{"id":"https://openalex.org/W4415427414","doi":"https://doi.org/10.3233/faia251474","title":"Cross-Modal Temporal Fusion for Financial Market Forecasting","display_name":"Cross-Modal Temporal Fusion for Financial Market Forecasting","publication_year":2025,"publication_date":"2025-10-21","ids":{"openalex":"https://openalex.org/W4415427414","doi":"https://doi.org/10.3233/faia251474"},"language":"en","primary_location":{"id":"doi:10.3233/faia251474","is_oa":true,"landing_page_url":"https://doi.org/10.3233/faia251474","pdf_url":null,"source":{"id":"https://openalex.org/S4210201731","display_name":"Frontiers in artificial intelligence and applications","issn_l":"0922-6389","issn":["0922-6389","1879-8314"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Artificial Intelligence and Applications","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://doi.org/10.3233/faia251474","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5021791813","display_name":"Yunhua Pei","orcid":"https://orcid.org/0000-0003-2906-0827"},"institutions":[{"id":"https://openalex.org/I36234482","display_name":"University of Bristol","ror":"https://ror.org/0524sp257","country_code":"GB","type":"education","lineage":["https://openalex.org/I36234482"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Yunhua Pei","raw_affiliation_strings":["School of Computer Science, University of Bristol, Bristol, UK"],"raw_orcid":"https://orcid.org/0000-0003-2906-0827","affiliations":[{"raw_affiliation_string":"School of Computer Science, University of Bristol, Bristol, UK","institution_ids":["https://openalex.org/I36234482"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017729087","display_name":"John Cartlidge","orcid":"https://orcid.org/0000-0002-3143-6355"},"institutions":[{"id":"https://openalex.org/I36234482","display_name":"University of Bristol","ror":"https://ror.org/0524sp257","country_code":"GB","type":"education","lineage":["https://openalex.org/I36234482"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"John Cartlidge","raw_affiliation_strings":["School of Engineering Mathematics and Technology, University of Bristol, Bristol, UK"],"raw_orcid":"https://orcid.org/0000-0002-3143-6355","affiliations":[{"raw_affiliation_string":"School of Engineering Mathematics and Technology, University of Bristol, Bristol, UK","institution_ids":["https://openalex.org/I36234482"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5079504317","display_name":"Anandadeep Mandal","orcid":"https://orcid.org/0000-0002-1018-8719"},"institutions":[{"id":"https://openalex.org/I79619799","display_name":"University of Birmingham","ror":"https://ror.org/03angcq70","country_code":"GB","type":"education","lineage":["https://openalex.org/I79619799"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Anandadeep Mandal","raw_affiliation_strings":["Business School, University of Birmingham, Birmingham, UK"],"raw_orcid":"https://orcid.org/0000-0002-1018-8719","affiliations":[{"raw_affiliation_string":"Business School, University of Birmingham, Birmingham, UK","institution_ids":["https://openalex.org/I79619799"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5113700750","display_name":"Daniel Gold","orcid":null},"institutions":[{"id":"https://openalex.org/I181647926","display_name":"University of Strathclyde","ror":"https://ror.org/00n3w3b69","country_code":"GB","type":"education","lineage":["https://openalex.org/I181647926"]},{"id":"https://openalex.org/I215109790","display_name":"Stratasys (Israel)","ror":"https://ror.org/042hp4645","country_code":"IL","type":"company","lineage":["https://openalex.org/I215109790","https://openalex.org/I4210163352"]}],"countries":["GB","IL"],"is_corresponding":false,"raw_author_name":"Daniel Gold","raw_affiliation_strings":["Stratiphy Limited, London, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Stratiphy Limited, London, UK","institution_ids":["https://openalex.org/I181647926","https://openalex.org/I215109790"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5120091996","display_name":"Enrique Marcilio","orcid":null},"institutions":[{"id":"https://openalex.org/I181647926","display_name":"University of Strathclyde","ror":"https://ror.org/00n3w3b69","country_code":"GB","type":"education","lineage":["https://openalex.org/I181647926"]},{"id":"https://openalex.org/I215109790","display_name":"Stratasys (Israel)","ror":"https://ror.org/042hp4645","country_code":"IL","type":"company","lineage":["https://openalex.org/I215109790","https://openalex.org/I4210163352"]}],"countries":["GB","IL"],"is_corresponding":false,"raw_author_name":"Enrique Marcilio","raw_affiliation_strings":["Stratiphy Limited, London, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Stratiphy Limited, London, UK","institution_ids":["https://openalex.org/I181647926","https://openalex.org/I215109790"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5091064841","display_name":"Riccardo