Taureau uses Twitter sentiment analysis to predict stock market movement.
problem Predicting stock market movement using public opinion on Twitter.
method Obtained historical tweets, filtered and labeled, generated word embeddings, assessed sentiment scores, correlated with stock price movement, designed and evaluated predictive model.
result Taureau can predict stock price movement from lagged sentiment scores.
MPANF improves naive forecast by incorporating directional information.
problem Challenging to surpass naive forecast in financial time series.
method Combines naive forecast with movement prediction and accuracy.
result MPANF generally outperforms common benchmarks.
Neural nets predict user attention from mouse movements.
problem Predicting user attention from mouse cursor movements.
method Investigated different mouse movement representations and trained neural networks.
result Neural networks outperform handcrafted features for predicting user attention.
Study identifies key trades predicting market movements.
problem Predicting future market price movements.
method Optimized neural network predictor to identify influential trades.
result Trades with specific characteristics significantly impact future price predictions.
Deep learning predicts VR head movements for better 360-degree videos.
problem Predicting head movements in 360-degree VR videos.
method Deep learning network using position data and video content for long-term prediction.
result 16.1% improvement in prediction accuracy compared to baseline.
Paper uses CNN to predict stock price movement as an image classification problem.
problem Predicting stock price movement using machine learning.
method CNN-based model for classifying stock price movement based on the first hour of trading.
result The algorithm effectively separated between stock price movement classes and outperformed other strategies.
Enhances stock movement prediction using Higher Order Transformers for multimodal time-series data.
problem Predicting stock movements in financial markets with complex dynamics.
method Introduced Higher Order Transformers, extending self-attention and transformer architecture to capture complex market dynamics. Employed low-rank tensor decomposition and kernel attention to manage computational complexity. Integrated technical and fundamental analysis from historical prices and tweets.
result Demonstrated effectiveness of the method on the Stocknet dataset, improving stock movement prediction.
This paper predicts weekly stock market movements using machine learning and introduces a new benchmark.
problem Predicting stock market movements using daily data and various ML models.
method Focuses on weekly movements, introduces random traders as a benchmark, uses additional features, and adjusts training datasets.
result Trained models, especially MLP, show good performance across different trends.
Enhances LLMs for predicting stock movements by considering news dissemination and context.
problem Lack of consideration for news dissemination and insufficient contextual data in LLMs for stock price prediction.
method Clusters news for reach assessment, enriches prompts with specific data and instructions, fine-tunes an LLM using the dataset.
result Improves prediction accuracy by 8% compared to existing methods.
System guides freehand obstetric ultrasound probe movements.
problem Reducing operator expertise for standard plane acquisition.
method Artificial neural network trained on real scans.
result 88.8% accuracy for goal prediction, 90.9% for action prediction.
ChatGPT struggles in predicting stock movements, underperforming traditional methods.
problem Predicting stock market movements using ChatGPT.
method Zero-shot analysis of ChatGPT's multimodal stock prediction capabilities.
result ChatGPT underperforms traditional methods and state-of-the-art models in predicting stock movements.
The study models market price movement based on investors' expectations.
problem Understanding the dynamics of investors' expectations and market price movement.
method Developed a non-linear evolutionary equation linking investors' expectations and market asset price movement.
result Model predictions co-integrated with asset time series, suggesting potential for price movement forecasting.
Proposes a multi-modal attention network for better stock price prediction.
problem Predicting future stock movements using historical records and social media.
method Extracts semantic information from social media, estimates credibility, and integrates with numeric features.
result Significantly improved prediction accuracy and trading profits compared to previous methods.
Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In this work, we propose to incorporate the fine-grained events in stock movement pred…
Hybrid model predicts stock prices using ML, DL, and NLP.
problem Improving prediction accuracy of stock price movement.
method Machine learning, deep learning, natural language processing, sentiment analysis.
result LSTM model outperforms traditional machine learning models.
Study improves stock movement prediction using multimodal data.
problem Inaccurate stock movement prediction due to incomplete multimodal data integration.
method Introduces MSGCA framework for robust multimodal fusion.
result MSGCA framework outperforms existing methods by 21.7% on multimodal datasets.
