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相关论文: Natural Language Processing and Multimodal Stock P…

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In this paper, we are going to develop a natural language processing model to help us to predict stocks in the long term. The whole network includes two modules. The first module is a natural language processing model which seeks out…

人工智能 · 计算机科学 2021-12-22 Tuo Sun , Wanrong Zheng , Shufan Yu , Mengxun Li , Jiarui Ou

This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the…

统计金融 · 定量金融 2016-12-09 Barack Wamkaya Wanjawa

This paper presents price prediction models using Machine Learning algorithms augmented with Superforecasters predictions, aimed at enhancing investment decisions. Five Machine Learning models are built, including Bidirectional LSTM, ARIMA,…

交易与市场微观结构 · 定量金融 2024-07-03 Anishka Chauhan , Pratham Mayur , Yeshwanth Sai Gokarakonda , Pooriya Jamie , Naman Mehrotra

In this work, we apply machine learning techniques to historical stock prices to forecast future prices. To achieve this, we use recursive approaches that are appropriate for handling time series data. In particular, we apply a linear…

统计金融 · 定量金融 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

统计金融 · 定量金融 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

统计金融 · 定量金融 2020-04-06 Philip Ndikum

This study utilizes machine learning algorithms to analyze and organize knowledge in the field of algorithmic trading. By filtering a dataset of 136 million research papers, we identified 14,342 relevant articles published between 1956 and…

统计金融 · 定量金融 2024-11-11 Stanisław Łaniewski , Robert Ślepaczuk

This paper investigates whether large language models (LLMs) can improve cross-sectional momentum strategies by extracting predictive signals from firm-specific news. We combine daily U.S. equity returns for S&P 500 constituents with…

投资组合管理 · 定量金融 2025-10-31 Nikolas Anic , Andrea Barbon , Ralf Seiz , Carlo Zarattini

Prediction models are crucial in the stock market as they aid in forecasting future prices and trends, enabling investors to make informed decisions and manage risks more effectively. In the Indian stock market, where volatility is often…

计算工程、金融与科学 · 计算机科学 2025-03-24 Omkar Oak , Rukmini Nazre , Rujuta Budke , Yogita Mahatekar

The effectiveness of long short term memory networks trained by backpropagation through time for stock price prediction is explored in this paper. A range of different architecture LSTM networks are constructed trained and tested.

神经与进化计算 · 计算机科学 2016-08-30 Hengjian Jia

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

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

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

Predicting stock prices presents challenges in financial forecasting. While traditional approaches such as ARIMA and RNNs are prevalent, recent developments in Large Language Models (LLMs) offer alternative methodologies. This paper…

统计金融 · 定量金融 2026-03-23 Pei-Jun Liao , Hung-Shin Lee , Yao-Fei Cheng , Li-Wei Chen , Hung-yi Lee , Hsin-Min Wang

The current era of natural language processing (NLP) has been defined by the prominence of pre-trained language models since the advent of BERT. A feature of BERT and models with similar architecture is the objective of masked language…

计算与语言 · 计算机科学 2023-07-04 Ed S. Ma

Applying deep learning and computational intelligence to finance has been a popular area of applied research, both within academia and industry, and continues to attract active attention. The inherently high volatility and non-stationary of…

机器学习 · 计算机科学 2025-03-17 Michael Charles Albada , Mojolaoluwa Joshua Sonola

Large language models (LLMs) play an increasingly important role in financial markets analysis by capturing signals from complex and heterogeneous textual data sources, such as tweets, news articles, reports, and microblogs. However, their…

计算与语言 · 计算机科学 2025-12-19 Alvaro Paredes Amorin , Andre Python , Christoph Weisser

Cryptocurrencies have transformed financial markets with their innovative blockchain technology and volatile price movements, presenting both challenges and opportunities for predictive analytics. Ethereum, being one of the leading…

Predicting future prices of a stock is an arduous task to perform. However, incorporating additional elements can significantly improve our predictions, rather than relying solely on a stock's historical price data to forecast its future…

统计金融 · 定量金融 2023-08-21 S. Srinivas , R. Gadela , R. Sabu , A. Das , G. Nath , V. Datla

This paper presents ElliottAgents, a multi-agent system leveraging natural language processing (NLP) and large language models (LLMs) to analyze complex stock market data. The system combines AI-driven analysis with the Elliott Wave…

计算工程、金融与科学 · 计算机科学 2025-07-08 Jarosław A. Chudziak , Michał Wawer