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STTM: an efficient approach to estimating news impact on stock movement direction
PeerJ Computer Science. 2022. Vol. 8. Article e1156.
Open text data, such as financial news, are thought to be able to affect or to describe stock market behavior, however, there are no widely accepted algorithms for extracting the relationship between stock quotes time series and fast-growing textual representation of economic information. The field remains challenging and understudied. In particular, topic modeling as a powerful tool for interpretable dimensionality reduction has been hardly ever used for such tasks. We present a topic modeling framework for assessing the relationship between financial news stream and stock prices in order to maximize trader’s gain. To do so, we use a dataset of economic news sections of three Russian national media sources (Kommersant, Vedomosti, and RIA Novosti) containing 197,678 economic articles. They are used to predict 39 time series of the most liquid Russian stocks collected over eight years, from 2013 to 2021. Our approach shows the ability to detect significant return-predictive signals and outperforms 26 existing models in terms of Sharpe ratio and annual return of simple long strategy. In particular, it shows a significant Granger causal relationship for more than 70% of portfolio stocks. Furthermore, the approach produces highly interpretable results, requires no domain[1]specific dictionaries, and, unlike most existing industrial solutions, can be calibrated for individual time series. This makes it directly usable for trading strategies and analytical tasks. Finally, since topic modeling shows its efficiency for most European languages, our approach is expected to be transferrable to European stock markets as well.
Publication based on the results of:
Moshkin A., Fedorov M., Arlazarov V. et al., Algorithms 2026 Vol. 19 No. 7 Article 523
Artificial intelligence (AI) technologies, which are being actively developed in modern medicine today, increase the speed and quality of patient care. This article mainly seeks to demonstrate the use of various options of computer analysis of clinical images to solve practical problems of increasing the efficiency of routine diagnostics using retrospective analysis, as well as ...
Added: August 17, 2026
CHEN Y., Howlett R. J., Tanaka S. et al., Springer, 2026.
The Smart Innovation, Systems and Technologies book series encompasses the topics of knowledge, intelligence, innovation and sustainability. The aim of the series is to make available a platform for the publication of books on all aspects of single and multi-disciplinary research on these themes in order to make the latest results available in a readily-accessible ...
Added: August 16, 2026
Yu Z., Wang J., Wang Z. et al., Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 2026 Vol. 384 P. 1–16
The integration of data-driven and knowledge-driven approaches in generative geospatial modelling (GGM) is often hindered by their mathematical incompatibilities. Here, we propose a geometric algebra (GA)-based framework that employs a unified multi-vector representation to fuse heterogeneous data and diverse knowledge. The framework facilitates structured reasoning and hypothesis generation through a task-adaptable, five-stage cycle: representation, reasoning, ...
Added: August 13, 2026
Cham: Springer, 2026.
This book constitutes the proceedings of the 10th International Workshop Empowering Novel Geometric Algebra for Graphics and Engineering, ENGAGE 2025, held in conjunction with Computer Graphics International conference, CGI 2025, in Hong Kong, China, on July 14, 2025.
The 14 full papers included in this volume were carefully reviewed and selected from 16 submissions. The papers ...
Added: August 13, 2026
Ratnikov F., European Physical Journal: Special Topics 2026 P. 1–10
EEG recordings are often affected by the loss or corruption of individual channels due to electrode detachment, poor scalp contact, or external interference. Such channels must be accurately reconstructed before further analysis. In this study, we investigate Next-Generation Reservoir Computing (NG-RC) as a data-driven approach for reconstructing corrupted EEG channels and compare its performance with ...
Added: August 12, 2026
Minets M., Krasnozhenov G., Trofimova E. et al., PeerJ Computer Science 2026 Vol. 12 Article e4063
This article presents CAD2TechSpec, a novel framework for automating design processes within computer-aided design (CAD) systems by leveraging multimodal large language models (LLMs). The framework enables the analysis and generation of detailed design specifications, including the automated creation of machining process plans. Our system architecture combines 3D model rendering, dimensionality reduction techniques, and the capabilities ...
