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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

Designing robust systems for precise prediction of future prices of stocks has always been considered a very challenging research problem. Even more challenging is to build a system for constructing an optimum portfolio of stocks based on…

统计金融 · 定量金融 2021-08-31 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

Stock trend forecasting is a fundamental task of quantitative investment where precise predictions of price trends are indispensable. As an online service, stock data continuously arrive over time. It is practical and efficient to…

统计金融 · 定量金融 2024-04-09 Lifan Zhao , Shuming Kong , Yanyan Shen

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions…

统计金融 · 定量金融 2021-08-31 Sidra Mehtab , Jaydip Sen , Abhishek Dutta

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…

统计金融 · 定量金融 2021-08-31 Jaydip Sen , Sidra Mehtab

Stock prediction, a subject closely related to people's investment activities in fully dynamic and live environments, has been widely studied. Current large language models (LLMs) have shown remarkable potential in various domains,…

统计金融 · 定量金融 2026-01-13 Bohan Liang , Zijian Chen , Qi Jia , Kaiwei Zhang , Kaiyuan Ji , Guangtao Zhai

In this study, we integrate sentiment analysis within a financial framework by leveraging FinBERT, a fine-tuned BERT model specialized for financial text, to construct an advanced deep learning model based on Long Short-Term Memory (LSTM)…

统计金融 · 定量金融 2025-06-12 Tingsong Jiang , Qingyun Zeng

Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…

计算工程、金融与科学 · 计算机科学 2019-03-11 Ran Zhao , Yuntian Deng , Mark Dredze , Arun Verma , David Rosenberg , Amanda Stent

Financial sentiment analysis plays a crucial role in informing investment decisions, assessing market risk, and predicting stock price trends. Existing works in financial sentiment analysis have not considered the impact of stock prices or…

人工智能 · 计算机科学 2025-12-25 Chaithra , Kamesh Kadimisetty , Biju R Mohan

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

统计金融 · 定量金融 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

Training machine learning models for predicting stock market share prices is an active area of research since the automatization of trading such papers was available in real time. While most of the work in this field of research is done by…

统计金融 · 定量金融 2023-09-14 Mario Mitsuo Akita , Everton Josue da Silva

Can fully agentic AI nowcast stock returns? We deploy a state-of-the-art Large Language Model to evaluate the attractiveness of each Russell 1000 stock daily, starting from April 2025 when AI web interfaces enabled real-time search. Our…

综合金融 · 定量金融 2026-01-21 Zefeng Chen , Darcy Pu

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

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

There are inefficiencies in financial markets, with unexploited patterns in price, volume, and cross-sectional relationships. While many approaches use large-scale transformers, we take a domain-focused path: feed-forward and recurrent…

投资组合管理 · 定量金融 2025-10-15 Sid Ghatak , Arman Khaledian , Navid Parvini , Nariman Khaledian

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

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

Analysis and prediction of stock market time series data has attracted considerable interest from the research community over the last decade. Rapid development and evolution of sophisticated algorithms for statistical analysis of time…

其他计算机科学 · 计算机科学 2016-05-12 Jaydip Sen , Tamal Datta Chaudhuri

Following an analysis of existing AI-related exchange-traded funds (ETFs), we reveal the selection criteria for determining which stocks qualify as AI-related are often opaque and rely on vague phrases and subjective judgments. This paper…

综合金融 · 定量金融 2025-01-06 Lennart Ante , Aman Saggu

The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning…

计算工程、金融与科学 · 计算机科学 2025-02-19 Mingjie Wang , Juanxi Tian , Mingze Zhang , Jianxiong Guo , Weijia Jia