Copertina

StockMem: An Event-Reflection Memory Framework for Stock Forecasting

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Wang, He, Xiao, Wenyilin, Han, Songqiao, Huang, Hailiang
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Artificial Intelligence Machine Learning
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Hierarchical Information-Guided Spatio-Temporal Mamba for Stock Time Series Forecasting
di: Yan, Wenbo, et al.
Pubblicazione: (2025)

Awesome-OL: An Extensible Toolkit for Online Learning
di: Liu, Zeyi, et al.
Pubblicazione: (2025)

MemCast: Memory-Driven Time Series Forecasting with Experience-Conditioned Reasoning
di: Tao, Xiaoyu, et al.
Pubblicazione: (2026)

Rethinking Weak Supervision in Anomaly Detection: A Comprehensive Benchmark
di: Yao, Xu, et al.
Pubblicazione: (2026)

CSPO: Cross-Market Synergistic Stock Price Movement Forecasting with Pseudo-volatility Optimization
di: Lin, Sida, et al.
Pubblicazione: (2025)

Double-Path Adaptive-correlation Spatial-Temporal Inverted Transformer for Stock Time Series Forecasting
di: Yan, Wenbo, et al.
Pubblicazione: (2024)

TCGPN: Temporal-Correlation Graph Pre-trained Network for Stock Forecasting
di: Yan, Wenbo, et al.
Pubblicazione: (2024)

MemFly: On-the-Fly Memory Optimization via Information Bottleneck
di: Zhang, Zhenyuan, et al.
Pubblicazione: (2026)

An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting
di: Li, Chufeng, et al.
Pubblicazione: (2024)

MemMamba: Rethinking Memory Patterns in State Space Model
di: Wang, Youjin, et al.
Pubblicazione: (2025)

Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion
di: Liao, Pei-Jun, et al.
Pubblicazione: (2026)

Multimodal Stock Price Prediction
di: Karadaş, Furkan, et al.
Pubblicazione: (2025)

Contextual Quantum Neural Networks for Stock Price Prediction
di: Mourya, Sharan, et al.
Pubblicazione: (2025)

AIMM: An AI-Driven Multimodal Framework for Detecting Social-Media-Influenced Stock Market Manipulation
di: Neela, Sandeep
Pubblicazione: (2025)

Chinese Stock Prediction Based on a Multi-Modal Transformer Framework: Macro-Micro Information Fusion
di: AI, Lumen, et al.
Pubblicazione: (2025)

DeepStock: Reinforcement Learning with Policy Regularizations for Inventory Management
di: Xie, Yaqi, et al.
Pubblicazione: (2026)

MolMem: Memory-Augmented Agentic Reinforcement Learning for Sample-Efficient Molecular Optimization
di: Wang, Ziqing, et al.
Pubblicazione: (2026)

Predicting Stock Prices with FinBERT-LSTM: Integrating News Sentiment Analysis
di: Gu, Wenjun, et al.
Pubblicazione: (2024)

MemFail: Stress-Testing Failure Modes of LLM Memory Systems
di: Garg, Ishir, et al.
Pubblicazione: (2026)

Hidformer: Transformer-Style Neural Network in Stock Price Forecasting
di: Szydłowski, Kamil Ł., et al.
Pubblicazione: (2024)

Orthogonal Factor-Based Biclustering Algorithm (BCBOF) for High-Dimensional Data and Its Application in Stock Trend Prediction
di: Huang, Yan, et al.
Pubblicazione: (2025)

DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
di: Gao, Yuan, et al.
Pubblicazione: (2024)

Finding Optimal Trading History in Reinforcement Learning for Stock Market Trading
di: Montazeri, Sina, et al.
Pubblicazione: (2025)

Predicting Stock Price Movement with LLM-Enhanced Tweet Emotion Analysis
di: Vuong, An, et al.
Pubblicazione: (2025)

PolarMem: A Training-Free Polarized Latent Graph Memory for Verifiable Vision-Language Models
di: Chen, Zhisheng, et al.
Pubblicazione: (2026)

MemCollab: Cross-Model Memory Collaboration via Contrastive Trajectory Distillation
di: Chang, Yurui, et al.
Pubblicazione: (2026)

Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
di: Zhang, Wentao, et al.
Pubblicazione: (2023)

GAPNet: Plug-in Jointly Learning Task-Specific Graph for Dynamic Stock Relation
di: Niu, Yingjie, et al.
Pubblicazione: (2026)

Stock Market Price Prediction using Neural Prophet with Deep Neural Network
di: Chhibber, Navin, et al.
Pubblicazione: (2026)

MemRerank: Preference Memory for Personalized Product Reranking
di: Peng, Zhiyuan, et al.
Pubblicazione: (2026)

Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks
di: Ao, Xiang, et al.
Pubblicazione: (2026)

AriadneMem: Threading the Maze of Lifelong Memory for LLM Agents
di: Zhu, Wenhui, et al.
Pubblicazione: (2026)

EvolveMem:Self-Evolving Memory Architecture via AutoResearch for LLM Agents
di: Liu, Jiaqi, et al.
Pubblicazione: (2026)

MemReward: Graph-Based Experience Memory for LLM Reward Prediction with Limited Labels
di: Luo, Tianyang, et al.
Pubblicazione: (2026)

CoMemNet: Contrastive Sampling with Memory Replay Network for Continual Traffic Prediction
di: Wu, Mei, et al.
Pubblicazione: (2026)

TopicProphet: Prophesies on Temporal Topic Trends and Stocks
di: Kim, Olivia
Pubblicazione: (2025)

Leveraging Fundamental Analysis for Stock Trend Prediction for Profit
di: Phan, John, et al.
Pubblicazione: (2024)

MemSkill: Learning and Evolving Memory Skills for Self-Evolving Agents
di: Zhang, Haozhen, et al.
Pubblicazione: (2026)

NextMem: Towards Latent Factual Memory for LLM-based Agents
di: Zhang, Zeyu, et al.
Pubblicazione: (2026)

Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization
di: Wang, Hao, et al.
Pubblicazione: (2025)