Financial Forecasting

Financial forecasting aims to predict future market trends and asset values, primarily to inform investment decisions and risk management. Current research emphasizes integrating diverse data sources, such as numerical time series and textual information from news and financial reports, using advanced models like Gaussian Processes, neural networks (including transformers and those incorporating Lévy processes), and reinforcement learning techniques. These advancements focus on improving prediction accuracy, handling regime shifts and data incompatibility during market crises, and enhancing model interpretability to build trust and facilitate better decision-making across various financial applications.

Papers

November 9, 2024

BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges
Aleksandr Simonyan
Transformer Based Model Time Series Representation Financial Forecasting

October 21, 2024

Forecasting Company Fundamentals
Felix Divo, Eric Endress, Kevin Endler, Kristian Kersting, Devendra Singh Dhami
Deep Learning Model Time Series Forecasting Forecasting Performance Financial Forecasting

July 4, 2024

Text2TimeSeries: Enhancing Financial Forecasting through Time Series Prediction Updates with Event-Driven Insights from Large Language Models
Litton Jose Kurisinkel, Pruthwik Mishra, Yue Zhang
Data Driven Time Series Prediction Sentiment Analysis Task Real World Time Series Time Series Model Financial Forecasting Continuous Prediction

June 20, 2024

What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs
Raeid Saqur
Reinforcement Learning Medical LLM Raw Data Non Humanoid Robot Financial Market Adaptive Policy Financial Forecasting Regime Switching World Trade

February 23, 2024

Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting
Narayan Tondapu
Gaussian Process Long Term Prediction Forecasting Method Non Functional Property Financial Forecasting Augmented Graph

December 24, 2023

Increasing Profitability and Confidence by using Interpretable Model for Investment Decisions
Sahar Arshad, Seemab Latif, Ahmad Salman, Saadia Irfan
Inherent Interpretability Interpretable Model High Confidence Big Gain Explainable Decision Financial Forecasting

December 10, 2023

A quantitative fusion strategy of stock picking and timing based on Particle Swarm Optimized-Back Propagation Neural Network and Multivariate Gaussian-Hidden Markov Model
Huajian Li, Longjian Li, Jiajian Liang, Weinan Dai
Back Propagation Timing Analysis Financial Forecasting Chinese Stock Market Gaussian Mixture Model HMM

November 24, 2023

Evolution of Neural Architectures for Financial Forecasting: A Note on Data Incompatibility during Crisis Periods
Faizal Hafiz, Jan Broekaert, Akshya Swain
Neural Architecture Specie Evolution Self Compatibility Financial Forecasting Market Dynamic Pre Crash Stock Index

October 23, 2023

Triple Simplex Matrix Completion for Expense Forecasting
Cheng Qian, Lucas Glass, Nikos Sidiropoulos
Time Series Analysis Matrix Completion Forecasting Performance Budget Constraint Financial Forecasting

May 15, 2023

Measuring Consistency in Text-based Financial Forecasting Models
Linyi Yang, Yingpeng Ma, Yue Zhang
Natural Language Processing Natural Language Processing Model Financial Text Forecasting Method Financial Forecasting Goal Consistency Measure

April 28, 2023

Benchmarking Automated Machine Learning Methods for Price Forecasting Applications
Horst Stühler, Marc-André Zöller, Dennis Klau, Alexandre Beiderwellen-Bedrikow, Christian Tutschku
Machine Learning Online autoML Machine Learning Pipeline Financial Forecasting

January 17, 2023

Leveraging Vision-Language Models for Granular Market Change Prediction
Christopher Wimmer, Navid Rekabsaz
Vision Language Model Long Short Term Memory Stock Price Prediction Indian Stock Market Stock Market Data Financial Forecasting

May 2, 2022

Cluster-based Regression using Variational Inference and Applications in Financial Forecasting
Udai Nagpal, Krishan Nagpal
Financial Application Variational Inference Different Cluster Financial Forecasting

January 5, 2022

NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-task Financial Forecasting
Linyi Yang, Jiazheng Li, Ruihai Dong, Yue Zhang, Barry Smyth
Deep Network Hierarchical Transformer Financial Forecasting Earnings Call

November 25, 2021

Financial Forecasting

Papers

BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges

Forecasting Company Fundamentals

Text2TimeSeries: Enhancing Financial Forecasting through Time Series Prediction Updates with Event-Driven Insights from Large Language Models

What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs

Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting

Increasing Profitability and Confidence by using Interpretable Model for Investment Decisions

A quantitative fusion strategy of stock picking and timing based on Particle Swarm Optimized-Back Propagation Neural Network and Multivariate Gaussian-Hidden Markov Model

Evolution of Neural Architectures for Financial Forecasting: A Note on Data Incompatibility during Crisis Periods

Triple Simplex Matrix Completion for Expense Forecasting

Measuring Consistency in Text-based Financial Forecasting Models

Benchmarking Automated Machine Learning Methods for Price Forecasting Applications

Leveraging Vision-Language Models for Granular Market Change Prediction

Cluster-based Regression using Variational Inference and Applications in Financial Forecasting

NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-task Financial Forecasting

Neural network stochastic differential equation models with applications to financial data forecasting

Expert Aggregation for Financial Forecasting