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相关论文: Improved Stock Price Movement Classification Using…

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With the current shift in the mass media landscape from journalistic rigor to social media, personalized social media is becoming the new norm. Although the digitalization progress of the media brings many advantages, it also increases the…

计算与语言 · 计算机科学 2023-04-18 Ciprian-Octavian Truică , Elena-Simona Apostol

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

统计金融 · 定量金融 2021-09-07 Sidra Mehtab , Jaydip Sen

This paper contributes a new machine learning solution for stock movement prediction, which aims to predict whether the price of a stock will be up or down in the near future. The key novelty is that we propose to employ adversarial…

交易与市场微观结构 · 定量金融 2019-06-04 Fuli Feng , Huimin Chen , Xiangnan He , Ji Ding , Maosong Sun , Tat-Seng Chua

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

Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly…

机器学习 · 计算机科学 2022-07-26 Mostafa Shabani , Dat Thanh Tran , Juho Kanniainen , Alexandros Iosifidis

Financial sentiment analysis is crucial for understanding the influence of news on stock prices. Recently, large language models (LLMs) have been widely adopted for this purpose due to their advanced text analysis capabilities. However,…

计算与语言 · 计算机科学 2025-06-24 Yixuan Liang , Yuncong Liu , Neng Wang , Hongyang Yang , Boyu Zhang , Christina Dan Wang

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In…

This paper proposes an information retrieval method for the economy news. The effect of economy news, are researched in the word level and stock market values are considered as the ground proof. The correlation between stock market prices…

计算工程、金融与科学 · 计算机科学 2014-03-11 Sadi Evren Seker , Cihan Mert , Khaled Al-Naami , Nuri Ozalp , Ugur Ayan

Financial sentiment analysis enhances market understanding. However, standard Natural Language Processing (NLP) approaches encounter significant challenges when applied to small datasets. This study presents a comparative evaluation of…

机器学习 · 计算机科学 2026-04-10 Joyjit Roy , Samaresh Kumar Singh

We consider direct modeling of underlying stock value movement sequences over time in the news-driven stock movement prediction. A recurrent state transition model is constructed, which better captures a gradual process of stock movement…

计算与语言 · 计算机科学 2022-12-19 Xiao Liu , Heyan Huang , Yue Zhang , Changsen Yuan

The paper studies intraday price movement of stocks that is considered as an image classification problem. Using a CNN-based model we make a compelling case for the high-level relationship between the first hour of trading and the close.…

证券定价 · 定量金融 2025-08-26 Matej Steinbacher

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

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

We propose STONK (Stock Optimization using News Knowledge), a multimodal framework integrating numerical market indicators with sentiment-enriched news embeddings to improve daily stock-movement prediction. By combining numerical & textual…

人工智能 · 计算机科学 2025-08-20 Sarthak Khanna , Armin Berger , David Berghaus , Tobias Deusser , Lorenz Sparrenberg , Rafet Sifa

To answer this question, we fine-tune transformer-based language models, including BERT, on different sources of company-related text data for a classification task to predict the one-year stock price performance. We use three different…

计算与语言 · 计算机科学 2022-02-07 Stefan Pasch , Daniel Ehnes

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

News spreads rapidly across languages and regions, but translations may lose subtle nuances. We propose a method to align sentences in multilingual news articles using optimal transport, identifying semantically similar content across…

计算金融 · 定量金融 2025-10-23 Yuntao Wu , Lynn Tao , Ing-Haw Cheng , Charles Martineau , Yoshio Nozawa , John Hull , Andreas Veneris

This paper addresses stock price movement prediction by leveraging LLM-based news sentiment analysis. Earlier works have largely focused on proposing and assessing sentiment analysis models and stock movement prediction methods, however,…

统计金融 · 定量金融 2026-03-10 Walid Siala , Ahmed Khanfir , Mike Papadakis