Stock Prediction Research Articles

Exploration of the Application of Multimodal Model in Psychological Analysis

Multimodal sentiment analysis is one of the important research areas in the field of artificial intelligence today. Multimodal sentiment analysis is to extract features from various human modalities such as facial expressions, body movements, and voice information, perform modal fusion, and finally classify and predict emotions. This technology can be used in multiple scenarios such as stock prediction, product analysis, movie box office prediction, etc., especially psychological state analysis, and has important research significance. This paper introduces two important datasets in multimodal sentiment analysis, namely CMU-MOSEI and IEMOCAP. It also introduces the feature-level fusion, model-level fusion, decision-level fusion and other fusion methods in multimodal fusion methods, and also introduces the semantic feature fusion neural network and sentiment word perception fusion network in multimodal sentiment analysis related models. Finally, the application of multimodal sentiment analysis models in depression and other related mental illnesses and the challenges of multimodal sentiment analysis models in the future are introduced. This paper hopes that the above research will be helpful for multimodal sentiment analysis.

CNN-CBAM-LSTM: Enhancing Stock Return Prediction Through Long and Short Information Mining in Stock Prediction

Deep learning, a foundational technology in artificial intelligence, facilitates the identification of complex associations between stock prices and various influential factors through comprehensive data analysis. Stock price data exhibits unique time-series characteristics; models emphasizing long-term data may miss short-term fluctuations, while those focusing solely on short-term data may not capture cyclical trends. Existing models that integrate long short-term memory (LSTM) and convolutional neural networks (CNNs) face limitations in capturing both long- and short-term dependencies due to LSTM’s gated transmission mechanism and CNNs’ limited receptive field. This study introduces an innovative deep learning model, CNN-CBAM-LSTM, which integrates the convolutional block attention module (CBAM) to enhance the extraction of both long- and short-term features. The model’s performance is assessed using the Australian Standard & Poor’s 200 Index (AS51), showing improvement over traditional models across metrics such as RMSE, MAE, R2, and RETURN. To further confirm its robustness and generalizability, Diebold–Mariano (DM) tests and model confidence set experiments are conducted, with results indicating the consistently high performance of the CNN-CBAM-LSTM model. Additional tests on six globally recognized stock indices reinforce the model’s predictive strength and adaptability, establishing it as a reliable tool for forecasting in the stock market.

Artificial Intelligence and Deep Learning in Stock Prediction: A Bibliometric Review

Artificial intelligence (AI) and deep learning (DL) are advancing in stock market prediction, attracting the attention of researchers in computer science and finance. This bibliometric review analyzes 525 articles published from 1991 to 2024 in Scopus-indexed journals, utilizing VOSviewer software to identify key research trends, influential contributors, and burgeoning themes. The bibliometric analysis encompasses a performance analysis of the most prominent scientific contributors and a network analysis of scientific mapping, which includes co-authorship, co-occurrence, citation, bibliographical coupling, and co-citation analyses enabled by the VOSviewer software. Among the 693 countries, significant hubs of knowledge production include China, the US, India, and the UK, highlighting the global relevance of the field. Various AI and DL technologies are increasingly employed in stock price predictions, with artificial neural networks (ANN) and other methods such as long short-term memory (LSTM), Random Forest, Sentiment Analysis, Support Vector Machine/Regression (SVM/SVR), among the 1399 keyword counts in publications. Influential studies such as LeBaron (1999) and Moghaddam (2016) have shaped foundational research in 8159 citations. This review offers original insights into the bibliometric landscape of AI and DL applications in finance by mapping global knowledge production and identifying critical AI methods advancing stock market prediction. It enables finance professionals to learn about technological developments and trends to enhance decision-making and gain market advantage.

A Review of Prediction Techniques used in the Stock Market

The prediction of stock market movements is a critical task for investors, financial analysts, and researchers. In recent years, significant advancements have been made in the field of stock prediction, driven by the integration of machine learning and data analysis techniques. Though stock market predictions are highly desired, there are many factors contributing towards volatility of the market. There is a need for extensive study and concentration on various predictive techniques to investigate different scenarios triggering such volatility. This paper reviews the latest methodologies employed for predicting stock prices, with a particular focus on the Australian stock market. Key techniques such as time series analysis like ARIMA & GARCH, machine learning models like SVM, LSTM & Neural Network, and sentiment analysis are discussed, highlighting their applications, key strengths, and some limitations.

