3260 papers • 126 benchmarks • 313 datasets
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These leaderboards are used to track progress in stock-trend-prediction
Use these libraries to find stock-trend-prediction models and implementations
This project is about taking non quantifiable data such as financial news articles about a company and predicting its future stock trend with news sentiment classification with three different classification models which depict polarity of news articles being positive or negative.
This work presents a novel deep generative model jointly exploiting text and price signals for stock movement prediction and introduces recurrent, continuous latent variables for a better treatment of stochasticity and uses neural variational inference to address the intractable posterior inference.
This paper proposes a novel RNN architecture based on Recurrent Highway Network with Grouped Auxiliary Memory (GAM-RHN), which interconnects the RHN with a set of auxiliary memory units specifically for storing long-term information via reading and writing operations, analogous to Memory Augmented Neural Networks (MANNs).
An event-driven trading strategy that predicts stock movements by detecting corporate events from news articles and developing an elaborately-annotated dataset EDT for corporate event detection and news-based stock prediction benchmark is introduced.
A platform to study the NLP-aided stock auto-trading algorithms systematically and proposes a self-supervised learning strategy based on SRLP to enhance the out-of-distribution generalization performance of the system.
This work releases AlphaFin datasets, combining traditional research datasets, real-time financial data, and handwritten chain-of-thought (CoT) data, which has positive impact on training LLM for completing financial analysis, and benchmarks a state-of-the-art method, called Stock-Chain, for effectively tackling the financial analysis task.
In terms of predicting directional changes in both Standard & Poor's 500 index and individual companies stock price, this technique is competitive with other state of the art approaches, demonstrating the effectiveness of recent NLP technology advances for computational finance.
This paper proposes a novel method DDG-DA, that can effectively forecast the evolution of data distribution and improve the performance of models, that first train a predictor to estimate the future data distribution, then leverage it to generate training samples, and finally train models on the generated data.
A Hybrid Attention Networks (HAN) is designed to predict the stock trend based on the sequence of recent related news, and the self-paced learning mechanism is applied to imitate the third principle.
Adding a benchmark result helps the community track progress.