Added: August 12, 2026
Мизинов П. В., Journal of Computer Virology and Hacking Techniques 2023 No. 20 P. 383–396
Biometric vein recognition systems are vulnerable to presentation attacks. Traditionally, researchers have used a near-infrared (NIR) drawing of the user’s vascular bed to create a presentation attack instrument (PAI). This paper investigates the feasibility of using free software to capture a venous pattern of the hand without NIR under normal lighting conditions and to create ...
Added: August 11, 2026
Trubochkina N. K., М.: Издательство «Юрайт», 2026.
This textbook is designed to develop students' holistic understanding of modern production processes and methods for their analysis and management using machine learning technologies. In the context of the fourth industrial revolution, where traditional engineering disciplines are inextricably intertwined with intelligent data processing methods, there is a growing need for specialists capable of integrating knowledge ...
Added: August 8, 2026
Фирсанова В. И., ACM, 2026.
The inclusion of autistic people can be augmented by a mobile app that provides information without a human mediator making information perception more liberating for people in the spectrum. This paper is an overview of a doctoral work dedicated to the development of a web-based mobile tool for supporting the inclusion of people on the ...
Added: August 4, 2026
Фирсанова В. И., Хлусова Я. К., CEUR Workshop Proceedings, 2025.
Knowledge graphs are widely used in Retrieval Augmented Generation (RAG) and Explainable AI (XAI), since they can illustrate semantic relationships generated by Large Language Models (LLMs). Recent studies focus on generating knowledge graphs from unstructured data to improve RAG performance; however, they do not explain the underlying graph structure. The analysis of synthetic graphs behind ...
Added: August 4, 2026
Belomestny D., Gasnikov A., Gladin E. et al., Russian Mathematical Surveys 2026 Vol. 81 No. 4(490) P. 3–90
Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory. This survey organizes the mathematical structures that underpin the design and analysis of modern algorithms in RL. We begin from Markov decision processes (MDPs) and the Bellman operators, emphasizing contraction mappings, monotonicity, and fixed-point theory that yield convergence guarantees and rates ...
Added: August 3, 2026
Chepovskiy A., М.: Мастерская Печати Идей, 2026.
The textbook presents methods and algoгithms for automatic analysis
of соrроrа of texts in natural languages. It is intended fоr sfudenБ of
methods of processing texts in паtчrаl languages and creating training
arays of texts.
Fоr students, graduate students and researchers studying methods
of computational linguistics and word processing. ...
Added: August 1, 2026
Ponomarenko A., / Series Computer Science "arxiv.org". 2025.
This paper addresses the challenge of merging hierarchical navigable small world (HNSW) graphs, a critical operation for distributed systems, incremental indexing, and database compaction. We propose three algorithms for this task: Naive Graph Merge (NGM), Intra Graph Traversal Merge (IGTM), and Cross Graph Traversal Merge (CGTM). These algorithms differ in their approach to vertex selection ...
Added: July 30, 2026
Уилкокс П., Romanov A., М.: ДМК Пресс, 2025.
Книга, которую вы держите в руках, продолжает серию «Книжная полка истового
инженера», которая издается при поддержке компании YADRO.
Данная книга представляет собой учебник по теоретическим основам продвинутой
функциональной верификации и содержит лучшие практики, используемые в настоящее
время. В ней подробно описана унифицированная методология верификации
(UVM) и раскрыты такие темы, как функциональный виртуальный прототип, функциональное
покрытие, утверждения, формальная верификация, тестбенчи, косимуляция,
эмуляция, аппаратное ...
Added: July 30, 2026
Mikhaylets E. V., Razorenova A. М., Chernyshev V. L. et al., Scientific Reports 2026 Vol. 16 Article 23560
Meditation offers a naturalistic paradigm for studying introspection, yet the neural dynamics of advanced tantric practices remain largely unexplored. Buddhist Highest Yoga Tantra (BHYT) comprises a sequence of eight dissolution stages culminating in the “clear light” state. We recorded EEG during eyes-closed BHYT meditation performed in monasteries and hermitages (51 sessions from 36 male practitioners; ...
