End-to-end transformer-based models in textual-based NLP

A Rahali, MA Akhloufi - AI, 2023 - mdpi.com
Transformer architectures are highly expressive because they use self-attention
mechanisms to encode long-range dependencies in the input sequences. In this paper, we …

Financial sentiment analysis: Techniques and applications

K Du, F Xing, R Mao, E Cambria - ACM Computing Surveys, 2024 - dl.acm.org
Financial Sentiment Analysis (FSA) is an important domain application of sentiment analysis
that has gained increasing attention in the past decade. FSA research falls into two main …

Spatial-temporal identity: A simple yet effective baseline for multivariate time series forecasting

Z Shao, Z Zhang, F Wang, W Wei, Y Xu - Proceedings of the 31st ACM …, 2022 - dl.acm.org
Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications.
Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly …

Hope: High-order graph ode for modeling interacting dynamics

X Luo, J Yuan, Z Huang, H Jiang… - International …, 2023 - proceedings.mlr.press
Leading graph ordinary differential equation (ODE) models have offered generalized
strategies to model interacting multi-agent dynamical systems in a data-driven approach …

The wall street neophyte: A zero-shot analysis of chatgpt over multimodal stock movement prediction challenges

Q Xie, W Han, Y Lai, M Peng, J Huang - arXiv preprint arXiv:2304.05351, 2023 - arxiv.org
Recently, large language models (LLMs) like ChatGPT have demonstrated remarkable
performance across a variety of natural language processing tasks. However, their …

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 …

Accurate stock movement prediction with self-supervised learning from sparse noisy tweets

Y Soun, J Yoo, M Cho, J Jeon… - 2022 IEEE International …, 2022 - ieeexplore.ieee.org
Given historical stock prices and sparse tweets, how can we accurately predict stock price
movement? Many market analysts strive to use a large amount of information for stock price …

Natural language processing in finance: A survey

K Du, Y Zhao, R Mao, F Xing, E Cambria - Information Fusion, 2025 - Elsevier
This survey presents an in-depth review of the transformative role of Natural Language
Processing (NLP) in finance, highlighting its impact on ten major financial applications:(1) …

MetaTrader: An reinforcement learning approach integrating diverse policies for portfolio optimization

H Niu, S Li, J Li - Proceedings of the 31st ACM international conference …, 2022 - dl.acm.org
Portfolio management is a fundamental problem in finance. It involves periodic reallocations
of assets to maximize the expected returns within an appropriate level of risk exposure …

Hybrid information mixing module for stock movement prediction

J Choi, S Yoo, X Zhou, Y Kim - IEEE Access, 2023 - ieeexplore.ieee.org
With the continuing active research on deep learning, research on stock price prediction
using deep learning has been actively conducted in the financial industry. This paper …