Awesome

FinNLP

Research sources for NLP in Finance

Stock market prediction

Tasks related with text analysis

• Classification : stock market movement prediction (Accuracy : around 0.6)
• Regression : make time series (Mean prediction accuracy 0.97-0.98)
• Multimodal : combination of time series and text analysis

Papers (to be organised)

Focus on modelling

• Stock Movement Prediction from Tweets and Historical Prices(ACL 2018)| code (Python 2.7.11, Tensorflow 1.4.0) - StockNet dataset (window 5)
• Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization (ACL 2020) - No code (aligned with ACL 2018, predict market, window 5)
• DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial News (NIPS 2019 Workshop AI in Financial Services) - Code (Python 3.6, Keras, Only using VADER -> able to upgrade, window size 10, the impact of text is very little)
• Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction (WSDM 2018) - No Code from authors (Good visualisation)
• Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations (EMNLP 2020) - No code, GCN
• Coupling Macro-Sector-Micro Financial Indicators for Learning Stock Representations with Less Uncertainty (AAAI 2021)
• Applications of deep learning in stock market prediction: recent progress - (2020) well summarized | review

Focus on social media text / sentiment analysis

• Twitter mood predicts the stock market (Journal of Computational Science 2010)
• Buzzwords build momentum: Global financial Twitter sentiment and the aggregate stock market (Expert Systems with Applications 2019)
• Beyond negative and positive: Exploring the effects of emotions in social media during the stock market crash (Information Processing and Management 2020)
• Issues and Perspectives from 10,000 Annotated Financial Social Media Data (LREC 2020) - Fin-Some (per request)
• NTUSD-Fin: A Market Sentiment Dictionary for Financial Social Media Data Applications (Proceedings of the 1st Financial Narrative Processing Workshop (FNP 2018))
• Learning Stock Market Sentiment Lexicon and Sentiment-Oriented Word Vector from StockTwits (CoNLL 2017)
• Financial Sentiment Analysis: An Investigation into Common Mistakes and Silver Bullets (ICCL 2020)

Github demos

• stock-prediction list
• stock-price-prediction list
• StockSight (1.1k star) - TextBlob, Vader
• BulBea (1.4k star) - TextBlob
• stock market prediction webapp - most recent
• stock recommend - Python >=2.7, TextBlob
• Machine Learning Stocks in python - Good readme
• CNN stock market pytorch - outdated code, using tensorboard is good approach
• stock-trading-bot - using deep reinforcement learning
• stock market prediction using nlp - simple MLs

Github repositories

• Deep learning for finance

Industy applications

• Qlib : An AI-oriented Quantitative Investment Platform - Microsoft - Paper| Github : check framework and infrastructure
• FinRL: A Deep Reinforcement Learning Library for Quantitative Finance - Paper | Github
• Microsoft (2017) - blogpost
• Google patent - webpage | patent
• Buzz ETF - webpage BUZZ NextGen AI US Sentiment Leaders Index
• MarketPsych Analytics from Refinitiv - brochure