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Stock market price prediction is a significant interdisciplinary research domain that depends at the intersection of finance, statistics, and economics. Forecasting Accurately predicting stock prices has always been a focal point for…

人工智能 · 计算机科学 2026-01-19 Navin Chhibber , Sunil Khemka , Navneet Kumar Tyagi , Rohit Tewari , Bireswar Banerjee , Piyush Ranjan

Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…

信息检索 · 计算机科学 2024-11-05 Ali Elahi , Fatemeh Taghvaei

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

统计金融 · 定量金融 2024-11-12 Kaushal Attaluri , Mukesh Tripathi , Srinithi Reddy , Shivendra

Stock market volatility forecasting is a task relevant to assessing market risk. We investigate the interaction between news and prices for the one-day-ahead volatility prediction using state-of-the-art deep learning approaches. The…

统计金融 · 定量金融 2018-12-31 Marcelo Sardelich , Suresh Manandhar

We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…

综合金融 · 定量金融 2019-06-04 Jozef Barunik , Cathy Yi-Hsuan Chen , Jan Vecer

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…

机器学习 · 统计学 2021-12-30 Shan Zhong , David B. Hitchcock

This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random…

统计金融 · 定量金融 2023-06-23 David Noel

Predicting stock prices presents a challenging research problem due to the inherent volatility and non-linear nature of the stock market. In recent years, knowledge-enhanced stock price prediction methods have shown groundbreaking results…

统计金融 · 定量金融 2023-08-10 Liping Wang , Jiawei Li , Lifan Zhao , Zhizhuo Kou , Xiaohan Wang , Xinyi Zhu , Hao Wang , Yanyan Shen , Lei Chen

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

统计金融 · 定量金融 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

This paper will discuss how headline data can be used to predict stock prices. The stock price in question is the SPDR S&P 500 ETF Trust, also known as SPY that tracks the performance of the largest 500 publicly traded corporations in the…

统计金融 · 定量金融 2025-07-04 Ayaan Qayyum

This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to characterize each stock, and label stocks according to…

投资组合管理 · 定量金融 2018-08-09 XingYu Fu , JinHong Du , YiFeng Guo , MingWen Liu , Tao Dong , XiuWen Duan

Search engines perform the task of retrieving information related to the user-supplied query words. This task has two parts; one is finding "featured words" which describe an article best and the other is finding a match among these words…

神经与进化计算 · 计算机科学 2007-05-23 A. Das , M. Marko , A. Probst , M. A. Porter , C. Gershenson

Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…

计算与语言 · 计算机科学 2022-10-28 Qinkai Chen , Christian-Yann Robert

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…

统计金融 · 定量金融 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

Stock trend prediction plays a critical role in seeking maximized profit from stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of stock market. Exploding information…

社会与信息网络 · 计算机科学 2019-02-21 Ziniu Hu , Weiqing Liu , Jiang Bian , Xuanzhe Liu , Tie-Yan Liu

Satirical news detection is an important yet challenging task to prevent spread of misinformation. Many feature based and end-to-end neural nets based satirical news detection systems have been proposed and delivered promising results.…

计算与语言 · 计算机科学 2024-04-16 Yue Zhou , Yan Zhang , JingTao Yao

To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring sentiment-based network risk. The algorithm ranks companies…

风险管理 · 定量金融 2018-05-16 Thomas Forss , Peter Sarlin

This paper describes our work on developing a new business sentiment index using daily newspaper articles. We adopt a recurrent neural network (RNN) with Gated Recurrent Units to predict the business sentiment of a given text. An RNN is…

计算与语言 · 计算机科学 2020-03-09 Kazuhiro Seki , Yusuke Ikuta

Recently, due to the booming influence of online social networks, detecting fake news is drawing significant attention from both academic communities and general public. In this paper, we consider the existence of confounding variables in…

社会与信息网络 · 计算机科学 2020-02-04 Bo Ni , Zhichun Guo , Jianing Li , Meng Jiang

Stock market forecasting has been a challenging part for many analysts and researchers. Trend analysis, statistical techniques, and movement indicators have traditionally been used to predict stock price movements, but text extraction has…

统计金融 · 定量金融 2023-04-12 Faraz Sasani , Ramin Mousa , Ali Karkehabadi , Samin Dehbashi , Ali Mohammadi