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Related papers: FinTexTS: Financial Text-Paired Time-Series Datase…

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In this paper, we present our approaches for the FinSim 2020 shared task on "Learning Semantic Representations for the Financial Domain". The goal of this task is to classify financial terms into the most relevant hypernym (or top-level)…

Computation and Language · Computer Science 2020-07-23 Vishal Keswani , Sakshi Singh , Ashutosh Modi

Real-world financial decision-making is a challenging problem that requires reasoning over heterogeneous signals, including company fundamentals derived from regulatory filings and trading signals computed from price dynamics. Recently,…

Computational Engineering, Finance, and Science · Computer Science 2026-03-24 Yogesh Agrawal , Aniruddha Dutta , Md Mahadi Hasan , Santu Karmaker , Aritra Dutta

The task of stock earnings forecasting has received considerable attention due to the demand investors in real-world scenarios. However, compared with financial institutions, it is not easy for ordinary investors to mine factors and analyze…

Computation and Language · Computer Science 2024-03-06 Xiangyu Li , Xinjie Shen , Yawen Zeng , Xiaofen Xing , Jin Xu

Accurate and robust stock trend forecasting has been a crucial and challenging task, as stock price changes are influenced by multiple factors. Graph neural network-based methods have recently achieved remarkable success in this domain by…

Statistical Finance · Quantitative Finance 2024-10-11 Yingjie Niu , Lanxin Lu , Rian Dolphin , Valerio Poti , Ruihai Dong

Despite the growing attention to time series forecasting in recent years, many studies have proposed various solutions to address the challenges encountered in time series prediction, aiming to improve forecasting performance. However,…

Machine Learning · Computer Science 2025-06-12 Yanlong Wang , Jian Xu , Tiantian Gao , Hongkang Zhang , Shao-Lun Huang , Danny Dongning Sun , Xiao-Ping Zhang

Analyzing and finding anomalies in multi-dimensional datasets is a cumbersome but vital task across different domains. In the context of financial fraud detection, analysts must quickly identify suspicious activity among transactional data.…

Machine Learning · Computer Science 2024-10-29 Beatriz Feliciano , Rita Costa , Jean Alves , Javier Liébana , Diogo Duarte , Pedro Bizarro

Mining financial text documents and understanding the sentiments of individual investors, institutions and markets is an important and challenging problem in the literature. Current approaches to mine sentiments from financial texts largely…

Information Retrieval · Computer Science 2018-11-28 Srikumar Krishnamoorthy

Stock price prediction is challenging due to market volatility and its sensitivity to real-time events. While large language models (LLMs) offer new avenues for text-based forecasting, their application in finance is hindered by noisy news…

Artificial Intelligence · Computer Science 2025-12-03 He Wang , Wenyilin Xiao , Songqiao Han , Hailiang Huang

Time series forecasting occurs in a range of financial applications providing essential decision-making support to investors, regulatory institutions, and analysts. Unlike multivariate time series from other domains, stock time series…

Financial markets are a source of non-stationary multidimensional time series which has been drawing attention for decades. Each financial instrument has its specific changing-over-time properties, making its analysis a complex task. Hence,…

Machine Learning · Computer Science 2022-05-10 Artur Sokolovsky , Luca Arnaboldi , Jaume Bacardit , Thomas Gross

Traditional time series forecasting models mainly rely on historical numeric values to predict future outcomes.While these models have shown promising results, they often overlook the rich information available in other modalities, such as…

Machine Learning · Computer Science 2024-11-05 Ming-Chih Lo , Ching Chang , Wen-Chih Peng

Thematic investing, which aims to construct portfolios aligned with structural trends, remains a challenging endeavor due to overlapping sector boundaries and evolving market dynamics. A promising direction is to build semantic…

Portfolio Management · Quantitative Finance 2025-09-01 Hoyoung Lee , Wonbin Ahn , Suhwan Park , Jaehoon Lee , Minjae Kim , Sungdong Yoo , Taeyoon Lim , Woohyung Lim , Yongjae Lee

The stock market is inherently complex, with interdependent relationships among companies, sectors, and financial indicators. Traditional research has largely focused on time-series forecasting and single-company analysis, relying on…

Databases · Computer Science 2026-01-21 Cheonsol Lee , Youngsang Jeong , Jeongyeol Shin , Huiju Kim , Jidong Kim

Financial forecasting has been an important and active area of machine learning research because of the challenges it presents and the potential rewards that even minor improvements in prediction accuracy or forecasting may entail.…

Machine Learning · Computer Science 2022-01-07 Linyi Yang , Jiazheng Li , Ruihai Dong , Yue Zhang , Barry Smyth

While many advances in time series models focus exclusively on numerical data, research on multimodal time series, particularly those involving contextual textual information, remains in its infancy. With recent progress in large language…

Machine Learning · Computer Science 2026-03-10 Zihao Li , Xiao Lin , Zhining Liu , Jiaru Zou , Ziwei Wu , Lecheng Zheng , Dongqi Fu , Yada Zhu , Hendrik Hamann , Hanghang Tong , Jingrui He

Customers' reviews and comments are important for businesses to understand users' sentiment about the products and services. However, this data needs to be analyzed to assess the sentiment associated with topics/aspects to provide efficient…

Machine Learning · Computer Science 2022-05-17 Vasudeva Raju Sangaraju , Bharath Kumar Bolla , Deepak Kumar Nayak , Jyothsna Kh

Accurate interpretation of numerical data in financial reports is critical for markets and regulators. Although XBRL (eXtensible Business Reporting Language) provides a standard for tagging financial figures, mapping thousands of facts to…

This paper is a work in progress. We are looking for collaborators to provide us financial datasets in Equity/Futures market to conduct more bench-marking studies. The authors have papers employing similar methods applied on the Numerai…

Statistical Finance · Quantitative Finance 2023-04-19 Thomas Wong , Mauricio Barahona

Topic segmentation is important in understanding scientific documents since it can not only provide better readability but also facilitate downstream tasks such as information retrieval and question answering by creating appropriate…

Computation and Language · Computer Science 2023-01-06 Jeonghwan Lee , Jiyeong Han , Sunghoon Baek , Min Song

Recently, Large Language Models (LLMs) have attracted significant attention for their exceptional performance across a broad range of tasks, particularly in text analysis. However, the finance sector presents a distinct challenge due to its…

Computation and Language · Computer Science 2024-06-18 Meiyun Wang , Kiyoshi Izumi , Hiroki Sakaji
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