A review of sentiment, semantic and event-extraction-based approaches in stock forecasting

WK Cheng, KT Bea, SMH Leow, JYL Chan, ZW Hong… - Mathematics, 2022 - mdpi.com
Stock forecasting is a significant and challenging task. The recent development of web
technologies has transformed the communication channel to allow the public to share …

Modeling the momentum spillover effect for stock prediction via attribute-driven graph attention networks

R Cheng, Q Li - Proceedings of the AAAI Conference on artificial …, 2021 - ojs.aaai.org
In finance, the momentum spillovers of listed firms is well acknowledged. Only few studies
predicted the trend of one firm in terms of its relevant firms. A common strategy of the pilot …

Generating plausible counterfactual explanations for deep transformers in financial text classification

L Yang, EM Kenny, TLJ Ng, Y Yang, B Smyth… - arxiv preprint arxiv …, 2020 - arxiv.org
Corporate mergers and acquisitions (M&A) account for billions of dollars of investment
globally every year, and offer an interesting and challenging domain for artificial intelligence …

Stock market prediction via deep learning techniques: A survey

J Zou, Q Zhao, Y Jiao, H Cao, Y Liu, Q Yan… - arxiv preprint arxiv …, 2022 - arxiv.org
Existing surveys on stock market prediction often focus on traditional machine learning
methods instead of deep learning methods. This motivates us to provide a structured and …

Large language models versus natural language understanding and generation

N Karanikolas, E Manga, N Samaridi… - Proceedings of the 27th …, 2023 - dl.acm.org
In recent years, the process humans adopt to learn a foreign language has moved from the
strict" Grammar–Translation" method, which is based mainly on grammar and syntax rules …

Rest: Relational event-driven stock trend forecasting

W Xu, W Liu, C Xu, J Bian, J Yin, TY Liu - Proceedings of the web …, 2021 - dl.acm.org
Stock trend forecasting, aiming at predicting the stock future trends, is crucial for investors to
seek maximized profits from the stock market. Many event-driven methods utilized the events …

Essential tensor learning for multimodal information-driven stock movement prediction

J Wang, Y Hu, TX Jiang, J Tan, Q Li - Knowledge-Based Systems, 2023 - Elsevier
In the literature, an increasing amount of information from various sources related to the
stock market is being considered for stock movement prediction. However, previous studies …

Numhtml: Numeric-oriented hierarchical transformer model for multi-task financial forecasting

L Yang, J Li, R Dong, Y Zhang, B Smyth - Proceedings of the AAAI …, 2022 - ojs.aaai.org
Financial forecasting has been an important and active area of machine learning research
because of the challenges it presents and the potential rewards that even minor …

A dynamic attributes-driven graph attention network modeling on behavioral finance for stock prediction

Q Zhang, Y Zhang, X Yao, S Li, C Zhang… - ACM Transactions on …, 2023 - dl.acm.org
Stock prediction is a challenging task due to multiple influencing factors and complex market
dependencies. Traditional solutions are based on a single type of information. With the …

Incorporating fine-grained events in stock movement prediction

D Chen, Y Zou, K Harimoto, R Bao, X Ren… - arxiv preprint arxiv …, 2019 - arxiv.org
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 …