AI RESEARCH
Predicting Stock Price Direction on Earnings Announcement Days using Multi-modal Deep Learning
arXiv CS.LG
•
ArXi:2605.25894v1 Announce Type: new Predicting stock price movements during Earnings Announcements (EAs) is a significant challenge due to market noise and high-impact price discontinuities. In this study, we evaluate whether pre-announcement news sentiment, firm fundamentals, and recent market dynamics jointly predict the directional price movement of equities on EA days. We construct a multi-modal feature space combining 15 fundamental metrics, 3 price-based technical indicators and sentiment scores derived from financial news articles processed using Fin.