Papers › Stock Movement Prediction from Tweets and Historical Prices

Stock Movement Prediction from Tweets and Historical Prices

1 Jul 2018ACL 2018 7archive 2025-07-28

Yumo Xu, Shay B. Cohen

Stock movement prediction is a challenging problem: the market is highly stochastic, and we make temporally-dependent predictions from chaotic data. We treat these three complexities and present a novel deep generative model jointly exploiting text and price signals for this task. Unlike the case with discriminative or topic modeling, our model introduces recurrent, continuous latent variables for a better treatment of stochasticity, and uses neural variational inference to address the intractable posterior inference. We also provide a hybrid objective with temporal auxiliary to flexibly capture predictive dependencies. We demonstrate the state-of-the-art performance of our proposed model on a new stock movement prediction dataset which we collected.

Code

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

Datasets

Introduced by this paper, per the archive.

Results from the paper archive 2025-07-28

Ranks are positions in the archive's leaderboards as they stood at the 2025-07-28 snapshot. Results published since then are not among these rows, so a rank here is not a current standing.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections