相关论文: TopicProphet: Prophesies on Temporal Topic Trends …
In modern financial markets, news plays a critical role in shaping investor sentiment and influencing stock price movements. However, most existing studies aggregate daily news sentiment into a single score, potentially overlooking…
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…
In this paper we seek to demonstrate the predictability of stock market returns and explain the nature of this return predictability. To this end, we introduce investors with different investment horizons into the news-driven, analytic,…
Encouraged by decision makers' appetite for future information on topics ranging from elections to pandemics, and enabled by the explosion of data and computational methods, model based forecasts have garnered increasing influence on a…
Temporal Point Processes (TPP) play an important role in predicting or forecasting events. Although these problems have been studied extensively, predicting multiple simultaneously occurring events can be challenging. For instance, more…
Stock price prediction is challenging due to market volatility and its sensitivity to real-time events. While large language models (LLMs) offer new avenues for text-based forecasting, their application in finance is hindered by noisy news…
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…
Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…
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…
Changepoint analysis deals with unsupervised detection and/or estimation of time-points in time-series data, when the distribution generating the data changes. In this article, we consider \emph{offline} changepoint detection in the context…
Online social media platforms are turning into the prime source of news and narratives about worldwide events. However,a systematic summarization-based narrative extraction that can facilitate communicating the main underlying events is…
Multimodal stock trading volume movement prediction with stock-related news is one of the fundamental problems in the financial area. Existing multimodal works that train models from scratch face the problem of lacking universal knowledge…
Macroeconomic variables are known to significantly impact equity markets, but their predictive power for price fluctuations has been underexplored due to challenges such as infrequency and variability in timing of announcements, changing…
Conventional wisdom for selecting supervision data for multimodal large language models (MLLMs) is to prioritize datasets that appear similar to the target benchmark, such as text-intensive or vision-centric tasks. However, it remains…
People vary in their ability to make accurate predictions about the future. Prior studies have shown that some individuals can predict the outcome of future events with consistently better accuracy. This leads to a natural question: what…
Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…
We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems encountered in financial markets are often time-varying. We…
One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…
Newsletters and social networks can reflect the opinion about the market and specific stocks from the perspective of analysts and the general public on products and/or services provided by a company. Therefore, sentiment analysis of these…
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…