Stock Market Prediction

Benchmarks archive 2025-07-28

3 leaderboard tables shown for this task, 3 with rows (a “benchmark” on this site is a table with at least one row, as on /sota), ordered by row count. “Best model” is the first row in the archive's own order at snapshot; nothing is re-ranked here and metric direction is not recorded in the archive. PwC's Trend sparklines are not in the archive, so that column is omitted.

Syntology column: samples harvested from the paper's repositories and executed on synthesized fixtures; “ran” is not a correctness claim and does not order the table. A dash means no Syntology record for that paper, not a recorded non-run. Read from the graph 2026-09-24.

Libraries

Not in the archive: the export carries no per-task library table, so there is nothing to show at snapshot 2025-07-28.

Datasets archive 2025-07-28

5 datasets whose archive record lists this task, ordered by the archive's paper count.

Subtasks archive 2025-07-28

3 subtasks in the archive's task tree.

Parent tasks archive 2025-07-28

Most implemented papers archive 2025-07-28

30 shown of 42 papers with code (104 tagged with this task in all), ordered by repositories listed in the archive, not by stars (the archive holds no stars, so PwC's “Social” and “Latest” sorts cannot be reproduced). Papers without a page here are shown as plain text.

• BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding
  11 Oct 2018 534 repositories listed Syntology ran 204 of 659 samples · 455 unverified · 149 pointer-only (licence)
  We introduce a new language representation model called BERT, which stands for Bidirectional Encoder Representations from Transformers.
• RoBERTa: A Robustly Optimized BERT Pretraining Approach
  26 Jul 2019 67 repositories listed Syntology ran 22 of 48 samples · 26 unverified · 23 pointer-only (licence)
  Language model pretraining has led to significant performance gains but careful comparison between different approaches is challenging.
• SKEP: Sentiment Knowledge Enhanced Pre-training for Sentiment Analysis
  12 May 2020 7 repositories listed
  In particular, the prediction of aspect-sentiment pairs is converted into multi-label classification, aiming to capture the dependency between words in a pair.
• FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance
  19 Nov 2020 6 repositories listed
  In this paper, we introduce a DRL library FinRL that facilitates beginners to expose themselves to quantitative finance and to develop their own stock trading strategies.
• Revisiting Pre-Trained Models for Chinese Natural Language Processing
  29 Apr 2020 6 repositories listed Syntology ran 9 of 35 samples · 26 unverified
  Bidirectional Encoder Representations from Transformers (BERT) has shown marvelous improvements across various NLP tasks, and consecutive variants have been proposed to further improve the performance of the pre-trained…
• Sentiment Analysis of Twitter Data for Predicting Stock Market Movements
  28 Oct 2016 6 repositories listed
  In this paper, we have applied sentiment analysis and supervised machine learning principles to the tweets extracted from twitter and analyze the correlation between stock market movements of a company and sentiments in…
• Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction
  6 Dec 2017 4 repositories listed Syntology ran 5 of 6 samples · 1 unverified · 6 pointer-only (licence)
  Stock trend prediction plays a critical role in seeking maximized profit from stock investment.
• Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
  21 Apr 2020 3 repositories listed
  Hence we outperform the single-feature setting in Fischer & Krauss (2018) and Krauss et al.
• HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction
  7 Aug 2019 3 repositories listed
  Methods that use relational data for stock market prediction have been recently proposed, but they are still in their infancy.
• Temporal Relational Ranking for Stock Prediction
  25 Sep 2018 3 repositories listed Syntology ran 0 of 1 samples · 1 unverified · 1 pointer-only (licence)
  Our RSR method advances existing solutions in two major aspects: 1) tailoring the deep learning models for stock ranking, and 2) capturing the stock relations in a time-sensitive manner.
• Stock Price Correlation Coefficient Prediction with ARIMA-LSTM Hybrid Model
  5 Aug 2018 3 repositories listed
  Predicting the price correlation of two assets for future time periods is important in portfolio optimization.
• Twitter mood predicts the stock market
  14 Oct 2010 3 repositories listed
  A Granger causality analysis and a Self-Organizing Fuzzy Neural Network are then used to investigate the hypothesis that public mood states, as measured by the OpinionFinder and GPOMS mood time series, are predictive of…
• Qlib: An AI-oriented Quantitative Investment Platform
