Stock trend prediction is crucial for profitable trading strategies and portfolio management yet remains challenging due to market volatility, complex temporal dynamics and multifaceted inter-stock relationships. Existing methods struggle to effectively capture temporal dependencies and dynamic inter-stock interactions, often neglecting cross-sectional market influences, relying on static correlations, employing uniform treatments of nodes and edges, and conflating diverse relationships. This work introduces MaGNet, a novel Mamba dual-hyperGraph Network for stock prediction, integrating three key innovations: (1) a MAGE block, which leverages bidirectional Mamba with adaptive gating mechanisms for contextual temporal modeling and integrates a sparse Mixture-of-Experts layer to enable dynamic adaptation to diverse market conditions, alongside multi-head attention for capturing global dependencies; (2) Feature-wise and Stock-wise 2D Spatiotemporal Attention modules enable precise fusion of multivariate features and cross-stock dependencies, effectively enhancing informativeness while preserving intrinsic data structures, bridging temporal modeling with relational reasoning; and (3) a dual hypergraph framework consisting of the Temporal-Causal Hypergraph (TCH) that captures fine-grained causal dependencies with temporal constraints, and Global Probabilistic Hypergraph (GPH) that models market-wide patterns through soft hyperedge assignments and Jensen-Shannon Divergence weighting mechanism, jointly disentangling localized temporal influences from instantaneous global structures for multi-scale relational learning. Extensive experiments on six major stock indices demonstrate MaGNet outperforms state-of-the-art methods in both superior predictive performance and exceptional investment returns with robust risk management capabilities. Codes available at: https://github.com/PeilinTime/MaGNet.

Stock movement prediction remains fundamentally challenging due to complex temporal dependencies, heterogeneous modalities, and dynamically evolving inter-stock relationships. Existing approaches often fail to unify structural, semantic, and regime-adaptive modeling within a scalable framework. This work introduces H3M-SSMoEs, a novel Hypergraph-based MultiModal architecture with LLM reasoning and Style-Structured Mixture of Experts, integrating three key innovations: (1) a Multi-Context Multimodal Hypergraph that hierarchically captures fine-grained spatiotemporal dynamics via a Local Context Hypergraph (LCH) and persistent inter-stock dependencies through a Global Context Hypergraph (GCH), employing shared cross-modal hyperedges and Jensen-Shannon Divergence weighting mechanism for adaptive relational learning and cross-modal alignment; (2) a LLM-enhanced reasoning module, which leverages a frozen large language model with lightweight adapters to semantically fuse and align quantitative and textual modalities, enriching representations with domain-specific financial knowledge; and (3) a Style-Structured Mixture of Experts (SSMoEs) that combines shared market experts and industry-specialized experts, each parameterized by learnable style vectors enabling regime-aware specialization under sparse activation. Extensive experiments on three major stock markets demonstrate that H3M-SSMoEs surpasses state-of-the-art methods in both superior predictive accuracy and investment performance, while exhibiting effective risk control. Datasets, source code, and model weights are available at our GitHub repository: https://github.com/PeilinTime/H3M-SSMoEs.

The diffusion of financial news into market prices is a complex process, making it challenging to evaluate the connections between news events and market movements. This paper introduces FININ (Financial Interconnected News Influence Network), a novel market prediction model that captures not only the links between news and prices but also the interactions among news items themselves. FININ effectively integrates multi-modal information from both market data and news articles. We conduct extensive experiments on two datasets, encompassing the S&P 500 and NASDAQ 100 indices over a 15-year period and over 2.7 million news articles. The results demonstrate FININ's effectiveness, outperforming advanced market prediction models with an improvement of 0.429 and 0.341 in the daily Sharpe ratio for the two markets respectively. Moreover, our results reveal insights into the financial news, including the delayed market pricing of news, the long memory effect of news, and the limitations of financial sentiment analysis in fully extracting predictive power from news data.

As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate nonlinear dynamics of markets, particularly in the flexible selection and effective utilization of key historical information. Recently, methods like Graph Neural Networks and Reinforcement Learning have shown promise in stock prediction but require high data quality and quantity, and they tend to exhibit instability when dealing with data sparsity and noise. Moreover, the training and inference processes for these models are typically complex and computationally expensive, limiting their broad deployment in practical applications. Existing approaches also generally struggle to capture unobservable latent market states effectively, such as market sentiment and expectations, microstructural factors, and participant behavior patterns, leading to an inadequate understanding of market dynamics and subsequently impact prediction accuracy. To address these challenges, this paper proposes a stock prediction model, MCI-GRU, based on a multi-head cross-attention mechanism and an improved GRU. First, we enhance the GRU model by replacing the reset gate with an attention mechanism, thereby increasing the model's flexibility in selecting and utilizing historical information. Second, we design a multi-head cross-attention mechanism for learning unobservable latent market state representations, which are further enriched through interactions with both temporal features and cross-sectional features. Finally, extensive experiments on four main stock markets show that the proposed method outperforms SOTA techniques across multiple metrics. Additionally, its successful application in real-world fund management operations confirms its effectiveness and practicality.

Using historical data to predict future events has many applications in the real world, such as stock price prediction; the robot localization. In the past decades, the Convolutional long short-term memory (LSTM) networks have achieved extraordinary success with sequential data in the related field. However, traditional recurrent neural networks (RNNs) keep the hidden states in a deterministic way. In this paper, we use the particles to approximate the distribution of the latent state and show how it can extend into a more complex form, i.e., the Encoder-Decoder mechanism. With the proposed continuous differentiable scheme, our model is capable of adaptively extracting valuable information and updating the latent state according to the Bayes rule. Our empirical studies demonstrate the effectiveness of our method in the prediction tasks.

