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In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

统计金融 · 定量金融 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima

Vision-language models(VLMs) are increasingly applied to visual stock price forecasting, yet existing benchmarks inadequately evaluate their understanding of stock price in candlestick charts. First, prior studies fail to isolate VLMs'…

机器学习 · 计算机科学 2026-04-15 Kaiqi Hu , Linda Xiao , Shiyue Xu , Ziyi Tang , Mingwen Liu

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

人工智能 · 计算机科学 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

统计金融 · 定量金融 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Stock trend forecasting, which forecasts stock prices' future trends, plays an essential role in investment. The stocks in a market can share information so that their stock prices are highly correlated. Several methods were recently…

统计金融 · 定量金融 2022-01-21 Wentao Xu , Weiqing Liu , Lewen Wang , Yingce Xia , Jiang Bian , Jian Yin , Tie-Yan Liu

This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news…

统计金融 · 定量金融 2017-07-25 Zeya Zhang , Weizheng Chen , Hongfei Yan

The stock market has been a popular topic of interest in the recent past. The growth in the inflation rate has compelled people to invest in the stock and commodity markets and other areas rather than saving. Further, the ability of Deep…

统计金融 · 定量金融 2021-07-21 Priyank Sonkiya , Vikas Bajpai , Anukriti Bansal

Stock market forecasting is a classic problem that has been thoroughly investigated using machine learning and artificial neural network based tools and techniques. Interesting aspects of this problem include its time reliance as well as…

统计金融 · 定量金融 2023-02-20 Raihan Tanvir , Md Tanvir Rouf Shawon , Md. Golam Rabiul Alam

Stock price prediction is a challenging problem in the field of finance and receives widespread attention. In recent years, with the rapid development of technologies such as deep learning and graph neural networks, more research methods…

统计金融 · 定量金融 2025-05-13 Peng Zhu , Yuante Li , Yifan Hu , Qinyuan Liu , Dawei Cheng , Yuqi Liang

In modern capital market the price of a stock is often considered to be highly volatile and unpredictable because of various social, financial, political and other dynamic factors. With calculated and thoughtful investment, stock market can…

The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

系统与控制 · 电气工程与系统科学 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino

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…

统计金融 · 定量金融 2025-02-25 Meet Satishbhai Sonani , Atta Badii , Armin Moin

Standard methods and theories in finance can be ill-equipped to capture highly non-linear interactions in financial prediction problems based on large-scale datasets, with deep learning offering a way to gain insights into correlations in…

计算金融 · 定量金融 2020-04-22 Ben Moews , Gbenga Ibikunle

It has been shown that financial news leads to the fluctuation of stock prices. However, previous work on news-driven financial market prediction focused only on predicting stock price movement without providing an explanation. In this…

计算与语言 · 计算机科学 2019-02-14 Linyi Yang , Zheng Zhang , Su Xiong , Lirui Wei , James Ng , Lina Xu , Ruihai Dong

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

统计金融 · 定量金融 2020-07-27 Yang Li , Yi Pan

Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…

Time series models, typically trained on numerical data, are designed to forecast future values. These models often rely on weighted averaging techniques over time intervals. However, real-world time series data is seldom isolated and is…

计算与语言 · 计算机科学 2024-07-08 Litton Jose Kurisinkel , Pruthwik Mishra , Yue Zhang

Stock price prediction has been an important research theme both academically and practically. Various methods to predict stock prices have been studied until now. The feature that explains the stock price by a cross-section analysis is…

投资组合管理 · 定量金融 2020-07-21 Masaya Abe , Kei Nakagawa

The financial domain presents a complex environment for stock market prediction, characterized by volatile patterns and the influence of multifaceted data sources. Traditional models have leveraged either Convolutional Neural Networks (CNN)…

统计金融 · 定量金融 2025-04-08 Arya Chakraborty , Auhona Basu

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the…

机器学习 · 统计学 2017-10-23 Aaron Elliot , Cheng Hua Hsu