  22 Sep 2020 2 repositories listed Syntology ran 0 of 4 samples · 4 unverified · 4 pointer-only (licence)
  Quantitative investment aims to maximize the return and minimize the risk in a sequential trading period over a set of financial instruments.
• Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
  13 Dec 2024 1 repository listed
  In this paper, we tackle the challenge of predicting stock movements in financial markets by introducing Higher Order Transformers, a novel architecture designed for processing multivariate time-series data.
• FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model
  5 Mar 2024 1 repository listed
  However, compared with financial institutions, it is not easy for ordinary investors to mine factors and analyze news.
• Fin-GAN: forecasting and classifying financial time series via generative adversarial networks
  31 Jan 2024 1 repository listed
  We investigate the use of Generative Adversarial Networks (GANs) for probabilistic forecasting of financial time series.
• Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices
  4 Dec 2023 1 repository listed
  We showcase the state-of-the-art performance of our proposed model using a dataset, specifically curated by us, for predicting stock market movements and volatility.
• Hidden Markov Models for Stock Market Prediction
  5 Oct 2023 1 repository listed
  In this article, we trained and tested a Hidden Markov Model for the purpose of predicting a stock closing price based on its opening price and the preceding day's prices.
• Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
  14 Sep 2023 1 repository listed
  Financial simulators play an important role in enhancing forecasting accuracy, managing risks, and fostering strategic financial decision-making.
• A Multifactor Analysis Model for Stock Market Prediction
  5 Mar 2023 1 repository listed
  Stock Market predictions have historically been a problem tackled by different singular approaches even though markets are influenced by many different factors.
• Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network
  27 Feb 2023 1 repository listed
  Predicting the Stock movement attracts much attention from both industry and academia.
• LERT: A Linguistically-motivated Pre-trained Language Model
  10 Nov 2022 1 repository listed
  We propose LERT, a pre-trained language model that is trained on three types of linguistic features along with the original MLM pre-training task, using a linguistically-informed pre-training (LIP) strategy.
• A Modular Framework for Reinforcement Learning Optimal Execution
  11 Aug 2022 1 repository listed
  In this article, we develop a modular framework for the application of Reinforcement Learning to the problem of Optimal Trade Execution.
• Astock: A New Dataset and Automated Stock Trading based on Stock-specific News Analyzing Model
  14 Jun 2022 1 repository listed
  In addition, we propose a self-supervised learning strategy based on SRLP to enhance the out-of-distribution generalization performance of our system.
• PERT: Pre-training BERT with Permuted Language Model
  14 Mar 2022 1 repository listed
  We permute a proportion of the input text, and the training objective is to predict the position of the original token.
• DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation
  11 Jan 2022 1 repository listed
  To handle concept drift, previous methods first detect when/where the concept drift happens and then adapt models to fit the distribution of the latest data.
• Effectiveness of Artificial Intelligence in Stock Market Prediction based on Machine Learning
  30 Jun 2021 1 repository listed
  This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies.
• Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading
  26 May 2021 1 repository listed Syntology ran 1 of 1 samples · 0 unverified · 1 pointer-only (licence)
  In this paper, we introduce an event-driven trading strategy that predicts stock movements by detecting corporate events from news articles.
• Stock price prediction using Generative Adversarial Networks
  2 Apr 2021 1 repository listed
  In this paper, it proposes a stock prediction model using Generative Adversarial Network (GAN) with Gated Recurrent Units (GRU) used as a generator that inputs historical stock price and generates future stock price and…
• SliceNStitch: Continuous CP Decomposition of Sparse Tensor Streams
  23 Feb 2021 1 repository listed
  SLICENSTITCH changes the starting point of each period adaptively, based on the current time, and updates factor matrices (i.

Syntology lines on 7 of the papers shown; no Syntology record for the others (a paper without an arXiv id cannot be joined to the graph, and absence from the graph layer is not a recorded non-run). “Ran” means the sample executed on a synthesized fixture, not that the paper's result was reproduced. Read from the graph 2026-09-24.