Deep learning for stock market prediction from financial news articles

Abstract

This work uses deep learning methods for intraday directional movements prediction of Standard & Poor's 500 index using financial news titles and a set of technical indicators as input. Deep learning methods can detect and analyze complex patterns and interactions in the data automatically allowing speed up the trading process. This paper focus on architectures such as Convolutional Neural Networks (CNN) and Recurrent Neural Networks (RNN), which have had good results in traditional NLP tasks. Results has shown that CNN can be better than RNN on catching semantic from texts and RNN is better on catching the context information and modeling complex temporal characteristics for stock market forecasting. The proposed method shows some improvement when compared with similar previous studies.