Fetching the paper…
Reading the bibliography…
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 improvements in prediction accuracy or forecasting may entail.
DROP: A reading comprehension benchmark requiring discrete reasoning over paragraphs
Dua, D.; Wang, Y.; Dasigi, P.; Stanovsky, G.; Singh, S.; and Gardner, M. 2019 · 1903
Earlier work this paper cites.
Stock movement prediction from tweets and historical prices
Xu, Y.; and Cohen, S. B. 2018 · 1979
Earlier work this paper cites.
Multiobjective evolutionary algorithms: a comparative case study and the strength Pareto approach
Zitzler, E.; and Thiele, L. 1999 · 1999
Earlier work this paper cites.
Speak and unspeak with praat
Boersma, P.; and Van Heuven, V. 2001 · 2001
Earlier work this paper cites.
The effect of conference calls on analyst and market underreaction to earnings announcements
Kimbrough, M. D. 2005 · 2005
Earlier work this paper cites.
Predicting Risk from Financial Reports with Regression
Kogan, S.; Levin, D.; Routledge, B. R.; Sagi, J. S.; and Smith, N. A. 2009 · 2009
Earlier work this paper cites.
Do Language Embeddings Capture Scales?
Zhang, X.; Ramachandran, D.; Tenney, I.; Elazar, Y.; and Roth, D. 2020 · 2010
Earlier work this paper cites.
When is a liability not a liability? Textual analysis, dictionaries, and 10-Ks
Loughran, T.; and McDonald, B. 2011 · 2011
Earlier work this paper cites.
Detecting deceptive discussions in conference calls
Larcker, D. F.; and Zakolyukina, A. A. 2012 · 2012
Earlier work this paper cites.
Time series momentum
Moskowitz, T. J.; Ooi, Y. H.; and Pedersen, L. H. 2012 · 2012
Earlier work this paper cites.
Estimation of monthly volatility: An empirical comparison of realized volatility, GARCH and ACD-ICV methods
Liu, S.; and Tse, Y. K. 2013 · 2013
Earlier work this paper cites.
Neural machine translation by jointly learning to align and translate
Bahdanau, D.; Cho, K.; and Bengio, Y. 2014 · 2014
Earlier work this paper cites.
Using structured events to predict stock price movement: An empirical investigation
Ding, X.; Zhang, Y.; Liu, T.; and Duan, J. 2014 · 2014
Earlier work this paper cites.
Adam: A method for stochastic optimization
Kingma, D. P.; and Ba, J. 2014 · 2014
Earlier work this paper cites.
Volatility forecast using hybrid neural network models
Kristjanpoller, W.; Fadic, A.; and Minutolo, M. C. 2014 · 2014
Earlier work this paper cites.
A semiparametric gaussian copula regression model for predicting financial risks from earnings calls
Wang, W. Y.; and Hua, Z. 2014 · 2014
Cited alongside, same era.
The sum of all FEARS investor sentiment and asset prices
Da, Z.; Engelberg, J.; and Gao, P. 2015 · 2015
Cited alongside, same era.
Deep Learning for Event-Driven Stock Prediction
Ding, X.; Zhang, Y.; Liu, T.; and Duan, J. 2015 · 2015
Cited alongside, same era.
Exploiting the errors: A simple approach for improved volatility forecasting
Bollerslev, T.; Patton, A. J.; and Quaedvlieg, R. 2016 · 2016
Cited alongside, same era.
Measuring the Information Content of Financial News
Chang, C.-Y.; Zhang, Y.; Teng, Z.; Bozanic, Z.; and Ke, B. 2016 · 2016
Cited alongside, same era.
Attention-based LSTM for aspect-level sentiment classification
Wang, Y.; Huang, M.; Zhu, X.; and Zhao, L. 2016 · 2016
Modeling Financial Analysts’ Decision Making via the Pragmatics and Semantics of Earnings Calls
Keith, K.; and Stent, A. 2019 · 2019
Later among the works it cites.
