Open access
Sep 2026
Gated News-Event Fusion: Mathematical Properties and Prospective Evaluation for Stock Direction Forecasting
Gated News-Event Fusion (GNEF), an availability-aware model mapping price sequences, engineered market features, and news features to direction probabilities and a nonnegative return-magnitude estimate, is developed, providing selective support for residual fusion but do not establish a consistent advantage across equi...
Fras Aljrise, Abdulaziz A. Alsulami, F. Alallah et al.
· Mathematics · 0 citations