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Greatest papers with code

Qlib: An AI-oriented Quantitative Investment Platform

22 Sep 2020microsoft/qlib

Quantitative investment aims to maximize the return and minimize the risk in a sequential trading period over a set of financial instruments.

PORTFOLIO OPTIMIZATION STOCK MARKET PREDICTION

FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

19 Nov 2020AI4Finance-LLC/FinRL-Library

In this paper, we introduce a DRL library FinRL that facilitates beginners to expose themselves to quantitative finance and to develop their own stock trading strategies.

STOCK MARKET PREDICTION

Stock Movement Prediction from Tweets and Historical Prices

ACL 2018 yumoxu/stocknet-dataset

Stock movement prediction is a challenging problem: the market is highly stochastic, and we make temporally-dependent predictions from chaotic data.

FEATURE ENGINEERING STOCK TREND PREDICTION TIME SERIES TOPIC MODELS VARIATIONAL INFERENCE

Stock Price Correlation Coefficient Prediction with ARIMA-LSTM Hybrid Model

5 Aug 2018imhgchoi/Corr_Prediction_ARIMA_LSTM_Hybrid

Predicting the price correlation of two assets for future time periods is important in portfolio optimization.

PORTFOLIO OPTIMIZATION

Forecasting directional movements of stock prices for intraday trading using LSTM and random forests

21 Apr 2020pushpendughosh/Stock-market-forecasting

Hence we outperform the single-feature setting in Fischer & Krauss (2018) and Krauss et al. (2017) consisting only of the daily returns with respect to the closing prices, having corresponding daily returns of 0. 41% and of 0. 39% with respect to LSTM and random forests, respectively.

STOCK MARKET PREDICTION

Temporal Relational Ranking for Stock Prediction

25 Sep 2018hennande/Temporal_Relational_Stock_Ranking

Our RSR method advances existing solutions in two major aspects: 1) tailoring the deep learning models for stock ranking, and 2) capturing the stock relations in a time-sensitive manner.

STOCK MARKET PREDICTION COMPUTATIONAL ENGINEERING, FINANCE, AND SCIENCE INFORMATION RETRIEVAL GENERAL FINANCE

Sentiment Analysis of Twitter Data for Predicting Stock Market Movements

28 Oct 2016harishpuvvada/BitCoin-Value-Predictor

In this paper, we have applied sentiment analysis and supervised machine learning principles to the tweets extracted from twitter and analyze the correlation between stock market movements of a company and sentiments in tweets.

SENTIMENT ANALYSIS STOCK MARKET PREDICTION

HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction

7 Aug 2019dmis-lab/hats

Methods that use relational data for stock market prediction have been recently proposed, but they are still in their infancy.

GRAPH CLASSIFICATION NODE CLASSIFICATION STOCK PREDICTION

Sentiment Predictability for Stocks

15 Dec 2017Srizzle/Deep-Time-Series

In this work, we present our findings and experiments for stock-market prediction using various textual sentiment analysis tools, such as mood analysis and event extraction, as well as prediction models, such as LSTMs and specific convolutional architectures.

EVENT EXTRACTION SENTIMENT ANALYSIS STOCK MARKET PREDICTION

Event Representation Learning Enhanced with External Commonsense Knowledge

IJCNLP 2019 MagiaSN/CommonsenseERL_EMNLP_2019

Prior work has proposed effective methods to learn event representations that can capture syntactic and semantic information over text corpus, demonstrating their effectiveness for downstream tasks such as script event prediction.

REPRESENTATION LEARNING STOCK MARKET PREDICTION