Papers with financial problems
FinBPM: A Framework for Portfolio Management-based Financial Investor Behavior Perception Model (2024.eacl-long)
Copied to clipboard
| Challenge: | a portfolio management framework based on reinforcement learning is needed to optimize stock price movements. |
| Approach: | They propose a framework that takes irrational investment into account when calculating portfolio weights . they use financial text to analyze intrinsic value information of companies and time series data . |
| Outcome: | The proposed framework gains 13.26% returns over state-of-the-art models while controlling for risk. |
Knowledge-augmented Financial Market Analysis and Report Generation (2024.emnlp-industry)
Copied to clipboard
| Challenge: | Existing methods to generate financial market analysis text require extensive financial knowledge and skill of financial analysts. |
| Approach: | They propose a task to generate financial market analysis reports using financial market data using a financial knowledge graph. |
| Outcome: | The proposed framework outperforms large-scale language models and retrieval-augmented baselines in the financial market analysis generation task. |
Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization (2020.acl-main)
Copied to clipboard
| Challenge: | Recent studies have shown that news articles can be leveraged to improve price prediction. |
| Approach: | They propose a method to encode the influence of news articles through a vector representation of stocks . they use a deep learning framework to acquire the vector representation using news articles and price history . |
| Outcome: | The proposed method can be applied to other financial problems besides price prediction. |