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Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

机器学习 · 计算机科学 2021-05-05 Roderick Karlemstrand , Ebba Leckström

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

机器学习 · 计算机科学 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

Recently, deep learning in stock prediction has become an important branch. Image-based methods show potential by capturing complex visual patterns and spatial correlations, offering advantages in interpretability over time series models.…

机器学习 · 计算机科学 2024-10-30 Zhiyuan Pei , Jianqi Yan , Jin Yan , Bailing Yang , Ziyuan Li , Lin Zhang , Xin Liu , Yang Zhang

We revisit the problem of predicting directional movements of stock prices based on news articles: here our algorithm uses daily articles from The Wall Street Journal to predict the closing stock prices on the same day. We propose a unified…

机器学习 · 计算机科学 2014-07-03 Felix Ming Fai Wong , Zhenming Liu , Mung Chiang

Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…

统计金融 · 定量金融 2023-05-25 Harsimrat Kaeley , Ye Qiao , Nader Bagherzadeh

Stock price movement prediction is a challenging and essential problem in finance. While it is well established in modern behavioral finance that the share prices of related stocks often move after the release of news via reactions and…

机器学习 · 计算机科学 2023-01-26 Luis Villamil , Ryan Bausback , Shaeke Salman , Ting L. Liu , Conrad Horn , Xiuwen Liu

The marvel of markets lies in the fact that dispersed information is instantaneously processed and used to adjust the price of goods, services and assets. Financial markets are particularly efficient when it comes to processing information;…

交易与市场微观结构 · 定量金融 2018-07-19 Stefan Feuerriegel , Helmut Prendinger

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

统计金融 · 定量金融 2024-02-13 Himanshu Gupta , Aditya Jaiswal

This work presents a Convolutional Neural Network (CNN) for the prediction of next-day stock fluctuations using company-specific news headlines. Experiments to evaluate model performance using various configurations of word-embeddings and…

计算与语言 · 计算机科学 2020-06-23 Jonathan Readshaw , Stefano Giani

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

机器学习 · 计算机科学 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

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…

计算与语言 · 计算机科学 2019-07-23 Dev Shah , Haruna Isah , Farhana Zulkernine

Stock prices move as piece-wise trending fluctuation rather than a purely random walk. Traditionally, the prediction of future stock movements is based on the historical trading record. Nowadays, with the development of social media, many…

机器学习 · 计算机科学 2022-10-13 Shwai He , Shi Gu

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…

统计金融 · 定量金融 2020-10-30 Xianchao Wu

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal…

统计金融 · 定量金融 2023-03-17 Shima Nabiee , Nader Bagherzadeh

Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…

统计金融 · 定量金融 2023-11-14 Md Sabbirul Haque , Md Shahedul Amin , Jonayet Miah , Duc Minh Cao , Ashiqul Haque Ahmed

As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on…

统计金融 · 定量金融 2014-06-04 Sercan Arik , Sukru Burc Eryilmaz , Adam Goldberg

With technological advancements and the exponential growth of data, we have been unfolding different capabilities of neural networks in different sectors. In this paper, I have tried to use a specific type of Neural Network known as…

神经与进化计算 · 计算机科学 2021-06-04 Kunal Bhardwaj

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…

统计金融 · 定量金融 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

To reject the Efficient Market Hypothesis a set of 5 technical indicators and 23 fundamental indicators was identified to establish the possibility of generating excess returns on the stock market. Leveraging these data points and various…

统计金融 · 定量金融 2021-03-17 Jaideep Singh , Matloob Khushi

The paper proposes a new asset pricing model -- the News Embedding UMAP Selection (NEUS) model, to explain and predict the stock returns based on the financial news. Using a combination of various machine learning algorithms, we first…

统计金融 · 定量金融 2021-06-15 Liao Zhu , Haoxuan Wu , Martin T. Wells