Mazzon","orcid":null},"institutions":[{"id":"https://openalex.org/I181647926","display_name":"University of Strathclyde","ror":"https://ror.org/00n3w3b69","country_code":"GB","type":"education","lineage":["https://openalex.org/I181647926"]},{"id":"https://openalex.org/I215109790","display_name":"Stratasys (Israel)","ror":"https://ror.org/042hp4645","country_code":"IL","type":"company","lineage":["https://openalex.org/I215109790","https://openalex.org/I4210163352"]}],"countries":["GB","IL"],"is_corresponding":false,"raw_author_name":"Riccardo Mazzon","raw_affiliation_strings":["Stratiphy Limited, London, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Stratiphy Limited, London, UK","institution_ids":["https://openalex.org/I181647926","https://openalex.org/I215109790"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5021791813"],"corresponding_institution_ids":["https://openalex.org/I36234482"],"apc_list":null,"apc_paid":null,"fwci":17.2669,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.99339445,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":95,"max":98},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9142000079154968,"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":0.9142000079154968,"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/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9103999733924866,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"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/financial-market","display_name":"Financial market","score":0.5576000213623047},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.44040000438690186},{"id":"https://openalex.org/keywords/feature-selection","display_name":"Feature selection","score":0.4341999888420105},{"id":"https://openalex.org/keywords/model-selection","display_name":"Model selection","score":0.42260000109672546},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.42239999771118164},{"id":"https://openalex.org/keywords/market-data","display_name":"Market data","score":0.39890000224113464},{"id":"https://openalex.org/keywords/limiting","display_name":"Limiting","score":0.37720000743865967},{"id":"https://openalex.org/keywords/data-modeling","display_name":"Data modeling","score":0.35269999504089355},{"id":"https://openalex.org/keywords/financial-crisis","display_name":"Financial crisis","score":0.35269999504089355},{"id":"https://openalex.org/keywords/financial-modeling","display_name":"Financial modeling","score":0.33570000529289246}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6158000230789185},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5576000213623047},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.49129998683929443},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.44040000438690186},{"id":"https://openalex.org/C148483581","wikidata":"https://www.wikidata.org/wiki/Q446488","display_name":"Feature selection","level":2,"score":0.4341999888420105},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.42260000109672546},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.42239999771118164},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.4147000014781952},{"id":"https://openalex.org/C114118609","wikidata":"https://www.wikidata.org/wiki/Q3036837","display_name":"Market data","level":2,"score":0.39890000224113464},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.39890000224113464},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3968999981880188},{"id":"https://openalex.org/C188198153","wikidata":"https://www.wikidata.org/wiki/Q1613840","display_name":"Limiting","level":2,"score":0.37720000743865967},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.35830000042915344},{"id":"https://openalex.org/C67186912","wikidata":"https://www.wikidata.org/wiki/Q367664","display_name":"Data modeling","level":2,"score":0.35269999504089355},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.35269999504089355},{"id":"https://openalex.org/C23925645","wikidata":"https://www.wikidata.org/wiki/Q5449731","display_name":"Financial modeling","level":2,"score":0.33570000529289246},{"id":"https://openalex.org/C8642999","wikidata":"https://www.wikidata.org/wiki/Q4171168","display_name":"Hyperparameter","level":2,"score":0.33399999141693115},{"id":"https://openalex.org/C48044578","wikidata":"https://www.wikidata.org/wiki/Q727490","display_name":"Scalability","level":2,"score":0.33309999108314514},{"id":"https://openalex.org/C2776401178","wikidata":"https://www.wikidata.org/wiki/Q12050496","display_name":"Feature (linguistics)","level":2,"score":0.3221000134944916},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.32089999318122864},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.31299999356269836},{"id":"https://openalex.org/C33954974","wikidata":"https://www.wikidata.org/wiki/Q486494","display_name":"Sensor