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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 cryptocurrency price trends remains a major challenge due to the volatility and complexity of digital asset markets. Artificial intelligence (AI) has emerged as a powerful tool to address this problem. This study proposes a…

This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…

Statistical Finance · Quantitative Finance 2025-02-25 Meet Satishbhai Sonani , Atta Badii , Armin Moin

From customer feedback to social media, understanding human sentiment in text is central to how machines can interact meaningfully with people. However, despite notable progress, accurately capturing sentiment remains a challenging task,…

Information Retrieval · Computer Science 2026-03-24 Soudeep Ghoshal , Himanshu Buckchash , Sarita Paudel , Rubén Ruiz-Torrubiano

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

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

The use of transfer learning methods is largely responsible for the present breakthrough in Natural Learning Processing (NLP) tasks across multiple domains. In order to solve the problem of sentiment detection, we examined the performance…

Computation and Language · Computer Science 2023-07-05 Olumide Ebenezer Ojo , Hoang Thang Ta , Alexander Gelbukh , Hiram Calvo , Olaronke Oluwayemisi Adebanji , Grigori Sidorov

It is reported that financial news, especially financial events expressed in news, provide information to investors' long/short decisions and influence the movements of stock markets. Motivated by this, we leverage financial event streams…

Statistical Finance · Quantitative Finance 2020-10-30 Xianchao Wu

The main approaches to sentiment analysis are rule-based methods and ma-chine learning, in particular, deep neural network models with the Trans-former architecture, including BERT. The performance of neural network models in the tasks of…

Computation and Language · Computer Science 2021-11-22 Elena Razova , Sergey Vychegzhanin , Evgeny Kotelnikov

We propose SentiBERT, a variant of BERT that effectively captures compositional sentiment semantics. The model incorporates contextualized representation with binary constituency parse tree to capture semantic composition. Comprehensive…

Computation and Language · Computer Science 2020-05-22 Da Yin , Tao Meng , Kai-Wei Chang

Accurate forecasting of financial markets remains a long-standing challenge due to complex temporal and often latent dependencies, non-linear dynamics, and high volatility. Building on our earlier recurrent neural network framework, we…

Computational Engineering, Finance, and Science · Computer Science 2026-01-05 Shaswat Mohanty

This study performs BERT-based analysis, which is a representative contextualized language model, on corporate disclosure data to predict impending bankruptcies. Prior literature on bankruptcy prediction mainly focuses on developing more…

Computation and Language · Computer Science 2023-12-07 Alex Kim , Sangwon Yoon

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 crucial task in natural language processing (NLP) that enables the extraction of meaningful insights from textual data, particularly from dynamic platforms like Twitter and IMDB. This study explores a hybrid…

Computation and Language · Computer Science 2026-03-02 Aish Albladi , Md Kaosar Uddin , Minarul Islam , Cheryl Seals

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

Statistical Finance · Quantitative Finance 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

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

We explore how to crawl financial forum data such as stock bars and combine them with deep learning models for sentiment analysis. In this paper, we will use the BERT model to train against the financial corpus and predict the SZSE…

Computational Finance · Quantitative Finance 2022-05-11 Chenrui Zhang

The emergence and rapid progress of the Internet have brought ever-increasing impact on financial domain. How to rapidly and accurately mine the key information from the massive negative financial texts has become one of the key issues for…

Computation and Language · Computer Science 2020-01-16 Lingyun Zhao , Lin Li , Xinhao Zheng

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

The growth of machine-readable data in finance, such as alternative data, requires new modeling techniques that can handle non-stationary and non-parametric data. Due to the underlying causal dependence and the size and complexity of the…

Computational Finance · Quantitative Finance 2022-05-04 Nicole Koenigstein