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Incorporating environmental, social, and governance (ESG) considerations into systematic investments has drawn numerous attention recently. In this paper, we focus on the ESG events in financial news flow and exploring the predictive power…

计算金融 · 定量金融 2020-05-07 Tian Guo , Nicolas Jamet , Valentin Betrix , Louis-Alexandre Piquet , Emmanuel Hauptmann

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…

机器学习 · 计算机科学 2026-05-26 Manuel Noseda , Nathan Soldati , Marco Paina

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…

Identifying market abuse activity from data on investors' trading activity is very challenging both for the data volume and for the low signal to noise ratio. Here we propose two complementary unsupervised machine learning methods to…

统计金融 · 定量金融 2022-12-13 Piero Mazzarisi , Adele Ravagnani , Paola Deriu , Fabrizio Lillo , Francesca Medda , Antonio Russo

Over the past decade humans have experienced exponential growth in the use of online resources, in particular social media and microblogging websites such as Facebook, Twitter, YouTube and also mobile applications such as WhatsApp, Line,…

信息检索 · 计算机科学 2015-09-09 Rishabh Soni , K. James Mathai

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

Microblogging platforms, of which Twitter is a representative example, are valuable information sources for market screening and financial models. In them, users voluntarily provide relevant information, including educated knowledge on…

Finance-related news such as Bloomberg News, CNN Business and Forbes are valuable sources of real data for market screening systems. In news, an expert shares opinions beyond plain technical analyses that include context such as political,…

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

统计金融 · 定量金融 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

Stock price movement prediction is a challenging and essential problem in finance. While it is well established in modern behavioral finance that the share prices of related stocks often move after the release of news via reactions and…

机器学习 · 计算机科学 2023-01-26 Luis Villamil , Ryan Bausback , Shaeke Salman , Ting L. Liu , Conrad Horn , Xiuwen Liu

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

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

Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

统计金融 · 定量金融 2022-01-21 Carmina Fjellström

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

This paper discusses how to crawl the data of financial forums such as stock bar, and conduct emotional analysis combined with the in-depth learning model. This paper will use the Bert model to train the financial corpus and predict the…

统计金融 · 定量金融 2022-05-16 Chenrui Zhang

A major source of information can be taken from financial news articles, which have some correlations about the fluctuation of stock trends. In this paper, we investigate the influences of financial news on the stock trends, from a…

机器学习 · 计算机科学 2022-06-30 Yiqi Deng , Siu Ming Yiu

Emerging markets such as India provide investors with returns far greater than those in developed markets; taking the average returns from the period 1995 to 2014 the returns are 4.714% to 3.276% of the developed market. The majority of…

综合金融 · 定量金融 2022-07-28 Ganapathy G Gangadharan , N. Suresh

Predicting the direction of assets have been an active area of study and a difficult task. Machine learning models have been used to build robust models to model the above task. Ensemble methods is one of them showing results better than a…

机器学习 · 统计学 2019-02-25 Avinash Barnwal , Hari Pad Bharti , Aasim Ali , Vishal Singh

Student performance prediction is a critical research problem to understand the students' needs, present proper learning opportunities/resources, and develop the teaching quality. However, traditional machine learning methods fail to…

机器学习 · 计算机科学 2021-12-23 Yinkai Wang , Aowei Ding , Kaiyi Guan , Shixi Wu , Yuanqi Du

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