Added: July 29, 2026
Думкин Н. А., Alexandrov D., Прозорский М. А., Труды Института системного программирования РАН 2026 Т. 38 № 1 С. 255–274
A theoretically sound approach to adaptive client-side video fragment restoration is proposed using
machine learning and scene analysis methods. The method includes a formal problem statement, a finite-state
machine model for decision making, a restoration cost function, and a new stage in video preparation: scene
dynamics assessment followed by recording a feature in an HLS playlist. This feature ...
Added: July 27, 2026
Cham: Springer, 2026.
This open access set, LNAI 16688-16689, constitutes the proceedings of the 13th International Joint Conference, IJCAR 2026, held in Lisbon, Portugal, during July 26–29, 2026.
The 41 full research papers and 8 short papers included in these two volumes were carefully reviewed and selected from 112 submissions. The papers cover the following topical sections:
Part I: Theorem ...
Added: July 26, 2026
Edward R. Rzaev, Aleksandr Y. Romanov, Andrey M. Sukhov, IEEE Access 2026 Vol. 14 P. 2169–3536
This work presents a hierarchy of strictly local fault-tolerant routing algorithms for 3D mesh networks-on-chip, culminating in an algorithm that combines a live-neighbor selection rule with a bounded single-hop rollback mechanism. The proposed algorithms operate exclusively on immediate neighbor information, maintain O(1) per hop complexity, and require no global topology knowledge, additional virtual channels, or ...
Added: July 23, 2026
Pislyakov V., Вестник Томского государственного университета. Филология 2026 № 101 С. 175–192
This article examines the use of proverbs in academic texts—specifically, articles published in Russian research journals. For the experiment, ten proverbs were selected as the intersection of two fundamentally different paremiological surveys aimed at compiling lists of popular or common Russian proverbs. One of these surveys was conducted by the classic of paremiology, G.L. Permyakov, ...
Added: July 22, 2026
Association for Computing Machinery (ACM), 2026.
Wominjeka, and welcome to the 49th International ACM SIGIR Conference on Research and Development in Information Retrieval (SIGIR 2026), held in Melbourne | Naarm, Australia, from 20–24 July 2026. SIGIR 2026 takes place on the unceded lands of the Woi Wurrung and Boon Wurrung language groups of the eastern Kulin nation, and we pay our ...
Added: July 22, 2026
Соколова Е. Н., Grigoreva M., Знак: проблемное поле медиаобразования 2026 № 1(59) С. 92–101
The article analyzes representations of grandmothers’ and grandfathers’ images in the digital family discourse of the Russian social media segment. Based on a corpus of more than two million public posts from September 2023 to September 2024 collected via Brand Analytics, we extracted a subcorpus of 82 138 posts mentioning the older generation. The study ...
Added: June 30, 2026
Karpukhin I., Savchenko A., , in: Proceedings of the AAAI Conference on Artificial Intelligence. AAAI-26: AAAI Technical Track on Planning, Routing, and Scheduling; AAAI Technical Track on Reasoning under Uncertainty; AAAI Technical Track on Search and Optimization. Main Track, volume 40 no. 43.: American Association for Artificial Intelligence (AAAI) Press, 2026. P. 22536–22544.
Long-horizon events forecasting is a crucial task across various domains, including retail, finance, healthcare, and social networks. Traditional models for event sequences often extend to forecasting on a horizon using an autoregressive (recursive) multi-step strategy, which has limited effectiveness due to typical convergence to constant or repetitive outputs. To address this limitation, we introduce DEF, a novel approach for simultaneous forecasting of ...
Added: June 17, 2026
Karacharovskiy V., Ларина У. С., Резмерица А. А., Социологические исследования 2026 № 7 С. 60–75
Based on the neural network approach, the decomposition of the index of social mood in Russia for the period 2004-2024 was carried out and their dynamics for this period was modeled. The following issues are discussed: (a) the nature of the social mood' shocks in Russia, based on their connection with the concepts of politics ...
Added: May 14, 2026
Ankudinov I., Социология: методология, методы, математическое моделирование 2025 № 61 С. 165–203
The changing political mood of Russians is a constant subject of interest for sociological agencies. With the development of the Internet, conventional questionnaire research began to be supplemented by online surveys and, despite some skepticism, by social media mining. This article attempts to adjust an accidental web-sample so as to bring its estimates closer to ...
Added: April 22, 2026