A Novel Distributed Representation of News (DRNews) for Stock Market Predictions

In this study, a novel Distributed Representation of News (DRNews) model is developed and applied in deep learning-based stock market predictions. With the merit of integrating contextual information and cross-documental knowledge, the DRNews model creates news vectors that describe both the semantic information and potential linkages among news events through an attributed news network. Two stock market prediction tasks, namely the short-term stock movement prediction and stock crises early warning, are implemented in the framework of the attention-based Long Short Term-Memory (LSTM) network. It is suggested that DRNews substantially enhances the results of both tasks comparing with five baselines of news embedding models. Further, the attention mechanism suggests that short-term stock trend and stock market crises both receive influences from daily news with the former demonstrates more critical responses on the information related to the stock market {\em per se}, whilst the latter draws more concerns on the banking sector and economic policies.Comment: 25 page

Volatility Prediction using Financial Disclosures Sentiments with Word Embedding-based IR Models

Volatility prediction--an essential concept in financial markets--has recently been addressed using sentiment analysis methods. We investigate the sentiment of annual disclosures of companies in stock markets to forecast volatility. We specifically explore the use of recent Information Retrieval (IR) term weighting models that are effectively extended by related terms using word embeddings. In parallel to textual information, factual market data have been widely used as the mainstream approach to forecast market risk. We therefore study different fusion methods to combine text and market data resources. Our word embedding-based approach significantly outperforms state-of-the-art methods. In addition, we investigate the characteristics of the reports of the companies in different financial sectors

Semi-supervised Text Regression with Conditional Generative Adversarial Networks

Enormous online textual information provides intriguing opportunities for understandings of social and economic semantics. In this paper, we propose a novel text regression model based on a conditional generative adversarial network (GAN), with an attempt to associate textual data and social outcomes in a semi-supervised manner. Besides promising potential of predicting capabilities, our superiorities are twofold: (i) the model works with unbalanced datasets of limited labelled data, which align with real-world scenarios; and (ii) predictions are obtained by an end-to-end framework, without explicitly selecting high-level representations. Finally we point out related datasets for experiments and future research directions

Stock Price Prediction using Deep Learning

Stock price prediction is one among the complex machine learning problems. It depends on a large number of factors which contribute to changes in the supply and demand. This paper presents the technical analysis of the various strategies proposed in the past, for predicting the price of a stock, and evaluation of a novel approach for the same. Stock prices are represented as time series data and neural networks are trained to learn the patterns from trends. Along with the numerical analysis of the stock trend, this research also considers the textual analysis of it by analyzing the public sentiment from online news sources and blogs. Utilizing both this information, a merged hybrid model is built which can predict the stock trend more accurately