Predict stock movement with news headlines using BERT embeddings.
problem Predicting stock price movement after financial news.
method Fine-Tuned Contextualized-Embedding Recurrent Neural Network (FT-CE-RNN) using BERT.
result Obtains state-of-the-art results on stock movement prediction task.
Machine learning struggles to predict binary options movements due to randomness.
problem Predicting binary options movements using machine learning.
method Tested multiple machine learning models (RF, LR, GB, kNN) and neural networks (MLP, LSTM) on EUR/USD currency pairs.
result None of the models surpassed the ZeroR baseline accuracy, indicating randomness in binary options.
ChatGPT enhances GNN for stock movement prediction.
problem Predicting stock movements using textual data.
method Integrates ChatGPT's graph inference into GNN for stock movement forecasting.
result Model outperforms state-of-the-art benchmarks in stock movement forecasting.
LLT improves cryptocurrency price movement prediction accuracy.
problem Predicting intraday price movements of cryptocurrencies.
method Linear law-based feature space transformation (LLT) applied to cryptocurrency price data.
result LLT significantly enhances prediction accuracy for all cryptocurrencies.
GCNET predicts stock price movements using graph convolutional networks.
problem Predicting stock price movements using interrelated stocks data.
method GCNET models stock relations as an influence network, uses graph convolutional networks for prediction.
result GCNET significantly improves prediction accuracy and MCC measures.
QLSTM outperforms LSTM in predicting KSE 100 index movements.
problem Predicting stock market movement in uncertain economic conditions.
method Used LSTM and QLSTM models on monthly data of economic indicators.
result QLSTM provided more accurate predictions of KSE 100 index values.
Deep learning predicts stock movements using social media data.
problem Predicting stock movements with traditional methods is challenging.
method Graph neural network combining financial data and social media.
result Improvement of 28% in cumulative returns.
Predict stock price movements using financial data and news articles with LLMs.
problem Predicting stock price movements using financial data and news articles.
method Combining financial data and news articles, employing pre-trained LLMs, and using retrieval augmentation techniques.
result Predicted stock price movements with a weighted F1-score of 58.5% and 59.1%.
News attention to financial intermediaries and crises predicts excess bond premium and macroeconomic movements.
problem Drivers of the excess bond premium (EBP).
method News attention to 180 topics captures up to 80% of EBP variation and forecasts macroeconomic movements.
result News attention to financial intermediaries and crises drives up the EBP and predicts macroeconomic downturns.
Model predicts Bitcoin's future movements using multimodal pattern matching.
problem Challenges in predicting Bitcoin's volatile future movements.
method Ranking similar past chart patterns given current chart information.
result Improves directional prediction of Bitcoin's future movements.
Model predicts stock prices using GAN and RoI Pooling.
problem Predicting stock prices influenced by macroeconomic factors.
method Markov Decision Process, GAN, RoI Pooling.
result Identifies macroeconomic factors' influence on stock prices.
Predict stock movement by considering cross effects among stocks.
problem Challenges in predicting stock price movement due to cross effects among stocks.
method Multi-GCGRU framework combining GCN and GRU, encoding cross effects from financial domain knowledge and data-driven relationships.
result Our model outperforms other baselines in predicting stock movement.
Study uses FinBERT for financial sentiment analysis to predict stock movement.
problem Predicting stock movement with greater accuracy.
method Integrates sentiment analysis with FinBERT and LSTM networks.
result FinBERT enhances model's ability to predict market fluctuations.
The paper defines the time function of stock prices using a mathematical model.
problem Understanding the movement and predictability of stock prices over time.
method Empirical evidence and mathematical modeling of white noise.
result Derives auto-correlation function, displacement formula, and power spectral density of stock price movement.
A new framework predicts stock movements using news sentiment and relational data.
problem Predicting stock prices from textual information is challenging due to market uncertainty and natural language complexity.
method Multi-Graph Recurrent Network (MGRN) combining textual sentiment from financial news and relational data.
result The model outperforms benchmarks in predicting stock movements.
Infants with a variety of complications at or before birth are classified as being at risk for developmental delays (AR). As they grow older, they are followed by healthcare providers in an effort to discern whether they are on a typical or impaired developmental trajectory. Often, it is difficult to make an accurate d…
Deep learning predicts Bitcoin spot price movements from order books.
problem Predicting cryptocurrency spot price movements from order book data.
method Temporal CNNs trained on 2-second prediction time horizon.
result 71% walk-forward accuracy on coinbase data.
