Challenge: Stock returns in financial markets are influenced by textual information from diverse sources.
Approach: They propose a model that captures both global and local multimodal information for investment and risk management-related forecasting tasks.
Outcome: The proposed model outperforms state-of-the-art models in several forecasting tasks and important real-world applications.

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Financial Forecasting from Textual and Tabular Time Series (2024.findings-emnlp)

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Challenge: Existing models that combine multiple data sources and combine them to form accurate financial predictions are challenging to model without inductive biases.
Approach: They propose to use numerical financial results, macroeconomic states, and long financial documents to model company earnings relative to analyst expectations.
Outcome: The proposed model outperforms existing models in a simulated trading environment and demonstrates that each modality contains unique information.
Event-Driven Learning of Systematic Behaviours in Stock Markets (2020.findings-emnlp)

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Challenge: Using financial news, we can predict stock market behaviours by extracting financial events from the news and ranking the importance of the events.
Approach: They propose to combine open information extraction and neural co-reference resolution to extract financial events from news streams and extend hierarchical attention networks that include attentions on event, news and temporal levels.
Outcome: The proposed method achieves significantly better accuracies and higher simulated annualized returns than state-of-the-art models when being applied to predicting Standard&Poor 500, Dow Jones, Nasdaq indices and 10 individual stocks.
Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations (2020.emnlp-main)

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Challenge: Existing models that predict stock movements are based on time series and technical analysis, but price signals alone fail to capture market surprises and impacts of sudden unexpected events.
Approach: They propose a model that integrates chaotic temporal signals from financial data and social media to create hierarchical temporal networks.
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Harnessing LLMs for Temporal Data - A Study on Explainable Financial Time Series Forecasting (2023.emnlp-industry)

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Challenge: Recent advances in machine learning and artificial intelligence have opened up numerous opportunities and challenges in financial time series forecasting.
Approach: They propose to use Large Language Models for explainable financial time series forecasting to leverage cross-sequence information and extract insights from text and price time series.
Outcome: The proposed model outperforms ARMA-GARCH and gradient-boosting tree models while underperforming on other models.
Learning Target-Specific Representations of Financial News Documents For Cumulative Abnormal Return Prediction (C18-1)

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Challenge: Recent work considers learning dense representations for news titles and abstracts . text representations can address the sparsity of discrete indicators in statistical models .
Approach: They propose to use news abstracts to combine the most informative sentences in news content to learn dense representations for text elements.
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Learning to Compare Financial Reports for Financial Forecasting (2024.findings-eacl)

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Challenge: Public companies in the US are required to publish annual reports that contain over 25,000 words across all sections and a high percentage of boilerplate content that does not change much year-to-year.
Approach: They propose to model complex, cross-document relationships between financial reports using paired financial reports.
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Modeling News Interactions and Influence for Financial Market Prediction (2024.findings-emnlp)

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Challenge: Existing studies often adopt a simplified approach by treating available news data holistically and investigating its overall effect on market outcomes, the nuanced information contained within individual news items is overlooked.
Approach: They propose a market prediction model that integrates multi-modal information from both market data and news articles to capture the links between news and prices.
Outcome: The proposed model outperforms existing market prediction models with an improvement of 0.429 and 0.341 in the daily Sharpe ratio for the two markets respectively.
Supervised Attention Mechanism for Low-quality Multimodal Data (2025.emnlp-main)

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Challenge: Current studies address missing and noisy modalities separately in multimodal data . missing modality is often caused by unavailable data collection equipment or sensor failures .
Approach: They propose a framework for multimodal affective computing that addresses missing and noisy modalities to enhance model robustness in low-quality data scenarios.
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A Visual Attention Grounding Neural Model for Multimodal Machine Translation (D18-1)

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Challenge: Existing approaches to multimodal machine translation do not integrate visual information into the translation process.
Approach: They propose a multimodal machine translation model that utilizes parallel visual and textual information.
Outcome: The proposed model outperforms existing methods on the Multi30K and Ambiguous COCO datasets.
Context-Aware Sentiment Forecasting via LLM-based Multi-Perspective Role-Playing Agents (2025.acl-long)

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Challenge: Existing methods to predict sentiments on social media are limited and do not consider reciprocal influences among social media users.
Approach: They propose a multi-perspective role-playing framework to simulate human response processes to extract sentiment-related features from social media messages.
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