Pareto multi-task learning
Lin, X.; Zhen, H.-L.; Li, Z.; Zhang, Q.-F.; and Kwong, S. 2019 · 2019
Later among the works it cites.
Exploring numeracy in word embeddings
Naik, A.; Ravichander, A.; Rose, C.; and Hovy, E. 2019 · 2019
Later among the works it cites.
What You Say and How You Say It Matters: Predicting Stock Volatility Using Verbal and Vocal Cues
Qin, Y.; and Yang, Y. 2019 · 2019
Later among the works it cites.
Do NLP Models Know Numbers? Probing Numeracy in Embeddings
Wallace, E.; Wang, Y.; Li, S.; Singh, S.; and Gardner, M. 2019 · 2019
Later among the works it cites.
Sentiment-aware volatility forecasting
Xing, F. Z.; Cambria, E.; and Zhang, Y. 2019 · 2019
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Cited alongside, same era.
Hierarchical attention networks for document classification
Yang, Z.; Yang, D.; Dyer, C.; He, X.; Smola, A.; and Hovy, E. 2016 · 2016
Cited alongside, same era.
News implied volatility and disaster concerns
Manela, A.; and Moreira, A. 2017 · 2017
Cited alongside, same era.
Volatility prediction using financial disclosures sentiments with word embedding-based IR models
Rekabsaz, N.; Lupu, M.; Baklanov, A.; Dür, A.; Andersson, L.; and Hanbury, A. 2017 · 2017
Cited alongside, same era.
Incorporating Corporation Relationship via Graph Convolutional Neural Networks for Stock Price Prediction
Chen, Y.; Wei, Z.; and Huang, X. 2018 · 2018
Cited alongside, same era.
Learning target-specific representations of financial news documents for cumulative abnormal return prediction
Duan, J.; Zhang, Y.; Ding, X.; Chang, C. Y.; and Liu, T. 2018 · 2018
Cited alongside, same era.
Enhancing stock movement prediction with adversarial training
Feng, F.; Chen, H.; He, X.; Ding, J.; Sun, M.; and Chua, T.-S. 2018 · 2018
Cited alongside, same era.
Leveraging BERT to Improve the FEARS Index for Stock Forecasting
Yang, L.; Dong, R.; Ng, T. L. J.; and Xu, Y. 2019 · 2019
Later among the works it cites.
Stock volatility prediction based on self-attention networks with social information
Zheng, J.; Xia, A.; Shao, L.; Wan, T.; and Qin, Z. 2019 · 2019
Later among the works it cites.
Stock embeddings acquired from news articles and price history, and an application to portfolio optimization
Du, X.; and Tanaka-Ishii, K. 2020 · 2020
Later among the works it cites.
MAEC: A multimodal aligned earnings conference call dataset for financial risk prediction
Li, J.; Yang, L.; Smyth, B.; and Dong, R. 2020 · 2020
Later among the works it cites.
Cross-asset signals and time series momentum
Pitkäjärvi, A.; Suominen, M.; and Vaittinen, L. 2020 · 2020
Later among the works it cites.
Multimodal Multi-Task Financial Risk Forecasting
Sawhney, R.; Mathur, P.; Mangal, A.; Khanna, P.; Shah, R. R.; and Zimmermann, R. 2020 · 2020
Later among the works it cites.
Html: Hierarchical transformer-based multi-task learning for volatility prediction
Yang, L.; Ng, T. L. J.; Smyth, B.; and Dong, R. 2020 · 2020
Later among the works it cites.
Financial Risk Prediction with Multi-Round Q&A Attention Network
Ye, Z.; Qin, Y.; and Xu, W. 2020 · 2020
Later among the works it cites.
Math Word Problem Solving with Explicit Numerical Values
Wu, Q.; Zhang, Q.; Wei, Z.; and Huang, X. 2021 · 2021
Later among the works it cites.