StonkBERT: Can Language Models Predict Medium-Run Stock Price Movements?
Stefan PaschDaniel EhnesPublished in: CoRR (2022)
Keyphrases
- language model
- stock price
- language modeling
- stock market
- n gram
- non stationary
- stock exchange
- probabilistic model
- language modelling
- historical data
- retrieval model
- information retrieval
- speech recognition
- document retrieval
- test collection
- news articles
- stock price prediction
- statistical language models
- financial markets
- financial data
- context sensitive
- vector space model
- smoothing methods
- document level
- language models for information retrieval
- okapi bm
- investment strategies
- document ranking
- pseudo relevance feedback
- long term
- query expansion
- natural language
- bag of words
- translation model
- machine learning
- ad hoc information retrieval
- relevance feedback
- language model for information retrieval