Learning A-Share Stock Recommendation from Stock Graph and Historical Price Simultaneously

The Chinese stock market, marked by rapid growth and significant volatility, presents unique challenges for investors and analysts. A-share stocks, traded on the Shanghai and Shenzhen exchanges, are crucial to China’s financial system and offer opportunities for both domestic and international investors. Accurate stock recommendation tools are vital for informed decision making, especially given the ongoing regulatory changes and economic reforms in China. Current stock recommendation methods often fall short, as they typically fail to capture the complex inter-company relationships and rely heavily on financial reports, neglecting the potential of unlabeled data and historical price trends. In response, we propose a novel approach that combines graph-based structures with historical price data to develop self-learned stock embeddings for A-share recommendations. Our method leverages self-supervised learning, bypassing the need for human-generated labels and autonomously uncovering latent relationships and patterns within the data. This dual-input strategy enhances the understanding of market dynamics, leading to more accurate stock predictions. Our contributions include a novel framework for label-free stock recommendations with modeling stock connections and pricing information, and empirical evidence demonstrating the robustness and adaptability of our approach in the volatile Chinese stock market.

Research on stock prediction based on CED-PSO-StockNet time series model

To tackle the challenge of low accuracy in stock prediction within high-noise environments, this paper innovatively introduces the CED-PSO-StockNet time series model. Initially, the model decomposes raw stock data using the Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) technique and reconstructs the components by estimating their frequencies via the extreme point method. This process enhances component stability and mitigates noise interference. Subsequently, an Encoder-Decoder framework equipped with an attention mechanism is employed for precise prediction of the reconstructed components, facilitating more effective extraction and utilization of data features. Furthermore, this paper utilizes an Improved Particle Swarm Optimization (IPSO) algorithm to optimize the model parameters. On the Pudong Bank dataset, through ablation experiments and comparisons with baseline models, various optimization strategies incorporated into the proposed CED-PSO-StockNet model were effectively validated. Compared to the standalone LSTM model, CED-PSO-StockNet achieved a remarkable 45.59% improvement in the R2 metric. To further assess the model’s generalization capability, this paper also conducted comparative experiments on the Ping An Bank dataset, and the results underscored the significant advantages of CED-PSO-StockNet in the domain of stock prediction.

Forest Aboveground Biomass Estimation Based on Unmanned Aerial Vehicle-Light Detection and Ranging and Machine Learning.

Eucalyptus is a widely planted species in plantation forests because of its outstanding characteristics, such as fast growth rate and high adaptability. Accurate and rapid prediction of Eucalyptus biomass is important for plantation forest management and the prediction of carbon stock in terrestrial ecosystems. In this study, the performance of predictive biomass regression equations and machine learning algorithms, including multivariate linear stepwise regression (MLSR), support vector machine regression (SVR), and k-nearest neighbor (KNN) for constructing a predictive forest AGB model was analyzed and compared at individual tree and stand scales based on forest parameters extracted by Unmanned Aerial Vehicle-Light Detection and Ranging (UAV LiDAR) and variables screened by variable projection importance analysis to select the best prediction method. The results of the study concluded that the prediction model accuracy of the natural transformed regression equations (R2 = 0.873, RMSE = 0.312 t/ha, RRMSE = 0.0091) outperformed that of the machine learning algorithms at the individual tree scale. Among the machine learning models, the SVR prediction model accuracy was the best (R2 = 0.868, RMSE = 7.932 t/ha, RRMSE = 0.231). In this study, UAV-LiDAR-based data had great potential in predicting the AGB of Eucalyptus trees, and the tree height parameter had the strongest correlation with AGB. In summary, the combination of UAV LiDAR data and machine learning algorithms to construct a predictive forest AGB model has high accuracy and provides a solution for carbon stock assessment and forest ecosystem assessment.

