相关论文: StockMem: An Event-Reflection Memory Framework for…
Financial sentiment analysis is crucial for understanding the influence of news on stock prices. Recently, large language models (LLMs) have been widely adopted for this purpose due to their advanced text analysis capabilities. However,…
In the realm of financial analytics, leveraging unstructured data, such as earnings conference calls (ECCs), to forecast stock volatility is a critical challenge that has attracted both academics and investors. While previous studies have…
Recently, Large Language Models (LLMs) have attracted significant attention for their exceptional performance across a broad range of tasks, particularly in text analysis. However, the finance sector presents a distinct challenge due to its…
While large language models (LLMs) have made notable advancements in natural language processing, they continue to struggle with processing extensive text. Memory mechanism offers a flexible solution for managing long contexts, utilizing…
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…
Financial markets are characterized by extreme non-stationarity, low signal-to-noise ratios, and strong dependence on external information such as news, company fundamentals, and macroeconomic signals. Yet, existing approaches either…
The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict…
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…
Large Language Models (LLMs) are increasingly applied to forecasting. To evaluate this capability while mitigating pre-training data contamination, several living benchmarks have been proposed. However, existing benchmarks either lack the…
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…
Long-term memory is essential for conversational agents to maintain coherence, track persistent tasks, and provide personalized interactions across extended dialogues. However, existing approaches as Retrieval-Augmented Generation (RAG) and…
Despite recent advances in understanding and leveraging long-range conversational memory, existing benchmarks still lack systematic evaluation of large language models(LLMs) across diverse memory dimensions, particularly in multi-session…
Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…
Existing memory systems enable Large Language Models (LLMs) to support long-horizon human-LLM interactions by persisting historical interactions beyond limited context windows. However, while recent approaches have succeeded in constructing…
Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…
Traditionally, traders and quantitative analysts address alpha decay by manually crafting formulaic alphas, mathematical expressions that identify patterns or signals in financial data, through domain expertise and trial-and-error. This…
Large language model (LLM) agents demonstrate strong performance in short-text contexts but often underperform in extended dialogues due to inefficient memory management. Existing approaches face a fundamental trade-off between efficiency…
Stock market prediction is a long-standing challenge in finance, as accurate forecasts support informed investment decisions. Traditional models rely mainly on historical prices, but recent work shows that financial news can provide useful…
We have proposed to develop a global hybrid deep learning framework to predict the daily prices in the stock market. With representation learning, we derived an embedding called Stock2Vec, which gives us insight for the relationship among…
Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being…