{"id":"https://openalex.org/W4416677103","doi":"https://doi.org/10.1109/dsaa65442.2025.11247993","title":"Towards Unified Multimodal Financial Forecasting: Integrating Sentiment Embeddings and Market Indicators via Cross-Modal Attention","display_name":"Towards Unified Multimodal Financial Forecasting: Integrating Sentiment Embeddings and Market Indicators via Cross-Modal Attention","publication_year":2025,"publication_date":"2025-10-09","ids":{"openalex":"https://openalex.org/W4416677103","doi":"https://doi.org/10.1109/dsaa65442.2025.11247993"},"language":null,"primary_location":{"id":"doi:10.1109/dsaa65442.2025.11247993","is_oa":false,"landing_page_url":"https://doi.org/10.1109/dsaa65442.2025.11247993","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 IEEE 12th International Conference on Data Science and Advanced Analytics (DSAA)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083724464","display_name":"Sarthak Khanna","orcid":null},"institutions":[{"id":"https://openalex.org/I135140700","display_name":"University of Bonn","ror":"https://ror.org/041nas322","country_code":"DE","type":"education","lineage":["https://openalex.org/I135140700"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Sarthak Khanna","raw_affiliation_strings":["University of Bonn,Department of Computer Science,Germany"],"affiliations":[{"raw_affiliation_string":"University of Bonn,Department of Computer Science,Germany","institution_ids":["https://openalex.org/I135140700"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102998018","display_name":"Armin Berger","orcid":"https://orcid.org/0009-0003-1924-8401"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Armin Berger","raw_affiliation_strings":["Fraunhofer IAIS,Department of Media Engineering,Germany"],"affiliations":[{"raw_affiliation_string":"Fraunhofer IAIS,Department of Media Engineering,Germany","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030431841","display_name":"David Berghaus","orcid":"https://orcid.org/0000-0002-0740-154X"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"David Berghaus","raw_affiliation_strings":["Fraunhofer IAIS,Department of Media Engineering,Germany"],"affiliations":[{"raw_affiliation_string":"Fraunhofer IAIS,Department of Media Engineering,Germany","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5075777651","display_name":"Tobias Deusser","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Tobias Deusser","raw_affiliation_strings":["Fraunhofer IAIS,Department of Media Engineering,Germany"],"affiliations":[{"raw_affiliation_string":"Fraunhofer IAIS,Department of Media Engineering,Germany","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5115904446","display_name":"Lorenz Sparrenberg","orcid":null},"institutions":[{"id":"https://openalex.org/I135140700","display_name":"University of Bonn","ror":"https://ror.org/041nas322","country_code":"DE","type":"education","lineage":["https://openalex.org/I135140700"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Lorenz Sparrenberg","raw_affiliation_strings":["University of Bonn,Department of Computer Science,Germany"],"affiliations":[{"raw_affiliation_string":"University of Bonn,Department of Computer Science,Germany","institution_ids":["https://openalex.org/I135140700"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5034781887","display_name":"Rafet Sifa","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Rafet Sifa","raw_affiliation_strings":["Fraunhofer IAIS,Department of Media Engineering,Germany"],"affiliations":[{"raw_affiliation_string":"Fraunhofer IAIS,Department of Media Engineering,Germany","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5083724464"],"corresponding_institution_ids":["https://openalex.org/I135140700"],"apc_list":null,"apc_paid":null,"fwci":2.3361,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.9192053,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"6"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9609000086784363,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9609000086784363,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.006500000134110451,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10664","display_name":"Sentiment Analysis and Opinion Mining","score":0.00419999985024333,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/concatenation","display_name":"Concatenation (mathematics)","score":0.6582000255584717},{"id":"https://openalex.org/keywords/feature","display_name":"Feature (linguistics)","score":0.5637000203132629},{"id":"https://openalex.org/keywords/scalability","display_name":"Scalability","score":0.541700005531311},{"id":"https://openalex.org/keywords/code","display_name":"Code (set