Stock Trend Prediction

Benchmarks archive 2025-07-28

1 leaderboard table shown for this task, 1 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

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

Subtasks archive 2025-07-28

1 subtask in the archive's task tree.

Parent tasks archive 2025-07-28

Most implemented papers archive 2025-07-28

15 shown of 15 papers with code (29 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.

• Recurrent Highway Networks with Grouped Auxiliary Memory
  13 Dec 2019 4 repositories listed
  In this paper, we address these issues by proposing a novel RNN architecture based on RHN, namely the Recurrent Highway Network with Grouped Auxiliary Memory (GAM-RHN).
• 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.
• Stock trend prediction using news sentiment analysis
  7 Jul 2016 2 repositories listed
  The accuracy of the prediction model is more than 80% and in comparison with news random labeling with 50% of accuracy; the model has increased the accuracy by 30%.
• Perforated Backpropagation: A Neuroscience Inspired Extension to Artificial Neural Networks
  29 Jan 2025 1 repository listed
  The neurons of artificial neural networks were originally invented when much less was known about biological neurons than is known today.
• Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations
  5 Dec 2024 1 repository listed
  To address this issue, we propose the Dynamic Graph Representation with Contrastive Learning (DGRCL) framework, which integrates dynamic and static graph relations to improve the accuracy of stock trend prediction.
• FLAG: Financial Long Document Classification via AMR-based GNN
  2 Oct 2024 1 repository listed
  We propose FLAG: Financial Long document classification via AMR-based GNN, an AMR graph based framework to generate document-level embeddings for long financial document classification.
• LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
  26 Aug 2024 1 repository listed Syntology ran 9 of 9 samples · 0 unverified · 9 pointer-only (licence)
  However, existing methods mostly focus on the short-term dynamic relationships of stocks and directly integrating relationship information with temporal information.
• AlphaFin: Benchmarking Financial Analysis with Retrieval-Augmented Stock-Chain Framework
  19 Mar 2024 1 repository listed Syntology ran 5 of 7 samples · 2 unverified
  The task of financial analysis primarily encompasses two key areas: stock trend prediction and the corresponding financial question answering.
• LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study
  5 Jul 2023 1 repository listed
  The recent advancements in Deep Learning (DL) research have notably influenced the finance sector.
• 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.
• 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.
• Temporal-Relational Hypergraph Tri-Attention Networks for Stock Trend Prediction
  22 Jul 2021 1 repository listed
  Extensive experiments on real-world data demonstrate the effectiveness of our approach.
• 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.
• Leveraging Financial News for Stock Trend Prediction with Attention-Based Recurrent Neural Network
  15 Nov 2018 1 repository listed
  Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit.
• Stock Movement Prediction from Tweets and Historical Prices
  1 Jul 2018 1 repository listed
  Stock movement prediction is a challenging problem: the market is highly stochastic, and we make temporally-dependent predictions from chaotic data.

Syntology lines on 4 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.