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This paper presents a cross-domain trend analysis that aims to identify and analyze the relationships between stock prices, stock news on Twitter, and users' behaviors on e-commerce websites. The analysis is based on three datasets: a US…

Social Media are nowadays the privileged channel for information spreading and news checking. Unexpectedly for most of the users, automated accounts, also known as social bots, contribute more and more to this process of news spreading.…

Emerging interest of trading companies and hedge funds in mining social web has created new avenues for intelligent systems that make use of public opinion in driving investment decisions. It is well accepted that at high frequency trading,…

Understanding the dynamics of social interactions is crucial to comprehend human behavior. The emergence of online social media has enabled access to data regarding people relationships at a large scale. Twitter, specifically, is an…

Nowadays, many platforms on the Web offer organized events, allowing users to be organizers or participants. For such platforms, it is beneficial to predict potential event participants. Existing work on this problem tends to borrow…

A very large number of people use Online Social Networks daily. Such platforms thus become attractive targets for agents that seek to gain access to the attention of large audiences, and influence perceptions or opinions. Botnets,…

We study strategic interactions in a broker-mediated market in which agents learn and exploit each other's private information. A broker provides liquidity to an informed trader and to noise traders while managing inventory in a lit market.…

In this paper, we introduce an event-driven trading strategy that predicts stock movements by detecting corporate events from news articles. Unlike existing models that utilize textual features (e.g., bag-of-words) and sentiments to…

Twitter updates now represent an enormous stream of information originating from a wide variety of formal and informal sources, much of which is relevant to real-world events. In this paper we adapt existing bio-surveillance algorithms to…

Businesses communicate using Twitter for a variety of reasons -- to raise awareness of their brands, to market new products, to respond to community comments, and to connect with their customers and potential customers in a targeted manner.…

Working adults spend nearly one third of their daily time at their jobs. In this paper, we study job-related social media discourse from a community of users. We use both crowdsourcing and local expertise to train a classifier to detect…

Successful animal systems often manage risk through synchronous behavior that spontaneously arises without leadership. In critical human systems facing risk, such as financial markets or military operations, our understanding of the…

The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…

The forecasting of political, economic, and public health indicators using internet activity has demonstrated mixed results. For example, while some measures of explicitly surveyed public opinion correlate well with social media proxies,…

In this study, we wish to showcase the unique utility of large language models (LLMs) in financial semantic annotation and alpha signal discovery. Leveraging a corpus of company-related tweets, we use an LLM to automatically assign…

Today, social media provide the means by which billions of people experience news and events happening around the world. However, the absence of traditional journalistic gatekeeping allows information to flow unencumbered through these…

People nowadays express their opinions in online spaces, using different forms of interactions such as posting, sharing and discussing with one another. How do these digital traces change in response to events happening in the real world?…

Understanding the mutual relationships between information flows and social activity in society today is one of the cornerstones of the social sciences. In financial economics, the key issue in this regard is understanding and quantifying…

Most people participate in meetings almost every day, multiple times a day. The study of meetings is important, but also challenging, as it requires an understanding of social signals and complex interpersonal dynamics. Our aim this work is…

Bots have become increasingly prevalent in the digital sphere and have taken up a proactive role in shaping democratic processes. While previous studies have focused on their influence at the individual level, their potential macro-level…