Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information

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Deep Learning Approach for Short-Term Stock Trends Prediction Based on Two-Stream Gated Recurrent Unit Network (2018, methodology): “Researchers have applied many algorithms such as multiple kernel learning [3], deep learning [5], [18], [17], stepwise regression analysis [4], etc.”
Decision support from financial disclosures with deep neural networks and transfer learning (2017, background): “The text source can come in various forms such as, e. g., headlines of news stories [19], the content of newspaper articles [20, 11, 21, 22, 23] or company-speciﬁc disclosures [24, 6].”
Market impact analysis via deep learned architectures (2018, background): “, market news and stock tick prices used in [47].”