Integrating Twitter Sentiment with ML Models for Enhanced Stock Forecasting

This research investigates the integration of Twitter sentiment analysis with machine learning models, specifically Long Short-Term Memory (LSTM), Facebook Prophet, and Neural Prophet, to enhance the accuracy of stock market predictions. While these models are accurate in capturing long-term trends and seasonality, they often fail when exploring the short-term volatility in stock prices. By using real-time social media sentiments, we aim to improve short-term prediction accuracy. Sentiment data from Twitter, extracted and classified using NLP techniques, was integrated with the models to predict stock prices for Apple Inc. (AAPL), Paramount Global (PARA), and BP plc (BP) over the period 2016-2024. The study compares the performance of the models using Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE). Results show that Neural Prophet stood the best in terms of its accuracy and efficiency in stock predictions when compared to LSTM and Facebook Prophet, reducing RMSE by 25% and MAE by 20%. While the integration of sentiment analysis improved prediction accuracy, limitations remain in predicting the scale of sudden market changes. The findings highlight the potential of sentiment analysis in stock prediction but also call for further model enhancements to fully address short-term market volatility.

Above-ground bole biomass and carbon stock of recreational trees at Agodi Gardens, Oyo State, Nigeria

This study used allometric equations to evaluate the biomass and carbon stock of recreational trees at Agodi Gardens in Ibadan Metropolis. Stratified sampling technique was used to delineate 15 plots (25m x 25m). Six allometric equations were selected to estimate Aboveground Biomass (AB) of the tree species. Models selected were assessed based on highest adjusted coefficient of determination (AdjR2), significant F-ratio (P<0.05) and least Root Means Square Error (RSME). A total of 220 trees belonging to 18 species were encountered. The dominant Diameter at Breast Height (DBH) and Height (Ht) were 62.8cm and 39.1m, respectively for Alstonia bonnei and Elaeis guineensis. The mean AB/ha was 2.8006Kgha-1 and the highest carbon stock of 3.332147 x 10-4 was recorded for Khaya ivorensis. Equation C= 2.6 x 10-7+ln (AB) + lnDBH²+lnHt (AdjR²=99%), gave the best fit to estimate carbon stock in the study area. The study found a significant relationship between AB, DBH and Ht, with a high correlation between DBH and Ht (P-value=0.00). Hence, as the DBH increases, the Ht increases with an increase in AB. Most trees had low slenderness coefficients (<70). The developed allometric model improved the prediction of aboveground stem biomass and carbon stock, making it useful for future research.

Optimal asset allocation and nonlinear return predictability from the dividend-price ratio

AbstractWe study non-linear predictability of stock returns arising from the dividend-price ratio and its implications for asset allocation decisions. Using data from five countries — U.S., U.K., France, Germany and Japan — we find empirical evidence supporting non-linear and time-varying models for the equity risk premium. Building on this, we examine several model specifications that can account for non-linear return predictability, including Markov switching models, regression trees, random forests and neural networks. Although in-sample return regressions and portfolio allocation results support the use of non-linear predictability models, the out-of-sample evidence is notably weaker, highlighting the difficulty in exploiting non-linear predictability in real time.

A Novel Deep Learning Model for Stock Prediction Integrating Historical Prices, Core Volatility Trends and Financial News

Accurate stock price forecasting is crucial for investors and analysts aiming to make informed decisions and mitigate risks in financial markets. While deep learning models have proven effective in identifying complex patterns in quantitative data, they often struggle to account for non-quantitative factors such as corporate events, market sentiment, and regulatory changes that can cause unpredictable stock price movements. To address this challenge, an ensemble model is introduced that integrates historical price data, financial news, and stock fundamentals to predict next-day stock prices. The model combines one-dimensional Convolutional Neural Networks (1D CNNs), Long Short-Term Memory networks (LSTMs), and Gated Recurrent Units (GRUs), applied independently to each data stream and concurrently as a unified ensemble, to capture both short-term and long-term market behaviors. NVIDIA (NVDA) stock was selected for testing due to its high volatility and rapid price fluctuations, presenting a challenging case for predictive modeling. Using data spanning from April 2014 to March 2024, the model achieved a coefficient of determination (R²) of 0.983 and a mean absolute error (MAE) of $12.72. These results suggest that the ensemble approach effectively captures both quantitative and qualitative factors, making it a promising tool for improving stock price prediction in volatile market conditions.

