Short Interest Trend Prediction
Zhaomin Xiao, Zhelu Mai, Zhuoer Xu, Youngkwang Kwon, Jiancheng Li · 2024
This paper presents a novel task—short interest trend prediction. We provide its formal definition and create a dataset for this task. In addition to a thorough dataset analysis, to explore the possibility of automating this task, we present the results of the majority baseline, machine learning models, and neural network models. Our results indicate that this task can be challenging, and even recently pre-trained large neural networks still struggle to tackle this task.