theory)","score":0.5264999866485596},{"id":"https://openalex.org/keywords/source-code","display_name":"Source code","score":0.5019999742507935},{"id":"https://openalex.org/keywords/pipeline","display_name":"Pipeline (software)","score":0.4726000130176544},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4343000054359436}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7177000045776367},{"id":"https://openalex.org/C87619178","wikidata":"https://www.wikidata.org/wiki/Q126002","display_name":"Concatenation (mathematics)","level":2,"score":0.6582000255584717},{"id":"https://openalex.org/C2776401178","wikidata":"https://www.wikidata.org/wiki/Q12050496","display_name":"Feature (linguistics)","level":2,"score":0.5637000203132629},{"id":"https://openalex.org/C48044578","wikidata":"https://www.wikidata.org/wiki/Q727490","display_name":"Scalability","level":2,"score":0.541700005531311},{"id":"https://openalex.org/C2776760102","wikidata":"https://www.wikidata.org/wiki/Q5139990","display_name":"Code (set theory)","level":3,"score":0.5264999866485596},{"id":"https://openalex.org/C43126263","wikidata":"https://www.wikidata.org/wiki/Q128751","display_name":"Source code","level":2,"score":0.5019999742507935},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.48080000281333923},{"id":"https://openalex.org/C43521106","wikidata":"https://www.wikidata.org/wiki/Q2165493","display_name":"Pipeline (software)","level":2,"score":0.4726000130176544},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4343000054359436},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4244999885559082},{"id":"https://openalex.org/C45493050","wikidata":"https://www.wikidata.org/wiki/Q7884934","display_name":"Unified Model","level":2,"score":0.4101000130176544},{"id":"https://openalex.org/C101738243","wikidata":"https://www.wikidata.org/wiki/Q786435","display_name":"Autoencoder","level":3,"score":0.35100001096725464},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.3375999927520752},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3321000039577484},{"id":"https://openalex.org/C66402592","wikidata":"https://www.wikidata.org/wiki/Q2271421","display_name":"Sentiment analysis","level":2,"score":0.3203999996185303},{"id":"https://openalex.org/C135510737","wikidata":"https://www.wikidata.org/wiki/Q860554","display_name":"Performance indicator","level":2,"score":0.2791000008583069},{"id":"https://openalex.org/C171686336","wikidata":"https://www.wikidata.org/wiki/Q3532085","display_name":"Topic model","level":2,"score":0.27480000257492065},{"id":"https://openalex.org/C2522767166","wikidata":"https://www.wikidata.org/wiki/Q2374463","display_name":"Data science","level":1,"score":0.2689000070095062}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/dsaa65442.2025.11247993","is_oa":false,"landing_page_url":"https://doi.org/10.1109/dsaa65442.2025.11247993","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 IEEE 12th International Conference on Data Science and Advanced Analytics (DSAA)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W2965373594","https://openalex.org/W3202576141","https://openalex.org/W4384203597","https://openalex.org/W4386255954","https://openalex.org/W4391093139","https://openalex.org/W4404172054","https://openalex.org/W4409569681"],"related_works":[],"abstract_inverted_index":{"We":[0],"propose":[1],"STONK":[2,46],"(Stock":[3],"Optimization":[4],"using":[5],"News":[6],"Knowledge),":[7],"a":[8],"multimodal":[9,64],"framework":[10],"integrating":[11],"numerical":[12,26],"market":[13],"indicators":[14],"with":[15],"sentiment-enriched":[16],"news":[17],"embeddings":[18,29],"to":[19],"improve":[20],"daily":[21],"stock-movement":[22],"prediction.":[23],"By":[24],"combining":[25],"&":[27],"textual":[28],"via":[30],"feature":[31],"concatenation":[32],"and":[33,56],"cross-modal":[34],"attention,":[35],"our":[36],"unified":[37],"pipeline":[38],"addresses":[39],"limitations":[40],"of":[41,53],"isolated":[42],"analyses.":[43],"Backtesting":[44],"shows":[45],"outperforms":[47],"numeric-only":[48],"baselines.":[49],"A":[50],"comprehensive":[51],"evaluation":[52],"fusion":[54],"strategies":[55],"model":[57],"configurations":[58],"offers":[59],"evidence-based":[60],"guidance":[61],"for":[62],"scalable":[63],"financial":[65],"forecasting.":[66],"Source":[67],"code":[68],"is":[69],"available":[70],"on":[71],"GitHub<sup":[72],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[73,75],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">1</sup><sup":[74],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">1</sup>https://github.com/sarthak-12/thesis-dsaa/.":[76]},"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-03-09T08:58:05.943551","created_date":"2025-11-25T00:00:00"}
