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Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

Machine Learning · Computer Science 2025-11-17 Nguyen Kim Hai Bui , Nguyen Duy Chien , Péter Kovács , Gergő Bognár

This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…

Computational Engineering, Finance, and Science · Computer Science 2024-12-31 Kamil Ł. Szydłowski , Jarosław A. Chudziak

This study investigates how social media sentiment derived from Reddit comments can be used to enhance investment decisions in a way that offers higher returns with lower risk. Using BERTweet we analyzed over 2 million Reddit comments from…

Social and Information Networks · Computer Science 2025-08-05 Gatik Goyal , Sharvil Phadke , Arnav Sharma , Huifang Qin

The objective of Aspect Based Sentiment Analysis is to capture the sentiment of reviewers associated with different aspects. However, complexity of the review sentences, presence of double negation and specific usage of words found in…

Computation and Language · Computer Science 2022-02-15 Abir Chakraborty

We summarized both common and novel predictive models used for stock price prediction and combined them with technical indices, fundamental characteristics and text-based sentiment data to predict S&P stock prices. A 66.18% accuracy in S&P…

Machine Learning · Statistics 2021-12-30 Shan Zhong , David B. Hitchcock

With the increasing volume of high-frequency data in the information age, both challenges and opportunities arise in the prediction of stock volatility. On one hand, the outcome of prediction using tradition method combining stock technical…

Statistical Finance · Quantitative Finance 2023-09-29 Wenting Liu , Zhaozhong Gui , Guilin Jiang , Lihua Tang , Lichun Zhou , Wan Leng , Xulong Zhang , Yujiang Liu

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Applications · Statistics 2025-01-14 Xinyuan Song

In the post-pandemic era, the hotel industry plays a crucial role in economic recovery, with consumer sentiment increasingly influencing market trends. This study utilizes advanced natural language processing (NLP) and the BERT model to…

Computers and Society · Computer Science 2024-12-24 Ruochun Zhao , Yue Hao , Xuechen Li

This study introduces novel methods for sentiment and opinion classification of tweets to support the New Product Development (NPD) process. Two popular word embedding techniques, Word2Vec and BERT, were evaluated as inputs for classic…

Computation and Language · Computer Science 2023-04-18 Princessa Cintaqia , Matheus Inoue

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

Statistical Finance · Quantitative Finance 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

The intricate behavior patterns of financial markets are influenced by fundamental, technical, and psychological factors. During times of high volatility and regime shifts causes many traditional strategies like trend-following or…

Computational Finance · Quantitative Finance 2026-01-28 Varun Narayan Kannan Pillai , Akshay Ajith , Sumesh K J

This paper proposes an innovative Transformer model, Single-directional representative from Transformer (SERT), for US large capital stock pricing. It also innovatively applies the pre-trained Transformer models under the stock pricing and…

Computational Finance · Quantitative Finance 2025-05-07 Shanyan Lai

The paper benchmarks several Transformer models [4], to show how these models can judge sentiment from a news event. This signal can then be used for downstream modelling and signal identification for commodity trading. We find that…

Statistical Finance · Quantitative Finance 2024-05-24 Edward Sharkey , Philip Treleaven

This article applies natural language processing (NLP) to extract and quantify textual information to predict stock performance. Using an extensive dataset of Chinese analyst reports and employing a customized BERT deep learning model for…

Computation and Language · Computer Science 2025-03-19 Rui Liu , Jiayou Liang , Haolong Chen , Yujia Hu

Emotion dynamics modeling is a significant task in emotion recognition in conversation. It aims to predict conversational emotions when building empathetic dialogue systems. Existing studies mainly develop models based on Recurrent Neural…

Artificial Intelligence · Computer Science 2021-04-22 Haiqin Yang , Jianping Shen

Stock price prediction can be made more efficient by considering the price fluctuations and understanding the sentiments of people. A limited number of models understand financial jargon or have labelled datasets concerning stock price…

Statistical Finance · Quantitative Finance 2021-03-31 Mukul Jaggi , Priyanka Mandal , Shreya Narang , Usman Naseem , Matloob Khushi

The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…

Statistical Finance · Quantitative Finance 2023-09-14 Luke Sanborn , Matthew Sahagun

In traditional quantitative trading practice, navigating the complicated and dynamic financial market presents a persistent challenge. Fully capturing various market variables, including long-term information, as well as essential signals…

Mathematical Finance · Quantitative Finance 2026-02-24 Zhaofeng Zhang , Banghao Chen , Shengxin Zhu , Nicolas Langrené

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
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