fusion","level":2,"score":0.3125999867916107},{"id":"https://openalex.org/C43521106","wikidata":"https://www.wikidata.org/wiki/Q2165493","display_name":"Pipeline (software)","level":2,"score":0.310699999332428},{"id":"https://openalex.org/C97713585","wikidata":"https://www.wikidata.org/wiki/Q6770534","display_name":"Mark to model","level":5,"score":0.3043000102043152},{"id":"https://openalex.org/C2778827112","wikidata":"https://www.wikidata.org/wiki/Q22245680","display_name":"Feature engineering","level":3,"score":0.30090001225471497},{"id":"https://openalex.org/C160920958","wikidata":"https://www.wikidata.org/wiki/Q7662746","display_name":"Synthetic data","level":2,"score":0.29679998755455017},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.27959999442100525},{"id":"https://openalex.org/C2779903281","wikidata":"https://www.wikidata.org/wiki/Q6888026","display_name":"Modalities","level":2,"score":0.27480000257492065},{"id":"https://openalex.org/C139043278","wikidata":"https://www.wikidata.org/wiki/Q837171","display_name":"Financial services","level":2,"score":0.27309998869895935},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.2718999981880188},{"id":"https://openalex.org/C191654821","wikidata":"https://www.wikidata.org/wiki/Q247506","display_name":"Financial instrument","level":2,"score":0.271699994802475},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.27059999108314514},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.2678999900817871},{"id":"https://openalex.org/C163068380","wikidata":"https://www.wikidata.org/wiki/Q3409313","display_name":"Economic forecasting","level":2,"score":0.26409998536109924},{"id":"https://openalex.org/C527412718","wikidata":"https://www.wikidata.org/wiki/Q855395","display_name":"Interpretation (philosophy)","level":2,"score":0.25679999589920044},{"id":"https://openalex.org/C75684735","wikidata":"https://www.wikidata.org/wiki/Q858810","display_name":"Big data","level":2,"score":0.25290000438690186}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.3233/faia251474","is_oa":true,"landing_page_url":"https://doi.org/10.3233/faia251474","pdf_url":null,"source":{"id":"https://openalex.org/S4210201731","display_name":"Frontiers in artificial intelligence and applications","issn_l":"0922-6389","issn":["0922-6389","1879-8314"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Artificial Intelligence and Applications","raw_type":"book-chapter"},{"id":"pmh:oai:arXiv.org:2504.13522","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2504.13522","pdf_url":"https://arxiv.org/pdf/2504.13522","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},{"id":"pmh:oai:RePEc:arx:papers:2504.13522","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"}],"best_oa_location":{"id":"doi:10.3233/faia251474","is_oa":true,"landing_page_url":"https://doi.org/10.3233/faia251474","pdf_url":null,"source":{"id":"https://openalex.org/S4210201731","display_name":"Frontiers in artificial intelligence and applications","issn_l":"0922-6389","issn":["0922-6389","1879-8314"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Artificial Intelligence and Applications","raw_type":"book-chapter"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Accurate":[0],"forecasting":[1,116],"in":[2,89],"financial":[3,17,52,115],"markets":[4],"requires":[5],"integrating":[6],"diverse":[7],"data":[8,53,82],"sources,":[9],"from":[10],"historical":[11],"prices":[12],"to":[13,24,94],"macroeconomic":[14],"indicators":[15],"and":[16,50,68,96,109],"news.":[18],"However,":[19],"existing":[20],"models":[21],"often":[22],"fail":[23],"align":[25],"these":[26],"modalities":[27],"effectively,":[28],"limiting":[29],"their":[30],"practical":[31],"use.":[32],"In":[33],"this":[34],"paper,":[35],"we":[36],"introduce":[37],"a":[38,61],"transformer-based":[39],"deep":[40,97],"learning":[41,98],"framework,":[42],"Cross-Modal":[43],"Temporal":[44],"Fusion":[45],"(CMTF),":[46],"that":[47,84,103],"fuses":[48],"structured":[49],"unstructured":[51],"for":[54,65,72,112],"improved":[55],"market":[56],"prediction.":[57],"The":[58],"model":[59],"incorporates":[60],"tensor":[62],"interpretation":[63],"module":[64],"feature":[66],"selection":[67],"an":[69,107],"auto-training":[70],"pipeline":[71],"efficient":[73],"hyperparameter":[74],"tuning.":[75],"Experimental":[76],"results":[77],"using":[78],"FTSE":[79],"100":[80],"stock":[81],"demonstrate":[83],"CMTF":[85],"achieves":[86],"superior":[87],"performance":[88],"price":[90],"direction":[91],"classification":[92],"compared":[93],"classical":[95],"baselines.":[99],"These":[100],"findings":[101],"suggest":[102],"our":[104],"framework":[105],"is":[106],"effective":[108],"scalable":[110],"solution":[111],"real-world":[113],"cross-modal":[114],"tasks.":[117]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2}],"updated_date":"2026-05-22T09:01:20.584952","created_date":"2025-10-10T00:00:00"}
