Science 2023-10-18 Abu Kaisar Mohammad Masum , Anshul Maurya , Dhruthi Sridhar Murthy , Pratibha , Naveed Mahmud

In recent years, large language models have made significant advancements in the field of natural language processing, yet there are still inadequacies in specific domain knowledge and applications. This paper Proposes MaintAGT, a…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Hongliang He , Jinfeng Huang , Qi Li , Xu Wang , Feibin Zhang , Kangding Yang , Li Meng , Fulei Chu

This paper discusses the methods that we used for our submissions to the WMT 2023 Terminology Shared Task for German-to-English (DE-EN), English-to-Czech (EN-CS), and Chinese-to-English (ZH-EN) language pairs. The task aims to advance…

Computation and Language · Computer Science 2025-03-04 Yasmin Moslem , Gianfranco Romani , Mahdi Molaei , Rejwanul Haque , John D. Kelleher , Andy Way

Machine learning techniques applied to the problem of financial market forecasting struggle with dynamic regime switching, or underlying correlation and covariance shifts in true (hidden) market variables. Drawing inspiration from the…

Computational Finance · Quantitative Finance 2024-06-25 Raeid Saqur

We explore unconstrained natural language feedback as a learning signal for artificial agents. Humans use rich and varied language to teach, yet most prior work on interactive learning from language assumes a particular form of input (e.g.,…

Artificial Intelligence · Computer Science 2021-07-06 Theodore R. Sumers , Mark K. Ho , Robert D. Hawkins , Karthik Narasimhan , Thomas L. Griffiths

Neural Machine Translation (NMT) has become a significant technology in natural language processing through extensive research and development. However, the deficiency of high-quality bilingual language pair data still poses a major…

Computation and Language · Computer Science 2024-01-17 Soon-Jae Hwang , Chang-Sung Jeong

Bond markets respond differently to macroeconomic news compared to equity markets, yet most sentiment models are trained primarily on general financial or equity news data. However, bond prices often move in the opposite direction to…

Computational Finance · Quantitative Finance 2026-03-24 Toby Barter , Zheng Gao , Eva Christodoulaki , Jing Chen , John Cartlidge

In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…

Portfolio Management · Quantitative Finance 2019-09-23 Angelos Filos
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