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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

Financial markets are an intriguing place that offer investors the potential to gain large profits if timed correctly. Unfortunately, the dynamic, non-linear nature of financial markets makes it extremely hard to predict future price…

Machine Learning · Computer Science 2023-05-09 Daniel Boyle , Jugal Kalita

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 increasing influence of unstructured external information, such as news articles, on stock prices has attracted growing attention in financial markets. Despite recent advances, most existing newsbased forecasting models represent all…

Computational Engineering, Finance, and Science · Computer Science 2025-10-28 Jinwoong Kim , Sangjin Park

The fusion of public sentiment data in the form of text with stock price prediction is a topic of increasing interest within the financial community. However, the research literature seldom explores the application of investor sentiment in…

Portfolio Management · Quantitative Finance 2022-03-14 Mufhumudzi Muthivhi , Terence L. van Zyl

Financial market prediction is a challenging application of machine learning, where even small improvements in directional accuracy can yield substantial value. Most models struggle to exceed 55--57\% accuracy due to high noise,…

Machine Learning · Computer Science 2025-12-19 Abraham Itzhak Weinberg

Sentiment analysis, an increasingly vital field in both academia and industry, plays a pivotal role in machine learning applications, particularly on social media platforms like Reddit. However, the efficacy of sentiment analysis models is…

Computation and Language · Computer Science 2024-05-29 Xiaoxia Zhang , Xiuyuan Qi , Zixin Teng

This paper discusses how to crawl the data of financial forums such as stock bar, and conduct emotional analysis combined with the in-depth learning model. This paper will use the Bert model to train the financial corpus and predict the…

Statistical Finance · Quantitative Finance 2022-05-16 Chenrui Zhang

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

The primary objective of this work is to develop a Neural Network based on LSTM to predict stock market movements using tweets. Word embeddings, used in the LSTM network, are initialised using Stanford's GloVe embeddings, pretrained…

Artificial Intelligence · Computer Science 2021-01-25 Kavyashree Ranawat , Stefano Giani

This article improves the Transformer model based on swarm intelligence optimization algorithm, aiming to predict the emotions of employment related text content on American social media. Through text preprocessing, feature extraction, and…

Computation and Language · Computer Science 2024-10-16 Feiyang Wang , Qiaozhi Bao , Zixuan Wang , Yanlin Chen

Sentiment analysis can provide a suitable lead for the tools used in software engineering along with the API recommendation systems and relevant libraries to be used. In this context, the existing tools like SentiCR, SentiStrength-SE, etc.…

Computer Vision and Pattern Recognition · Computer Science 2021-12-14 Himanshu Batra , Narinder Singh Punn , Sanjay Kumar Sonbhadra , Sonali Agarwal

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

Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…

Statistical Finance · Quantitative Finance 2020-12-14 Justina Deveikyte , Helyette Geman , Carlo Piccari , Alessandro Provetti

The investment on the stock market is prone to be affected by the Internet. For the purpose of improving the prediction accuracy, we propose a multi-task stock prediction model that not only considers the stock correlations but also…

Machine Learning · Computer Science 2018-05-22 Jieyun Huang , Yunjia Zhang , Jialai Zhang , Xi Zhang

We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…

Computational Finance · Quantitative Finance 2021-10-25 Douglas Castilho , Tharsis T. P. Souza , Soong Moon Kang , João Gama , André C. P. L. F. de Carvalho

This study proposes a novel portfolio optimization framework that integrates statistical social network analysis with time series forecasting and risk management. Using daily stock data from the S&P 500 (2020-2024), we construct dependency…

Portfolio Management · Quantitative Finance 2025-07-29 Zihan Lin , Haojie Liu , Randall R. Rojas

Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation…

Efficient Market Hypothesis is the popular theory about stock prediction. With its failure much research has been carried in the area of prediction of stocks. This project is about taking non quantifiable data such as financial news…

Computation and Language · Computer Science 2016-07-08 Joshi Kalyani , Prof. H. N. Bharathi , Prof. Rao Jyothi

Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…

Social and Information Networks · Computer Science 2018-01-03 Xi Zhang , Yunjia Zhang , Senzhang Wang , Yuntao Yao , Binxing Fang , Philip S. Yu