Stock Prediction using Deep Learning: A Comparison

Stock market prediction (SMP) is one of the most important areas in finance that greatly helps investors and financial institutions to anticipate market fluctuations and make wise decisions. This becomes very important in view of the potential challenge of obtaining optimum revenues and effective portfolio management strategies in view of the volatile market environments typically governed by underlying economic and socio-political influences. This paper proceeds to categorize stock prediction works into three principal categories: Convolutional Neural Network (CNN)-based models, Recurrent Neural Network (RNN)-based models, and hybrid models using more than one forecasting technique. We reviewed nine research papers and compared them in view of different datasets to show efficacy distinctions among these methodologies. Our experiments stated that the hybrid models that marry the spatial data processing ability of CNNs to the temporal sensitivity of RNNs outperform other approaches in accuracy and strength of predictions. This synthesis approach captures complex patterns more efficiently as well as relevant to the dynamic nature of financial markets. Results underscore the potential contribution of hybrid frameworks being a leading methodology for future developments in SMP. Further improving these models with the advancements of machine learning and data analytics may likely push the boundaries of what is feasible in financial forecasting.

Graph-based stock prediction with multisource information and relational data fusion

With the application of multisource information in different fields, the combination of different types of information, such as numerical data and text information, has become a favourable choice for performing stock market analyses. Despite the rich information provided by multisource data, building structured relationships remains challenging. In addition, some market relationship-based analysis methods use a predefined graph structure as a stock relationship graph, which makes it impossible to sensitively aggregate attribute features, and these methods cannot dynamically update market relationships or relationship strengths. In this paper, we propose a novel dynamic attribute-driven graph attention network incorporating sentiment (AGATS) information, transaction data, and text data. Inspired by behavioural finance, we separately extract sentiment information as a factor of technical indicators, and further realize the early fusion of technical indicators and textual data through tensor fusion. In particular, real-time intramarket dependencies and key attribute information are captured with graph networks, enabling dynamic relationship and relationship strength updates. Experiments conducted on real datasets show that our model is capable of ourperforming previously developed methods in prediction and trading.

The Application of Fuzzy Time Series Method for Web-Based Prediction of Household Chemical Product Sales Stock

The seasonal and trend factors of the market demand greatly influence the sales of household chemical products. Therefore, PT. XYZ company requires an accurate sales prediction system to optimize production and inventory. This research aims to develop a web-based sales prediction system for household chemical products using fuzzy time series method. This method considers the factors that influence sales and generates a prediction model that can assist the company in decision-making. This method allows the use of uncertain and unstructured variables in the prediction. The research collected historical sales data of household chemical products from January to December 2023 through interviews, observations, and literature studies. The system was designed using a structured approach and PHP programming language. The Fuzzy Time Series method was used for decision-making. The accuracy of the Fuzzy Time Series method for sales data from January to December 2020 was calculated through program simulation and manual methods, resulting in an accuracy rate of 13.71%. The application provides information on the sales of each product, with the hope that users can reduce the accumulation of stock every month.

Stock Price Prediction Research Based on CNN-LSTM

In recent years, neural network technology has been widely used in the field of stock forecasting, especially in the aspect of LSTM, which has become a research hotspot because of its unique advantages in dealing with time series problems in stock forecasting. By analyzing and summarizing the recent research literature based on LSTM and its extended model, this paper aims to deeply explore the effect and potential limitations of LSTM in capturing the dynamic and nonlinear characteristics of the stock market. By constructing different combination models combining LSTM and CNN, the paper uses normalization to preprocess the split data and realize the generalization prediction of stock price. Compared with the experimental results, a suitable combination model of LSTM and CNN is found. This hybrid model can significantly improve the accuracy and stability of prediction, and also shows the advantages in multi-input data processing. The results of this study not only provide a new technical means for the direction of stock prediction, but also explore a new direction for the further application of deep learning technology in the financial field.

Linear Regression Analysis in Predicting the Amount of Stock of HP Sparepart Goods in GMT

The rapid advancement of the digital era has made smartphones an essential part of daily life, making the availability of high-quality spare parts crucial for their seamless operation. GMT, a store specializing in smartphone spare parts, faces challenges in predicting fluctuating consumer demand, often leading to either stock shortages or excesses. To address this issue, this research develops a stock prediction system based on linear regression, which analyzes sales data to accurately forecast stock needs. The implementation of this method has resulted in improved accuracy in stock management, enabling GMT to optimize inventory, minimize potential losses, and enhance both customer satisfaction and operational efficiency.

