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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

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

机器学习 · 计算机科学 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…

机器学习 · 计算机科学 2025-02-11 SriVarsha Mulakala , Umesh Vangapally , Benjamin Larkey , Aidan Henrichs , Corey Wojslaw

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

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…

社会与信息网络 · 计算机科学 2019-09-27 Minjun Kim , Hiroki Sayama

Financial market like the price of stock, share, gold, oil, mutual funds are affected by the news and posts on social media. In this work deep learning based models are proposed to predict the trend of financial market based on NLP analysis…

计算工程、金融与科学 · 计算机科学 2024-03-20 Arijit Das , Tanmoy Nandi , Prasanta Saha , Suman Das , Saronyo Mukherjee , Sudip Kumar Naskar , Diganta Saha

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

Studies conducted on financial market prediction lack a comprehensive feature set that can carry a broad range of contributing factors; therefore, leading to imprecise results. Furthermore, while cooperating with the most recent innovations…

计算工程、金融与科学 · 计算机科学 2024-05-17 Amirhossein Aminimehr , Amin Aminimehr , Hamid Moradi Kamali , Sauleh Eetemadi , Saeid Hoseinzade

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

统计金融 · 定量金融 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

In an era where financial markets are heavily influenced by many static and dynamic factors, it has become increasingly critical to carefully integrate diverse data sources with machine learning for accurate stock price prediction. This…

统计金融 · 定量金融 2025-03-10 Furkan Karadaş , Bahaeddin Eravcı , Ahmet Murat Özbayoğlu

Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…

社会与信息网络 · 计算机科学 2018-01-03 Xi Zhang , Yunjia Zhang , Senzhang Wang , Yuntao Yao , Binxing Fang , Philip S. Yu

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

The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…

机器学习 · 计算机科学 2023-03-28 Andrei Zaichenko , Aleksei Kazakov , Elizaveta Kovtun , Semen Budennyy

Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In…

计算工程、金融与科学 · 计算机科学 2019-10-14 Deli Chen , Yanyan Zou , Keiko Harimoto , Ruihan Bao , Xuancheng Ren , Xu Sun

Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

信息检索 · 计算机科学 2016-10-31 Venkata Sasank Pagolu , Kamal Nayan Reddy Challa , Ganapati Panda , Babita Majhi

In an increasingly connected global market, news sentiment towards one company may not only indicate its own market performance, but can also be associated with a broader movement on the sentiment and performance of other companies from the…

社会与信息网络 · 计算机科学 2021-02-16 Xingchen Wan , Jie Yang , Slavi Marinov , Jan-Peter Calliess , Stefan Zohren , Xiaowen Dong

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

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

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

计算金融 · 定量金融 2018-11-16 Huicheng Liu

Online social networks offer a new way to investigate financial markets' dynamics by enabling the large-scale analysis of investors' collective behavior. We provide empirical evidence that suggests social media and stock markets have a…

统计金融 · 定量金融 2016-03-02 Thársis T. P. Souza , Tomaso Aste
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