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Optimal Trend Labeling in Financial Time Series

Tomislav Kovacevic, Andro Mercep, Stjepan Begusic, Zvonko Kostanjcar • IEEE Access (2023)

Predicting asset price trends is often posed as a classification problem, where trends are classified as positive or negative. Since asset price series are noisy and volatile, it is difficult to distinguish true trends from short-term fluct...

DOAJ Open Access (DOAJ) DOI: 10.1109/ACCESS.2023.3303283

Natural Language Processing-Based Financial Time Series Forecasting: Utilizing Sentiment Analysis for Improved Stock Price Prediction

Albert Ntumba Nkongolo, Yae Olatoundji Gaba, Kafunda Katalay Pierre, Esther Matendo Mabela et al. • Journal of Innovation Information Technology and Application (2025)

This study explores the application of natural language processing (NLP) techniques in financial time series forecasting, specifically in predicting stock prices. Historical stock price data and textual data from financial news articles and...

DOAJ Open Access (DOAJ) DOI: 10.35970/jinita.v7i1.2290