A Stock Prediction Method Based on Heterogeneous Bidirectional LSTM

A Stock Prediction Method Based on Heterogeneous Bidirectional LSTM

Economic policy uncertainty and the predictability of stock returns: impact of China in Asia

PurposeMotivated by the significant role of uncertainty in affecting investment decisions and China's economic leadership in Asia, this paper investigates the predictive role of exposure to Chinese economic policy uncertainty at the individual stock level in large Asian markets.Design/methodology/approachWe estimate the monthly uncertainty exposure (beta) for each stock and then employ the portfolio-level sorting analysis to investigate the relationship between the China’s uncertainty exposure and the future returns of major Asian markets over multiple trading horizons. The raw returns of the high-minus-low portfolios are then adjusted using conventional asset pricing models to investigate whether the relationship is explained by common risk factors. Finally, we check the robustness of the portfolio-level results through firm-level Fama and MacBeth (1973) regressions.FindingsApplying portfolio-level sorting analysis, we reveal that exposure to Chinese uncertainty is negatively related to the future returns of large stocks over multiple trading horizons in Japan, Hong Kong and India. We discover this is unexplained by common risk factors, including market, size, value, profitability, investment and momentum, and is robust to the specification of stock-level Fama and MacBeth (1973) regressions.Research limitations/implicationsOur analysis demonstrates the spillover effects of Chinese economic policy uncertainty across the region, provides evidence of China's emerging economic leadership, and offers trading strategies for managing uncertainty risks.Originality/valueThe findings of the study significantly improve our understanding of stock return predictability in Asian markets. Unlike previous studies, our results challenge the leading role of the US by providing a new intra-regional return predictor, namely, China’s uncertainty exposure. These results also evidence the continuing integration of the Asian economy and financial markets. However, contrary findings for some Asian markets point toward certain market-specific features. Compared with market-level research, our analysis provides deeper insights into the performance of individual stocks and is of particular importance to investors and other market participants.

Integration of machine learning and process‐based model outputs via ensemble Kalman filter enhanced space–time modelling of soil organic carbon in a highly human impacted area

AbstractAccurate prediction of soil organic carbon stock (SOCS) dynamics in areas with intensive human activities is crucial for developing sustainable soil management practices and climate change mitigation strategies. This study investigated the spatiotemporal dynamics of SOCS by collecting a total of 1219 topsoil samples in southern Jiangsu Province of China in 1980, 2000 and 2015, and compared the performance of three predictive models: random forest (RF), RothC, and a hybrid model of RF‐RothCEnKF. The hybrid model integrated outputs from the process‐based RothC model and the data‐driven RF model using the Ensemble Kalman Filter (EnKF) for sequential model state updates. Results showed that the three models presented similar spatial patterns of SOCS from 1980 to 2015, with relatively higher SOCS mainly distributed in the areas surrounding Taihu Lake. The mean SOCS change rates estimated by the RF‐RothCEnKF model represented an overall net increase of 0.04 t C ha−1 yr.−1 during that period. The RF‐RothCEnKF model exhibited high prediction accuracy, with an R2 of .52, a mean absolute error (MAE) of 7.38 t C ha−1, and a root mean square error (RMSE) of 9.13 t C ha−1 in 2015. This highlighted the RF‐RothCEnKF's ability to enhance performance when the individual RF model (R2 = .47, MAE = 7.66 t C ha−1, and RMSE = 9.42 t C ha−1) and the RothC (R2 = .13, MAE = 8.77 t C ha−1, and RMSE = 10.87 t C ha−1) fell short. Our findings may not only provide a framework for integrating process‐based and machine learning models to enhance the accuracy and adaptability of SOCS modelling in areas affected by intensive human activities, but also offer some guidance for developing sustainable agricultural practices and carbon management strategies in complex environmental settings.

An R2R approach for stock prediction and portfolio optimization

An R2R approach for stock prediction and portfolio optimization