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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…
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…