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Macroeconomic variables are known to significantly impact equity markets, but their predictive power for price fluctuations has been underexplored due to challenges such as infrequency and variability in timing of announcements, changing…

General Finance · Quantitative Finance 2025-03-26 Martina Halousková , Štefan Lyócsa

Recently, researchers have shown an increased interest in harnessing Twitter data for dynamic monitoring of traffic conditions. Bag-of-words representation is a common method in literature for tweet modeling and retrieving traffic…

Information Retrieval · Computer Science 2018-12-05 Sina Dabiri , Kevin Heaslip

Large-scale data from social media have a significant potential to describe complex phenomena in real world and to anticipate collective behaviors such as information spreading and social trends. One specific case of study is represented by…

Physics and Society · Physics 2015-07-15 Young-Ho Eom , Michelangelo Puliga , Jasmina Smailović , Igor Mozetič , Guido Caldarelli

Recent developments in sensing technologies have enabled us to examine the nature of human social behavior in greater detail. By applying an information theoretic method to the spatiotemporal data of cell-phone locations, [C. Song et al.…

Physics and Society · Physics 2011-10-04 Taro Takaguchi , Mitsuhiro Nakamura , Nobuo Sato , Kazuo Yano , Naoki Masuda

In addition to more personalized content feeds, some leading social media platforms give a prominent role to content that is more widely popular. On Twitter, "trending topics" identify popular topics of conversation on the platform, thereby…

Social and Information Networks · Computer Science 2023-04-12 Joseph Schlessinger , Kiran Garimella , Maurice Jakesch , Dean Eckles

Computational propaganda deploys social or political bots to try to shape, steer and manipulate online public discussions and influence decisions. Collective behaviour of populations of social bots has not been yet widely studied, though…

Physics and Society · Physics 2017-06-02 Andrej Duh , Marjan Slak Rupnik , Dean Korošak

With public information becoming widely accessible and shared on today's web, greater insights are possible into crowd actions by citizens and non-state actors such as large protests and cyber activism. We present efforts to predict the…

Social and Information Networks · Computer Science 2014-02-12 Nathan Kallus

Social media are increasingly reflecting and influencing behavior of other complex systems. In this paper we investigate the relations between a well-know micro-blogging platform Twitter and financial markets. In particular, we consider, in…

Computers and Society · Computer Science 2015-09-30 Gabriele Ranco , Darko Aleksovski , Guido Caldarelli , Miha Grčar , Igor Mozetič

This project addresses the problem of sentiment analysis in twitter; that is classifying tweets according to the sentiment expressed in them: positive, negative or neutral. Twitter is an online micro-blogging and social-networking platform…

Computation and Language · Computer Science 2015-09-15 Afroze Ibrahim Baqapuri

I present evidence that communication between marketplace participants is an important influence on market demand. I find that consumer demand is approximately equally influenced by communication on both formal and informal networks-…

Applications · Statistics 2018-02-27 Luis Armona

Quantifying regularities in behavioral dynamics is of crucial interest for understanding collective social events such as panics or political revolutions. With the widespread use of digital communication media it has become possible to…

Physics and Society · Physics 2014-02-28 Michael Szell , Sebastian Grauwin , Carlo Ratti

Companies and financial investors are paying increasing attention to social consciousness in developing their corporate strategies and making investment decisions to support a sustainable economy for the future. Public discussion on…

Social and Information Networks · Computer Science 2019-09-15 Azadeh Nematzadeh , Grace Bang , Xiaomo Liu , Zhiqiang Ma

As an online, crowd-sourced, open English-language slang dictionary, the Urban Dictionary platform contains a wealth of opinions, jokes, and definitions of terms, phrases, acronyms, and more. However, it is unclear exactly how activity on…

Computation and Language · Computer Science 2020-05-19 Steven R. Wilson , Walid Magdy , Barbara McGillivray , Gareth Tyson

Using a method rooted in information theory, we present results that have identified a large set of stocks for which social media can be informative regarding financial volatility. By clustering stocks based on the joint feature sets of…

Computational Finance · Quantitative Finance 2018-11-27 Jonathan Manfield , Derek Lukacsko , Thársis T. P. Souza

We study Twitter data from a dynamical systems perspective. In particular, we focus on the large set of data released by Twitter Inc. and asserted to represent a Russian influence operation. We propose a mathematical model to describe the…

Social and Information Networks · Computer Science 2020-01-28 Sarah Rajtmajer , Ashish Simhachalam , Thomas Zhao , Brady Bickel , Christopher Griffin

By modeling macro-economical indicators using digital traces of human activities on mobile or social networks, we can provide important insights to processes previously assessed via paper-based surveys or polls only. We collected aggregated…

Physics and Society · Physics 2017-07-18 Eszter Bokányi , Zoltán Lábszki , Gábor Vattay

Volatility prediction--an essential concept in financial markets--has recently been addressed using sentiment analysis methods. We investigate the sentiment of annual disclosures of companies in stock markets to forecast volatility. We…

Information Retrieval · Computer Science 2018-04-05 Navid Rekabsaz , Mihai Lupu , Artem Baklanov , Allan Hanbury , Alexander Duer , Linda Anderson

Financial market like the price of stock, share, gold, oil, mutual funds are affected by the news and posts on social media. In this work deep learning based models are proposed to predict the trend of financial market based on NLP analysis…

Computational Engineering, Finance, and Science · Computer Science 2024-03-20 Arijit Das , Tanmoy Nandi , Prasanta Saha , Suman Das , Saronyo Mukherjee , Sudip Kumar Naskar , Diganta Saha

We show that power-law analyses of financial commentaries from newspaper web-sites can be used to identify stock market bubbles, supplementing traditional volatility analyses. Using a four-year corpus of 17,713 online, finance-related…

Computation and Language · Computer Science 2012-12-13 Aaron Gerow , Mark Keane

Global e-retailing continues to gain in popularity, but little attention is being paid to the role of translation. This paper proposes a study investigating whether improving translated information quality of product descriptions increases…

Computers and Society · Computer Science 2016-06-06 Wanxian Zeng , Alex Richardson
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