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cs.CE2025
DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets
Wanyun Zhou, Saizhuo Wang, Mihai Cucuringu +5
The lead-lag effect, where the price movement of one asset systematically precedes that of another, has been widely observed in financial markets and conveys valuable predictive si…
cs.CE2025
Unleashing Expert Opinion from Social Media for Stock Prediction
Wanyun Zhou, Saizhuo Wang, Xiang Li +3
While stock prediction task traditionally relies on volume-price and fundamental data to predict the return ratio or price movement trend, sentiment factors derived from social med…