相关论文: Improved Stock Price Movement Classification Using…

Predicting stock price movements during Earnings Announcements (EAs) is a significant challenge due to market noise and high-impact price discontinuities. In this study, we evaluate whether pre-announcement news sentiment, firm…

Identifying the veracity of a news article is an interesting problem while automating this process can be a challenging task. Detection of a news article as fake is still an open question as it is contingent on many factors which the…

Researchers and financial professionals require robust computerized tools that allow users to rapidly operationalize and assess the semantic textual content in financial news. However, existing methods commonly work at the document-level…

Training Deep Neural Networks is complicated by the fact that the distribution of each layer's inputs changes during training, as the parameters of the previous layers change. This slows down the training by requiring lower learning rates…

Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

Designing robust frameworks for precise prediction of future prices of stocks has always been considered a very challenging research problem. The advocates of the classical efficient market hypothesis affirm that it is impossible to…

Several state-of-the-art neural graph embedding methods are based on short random walks (stochastic processes) because of their ease of computation, simplicity in capturing complex local graph properties, scalability, and interpretibility.…

Earnings calls are hosted by management of public companies to discuss the company's financial performance with analysts and investors. Information disclosed during an earnings call is an essential source of data for analysts and investors…

A stock market is considered as one of the highly complex systems, which consists of many components whose prices move up and down without having a clear pattern. The complex nature of a stock market challenges us on making a reliable…

Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of…

In this paper, we compare various approaches to stock price prediction using neural networks. We analyze the performance fully connected, convolutional, and recurrent architectures in predicting the next day value of S&P 500 index based on…

Neural approaches to learning term embeddings have led to improved computation of similarity and ranking in information retrieval (IR). So far neural representation learning has not been extended to meta-textual information that is readily…

This paper aims at designing the different important components of a semi-closed simulated stock market (pricing mechanism, stock allocation and news generation). The purpose is to understand the interactions of the different aspects within…

The first two tasks of the CLEF 2019 ProtestNews events focused on distinguishing between protest and non-protest related news articles and sentences in a binary classification task. Among the submissions, two well performing models have…

The development of Internet technology has led to a rapid increase in news information. Filtering out valuable content from complex information has become an urgentproblem that needs to be solved. In view of the shortcomings of traditional…

Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis. In this paper, we use Machine Learning (ML) algorithms for the prediction of future price movements using limit order book data.…

We introduce an innovative framework that leverages advanced big data techniques to analyze dynamic co-movement between stocks and their underlying fundamentals using high-frequency stock market data. Our method identifies leading…

We address the problem of extracting structured representations of economic events from a large corpus of news articles, using a combination of natural language processing and machine learning techniques. The developed techniques allow for…

Word embeddings are effective intermediate representations for capturing semantic regularities between words, when learning the representations of text sequences. We propose to view text classification as a label-word joint embedding…

We develop a resource-efficient methodology for measuring economic outlook in news text that combines document embeddings with synthetic training data generated by large language models. Applied to 27 million news articles, the resulting…