In this episode of ETF Spotlight, I speak with Zacks Senior Stock Strategist, Kevin Cook, about investing in advanced technologies, which are bringing science fiction to our offices, homes, cars, and portfolios. London-based research company DeepMind, which was acquired by Alphabet parent Google GOOGL in 2014, has developed an AI system that can predict the 3D shape of all known proteins with almost perfect accuracy. This is a huge development for life sciences and medicine. Exponential advancements in AI have changed the nature of computing, making Moore's law irrelevant. Per WSJ, Huang's law named for Nvidia's NVDA CEO, is in full effect now.

ZEISS Germany, Nikon Instruments, Ariadne.ai, Mindpeak, Aiforia, Celly.AI Corporation, SVision LLC, Scopio Lab, AlexaPath, MicroscopeIT, Nanotronics, AiScope, Thermo Fisher, Ash Vision, Sigtuple, GoMicro, MantiScope, Cognex, Paige.AI, Motic, and Pleora Technologies among others are the players in the artificial intelligence microscopy market.Brooklyn, New York, March 10, 2021 (GLOBE NEWSWIRE) -- According to a new market research report published by Global Market Estimates, the Artificial Intelligence Microscopy Market will grow with a CAGR value of 7.2 percent from 2021 to 2026. The market for AI in microscopy will increase with the rising prevalence of infectious disease, cancer, and other disorders that require routine blood morphology analysis. Moreover, with the rising need for advanced live-cell imaging, cloud sharing, and efficient lab workflow, clubbed with the rising research activities in the field of drug testing and toxicology, the market will grow rapidly from 2020 to 2021. Browse 151 Market Data Tables and 111 Figures spread through 181 Pages and in-depth TOC on “Global Artificial Intelligence Microscopy Market - Forecast to 2026" https://www.globalmarketestimates.com/market-report/global-artificial-intelligence-microscopy-market-2824 Key Market Insights Optical or light microscopy is estimated to be the largest segment as per market share or market revenue generation from 2021 to 2026Cancer disease diagnosis and prevention is the major driving factor for this segment to grow rapidlyThe market for independent & private laboratories will be dominant from 2021 to 2026ZEISS Germany, Nikon Instruments, Ariadne.ai, Mindpeak, Aiforia, Celly.AI Corporation, SVision LLC, Scopio Lab, AlexaPath, MicroscopeIT, Nanotronics, AiScope, Thermo Fisher, Ash Vision, Sigtuple, GoMicro, MantiScope, Cognex, Paige.AI, Motic, and Pleora Technologies among others are the players in the artificial intelligence microscopy market Browse the Report @ https://www.globalmarketestimates.com/market-report/global-artificial-intelligence-microscopy-market-2824 Imaging Modalities Outlook (Revenue, USD Billion, 2019-2026) Optical MicroscopyElectron MicroscopyScanning Probe Microscopy Application Outlook (Revenue, USD Billion, 2019-2026) Clinical PathologyNeuron MorphologyCell BiologyPharmacology & ToxicologyOncologyOthers Product Type Outlook (Revenue, USD Billion, 2019-2026) AI-Enabled Cloud SoftwareAI-Enabled Microscopes End-User Outlook (Revenue, USD Billion, 2019-2026) Hospital LaboratoriesIndependent & Private LaboratoriesAcademic Research LabsPharmaceutical & Biotechnology LaboratoriesContract Research Organizations Regional Outlook (Revenue, USD Billion, 2019-2026) North America The U.S.CanadaMexico Europe GermanyUKFranceSpainItalyRest of Europe Asia Pacific ChinaIndiaJapanSouth KoreaAustraliaRest of APAC Central & South America BrazilArgentinaRest of CSA Middle East & Africa Saudi ArabiaUAERest of MEA Website: Global Market Estimates CONTACT: Contact: Yash Jain Email address: yash.jain@globalmarketestimates.com Phone Number: +16026667238

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure the extent to which noise is mixed with informative signals within rapidly fluctuating financial time series data, designing a good predictive model is not a simple task. Recently, many researchers have become interested in recurrent neural networks and attention-based neural networks, applying them in financial forecasting. There have been many attempts to utilize these methods for the capturing of long-term temporal dependencies and to select more important features in multivariate time series data in order to make accurate predictions. In this paper, we propose a new prediction framework based on deep neural networks and a trend filtering, which converts noisy time series data into a piecewise linear fashion. We reveal that the predictive performance of deep temporal neural networks improves when the training data is temporally processed by a trend filtering. To verify the effect of our framework, three deep temporal neural networks, state of the art models for predictions in time series finance data, are used and compared with models that contain trend filtering as an input feature. Extensive experiments on real-world multivariate time series data show that the proposed method is effective and significantly better than existing baseline methods.

This dataset is a subset of the full NASDAQ 100 stock dataset used in [1]. It includes 105 days' stock data starting from July 26, 2016 to December 22, 2016. Each day contains 390 data points except for 210 data points on November 25 and 180 data points on Decmber 22. Some of the corporations under NASDAQ 100 are not included in this dataset because they have too much missing data. There are in total 81 major coporations in this dataset and we interpolate the missing data with linear interpolation.

For example, one of eToro's CopyFunds was created to outperform the popular Nasdaq 100 index, by studying the'investing DNA' of successful Nasdaq traders. The algorithm locates Nasdaq experts,' and then sifts through their portfolios and trading history to locate the 15 Nasdaq 100 components towards which all of these investors are positively inclined. Additional factors, such as risk management, are taken under consideration, providing the end result of a low-risk, fully managed investment portfolio, which can potentially beat the Nasdaq 100.