Towards Unified Multimodal Financial Forecasting: Integrating Sentiment Embeddings and Market Indicators via Cross-Modal Attention

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Hauptverfasser: Khanna, Sarthak, Berger, Armin, Berghaus, David, Deusser, Tobias, Sparrenberg, Lorenz, Sifa, Rafet
Format: Preprint
Veröffentlicht: 2025
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author Khanna, Sarthak
Berger, Armin
Berghaus, David
Deusser, Tobias
Sparrenberg, Lorenz
Sifa, Rafet
author_facet Khanna, Sarthak
Berger, Armin
Berghaus, David
Deusser, Tobias
Sparrenberg, Lorenz
Sifa, Rafet
contents We propose STONK (Stock Optimization using News Knowledge), a multimodal framework integrating numerical market indicators with sentiment-enriched news embeddings to improve daily stock-movement prediction. By combining numerical & textual embeddings via feature concatenation and cross-modal attention, our unified pipeline addresses limitations of isolated analyses. Backtesting shows STONK outperforms numeric-only baselines. A comprehensive evaluation of fusion strategies and model configurations offers evidence-based guidance for scalable multimodal financial forecasting. Source code is available on GitHub
format Preprint
id arxiv_https___arxiv_org_abs_2508_13327
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Towards Unified Multimodal Financial Forecasting: Integrating Sentiment Embeddings and Market Indicators via Cross-Modal Attention
Khanna, Sarthak
Berger, Armin
Berghaus, David
Deusser, Tobias
Sparrenberg, Lorenz
Sifa, Rafet
Artificial Intelligence
We propose STONK (Stock Optimization using News Knowledge), a multimodal framework integrating numerical market indicators with sentiment-enriched news embeddings to improve daily stock-movement prediction. By combining numerical & textual embeddings via feature concatenation and cross-modal attention, our unified pipeline addresses limitations of isolated analyses. Backtesting shows STONK outperforms numeric-only baselines. A comprehensive evaluation of fusion strategies and model configurations offers evidence-based guidance for scalable multimodal financial forecasting. Source code is available on GitHub
title Towards Unified Multimodal Financial Forecasting: Integrating Sentiment Embeddings and Market Indicators via Cross-Modal Attention
topic Artificial Intelligence
url https://arxiv.org/abs/2508.13327