This study evaluates LLMs for sentiment analysis in stock price prediction.
problem Improving stock price prediction accuracy using LLMs for news sentiment analysis.
method Compared 3 LLMs (DeBERTa, RoBERTa, FinBERT) for sentiment-driven stock prediction.
result DeBERTa outperforms other models with 75% accuracy, and ensemble model increases accuracy to 80%.
Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In this paper, we address this problem by designing a new set of handcrafted features …
DanSmp predicts stock movement using a hybrid-relational MKG and dual attention networks.
problem Predicting stock price trends in volatile financial markets.
method Constructs a bi-typed MKG with hybrid-relations and uses DanSmp, a dual attention network, to learn momentum spillover signals.
result DanSmp improves stock prediction accuracy using the MKG.
Transformers predict price movements from limit order books.
problem Predicting price movements from limit order books.
method Causal convolutional network with masked self-attention.
result Significantly outperforms existing architectures on FI-2010 dataset.
Multiple Kernel Learning (MKL) is used to replicate the signal combination process that trading rules embody when they aggregate multiple sources of financial information when predicting an asset's price movements. A set of financially motivated kernels is constructed for the EURUSD currency pair and is used to predict…
This paper improves traffic actor movement predictions using GANs and a differentiable rasterizer.
problem Predicting future movements of traffic actors for safe autonomous driving.
method A novel raster-based conditional GAN architecture with a differentiable rasterizer.
result The proposed method outperforms state-of-the-art GAN-based baselines.
Study earnings calls to predict stock price movements, finding them more predictive than traditional data.
problem Improving investment decisions by analyzing earnings calls for stock price predictions.
method Graph Neural Network based approach to process and analyze earnings call transcripts.
result Earnings call transcripts are more predictive of stock price movements than traditional hard data.
PreBit predicts Bitcoin price movements using social media and financial data.
problem Predicting extreme price movements of Bitcoin due to its volatility and speculative trading.
method Hybrid model combining FinBERT embeddings of Twitter content with candlestick data and technical indicators.
result The hybrid model can predict significant market movements with a profitable trading strategy.
Deep learning predicts cryptocurrency price movements from trade data.
problem Predicting short-term price changes in cryptocurrencies.
method Long Short-term Memory Network (LSTM) trained on trade-by-trade data.
result Optimal LSTM model achieves over 60% accuracy on out-of-sample test periods.
To define oscillatory movements of securities market, we put in the non-local extension of Ito- equation for wavelet-images of random processes. It is proposed an algorithm of creation of evolutionary equation and a model of prediction of the most probable price movement path. It is carried out experimental validation …
Study predicts stock price direction on earnings announcement days using multi-modal deep learning.
problem Predicting stock price movements during earnings announcements is challenging due to market noise and discontinuities.
method Constructed a multi-modal feature space combining fundamental metrics, technical indicators, and sentiment scores from financial news articles. Evaluated LSTM and Transformer models against a baseline.
result Transformer model outperforms LSTM in identifying volatile movements, achieving higher macro F1-score.
MDGNN predicts stock prices by capturing multifaceted relations over time.
problem Challenges in predicting stock prices due to dynamic and intricate relations.
method MDGNN uses a discrete dynamic graph and Transformer structure to capture multifaceted relations and temporal evolution.
result MDGNN achieves the best performance in public datasets compared to SOTA methods.
Ploutos predicts stock movements with financial LLM, improving interpretability.
problem Combining textual and numerical data for stock prediction and lack of interpretability.
method Proposes Ploutos framework combining PloutosGen and PloutosGPT for interpretable predictions.
result Framework outperforms state-of-the-art methods in prediction accuracy and interpretability.
Study finds IBS useful for predicting ETF price movements.
problem Predicting short-term price movements in country ETFs.
method Quantitative analysis of historical price data using Mean Reversion.
result IBS can be a useful technical indicator for ETFs.
We investigate whether the bid/ask queue imbalance in a limit order book (LOB) provides significant predictive power for the direction of the next mid-price movement. We consider this question both in the context of a simple binary classifier, which seeks to predict the direction of the next mid-price movement, and a p…