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Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

Information Retrieval · Computer Science 2016-10-31 Venkata Sasank Pagolu , Kamal Nayan Reddy Challa , Ganapati Panda , Babita Majhi

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

The Web is a vast virtual space where people can share their opinions, impacting all aspects of life and having implications for marketing and communication. The most up-to-date and comprehensive information can be found on social media…

Machine Learning · Computer Science 2023-02-15 Melvin Mokhtari , Ali Seraj , Niloufar Saeedi , Adel Karshenas

Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…

Statistical Finance · Quantitative Finance 2020-12-14 Justina Deveikyte , Helyette Geman , Carlo Piccari , Alessandro Provetti

Study of the forecasting models using large scale microblog discussions and the search behavior data can provide a good insight for better understanding the market movements. In this work we collected a dataset of 2 million tweets and…

Computational Engineering, Finance, and Science · Computer Science 2012-12-06 Tushar Rao , Saket Srivastava

We investigate the relationship between social media, Twitter in particular, and stock market. We provide an in-depth analysis of the Twitter volume and sentiment about the 30 companies in the Dow Jones Industrial Average index, over a…

Computers and Society · Computer Science 2021-08-31 Peter Gabrovsek , Darko Aleksovski , Igor Mozetic , Miha Grcar

Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…

Computation and Language · Computer Science 2020-08-04 Shaan Aryaman , Nguwi Yok Yen

This research investigates the growing trend of retail investors participating in certain stocks by organizing themselves on social media platforms, particularly Reddit. Previous studies have highlighted a notable association between Reddit…

Computational Finance · Quantitative Finance 2023-08-22 Tim Matthies , Thomas Löhden , Stephan Leible , Jun-Patrick Raabe

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…

Machine Learning · Computer Science 2025-02-11 SriVarsha Mulakala , Umesh Vangapally , Benjamin Larkey , Aidan Henrichs , Corey Wojslaw

Behavioral economics tells us that emotions can profoundly affect individual behavior and decision-making. Does this also apply to societies at large, i.e., can societies experience mood states that affect their collective decision making?…

Computational Engineering, Finance, and Science · Computer Science 2015-03-17 Johan Bollen , Huina Mao , Xiao-Jun Zeng

Financial market forecasting is one of the most attractive practical applications of sentiment analysis. In this paper, we investigate the potential of using sentiment \emph{attitudes} (positive vs negative) and also sentiment…

Computation and Language · Computer Science 2019-03-14 Andrius Mudinas , Dell Zhang , Mark Levene

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

Machine Learning · Computer Science 2021-05-05 Roderick Karlemstrand , Ebba Leckström

Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced short-term market volatility, primarily influenced by…

Computational Finance · Quantitative Finance 2024-01-02 Vahidin Jeleskovic , Stephen Mackay

With the advancement of web technology and its growth, there is a huge volume of data present in the web for internet users and a lot of data is generated too. Internet has become a platform for online learning, exchanging ideas and sharing…

Computation and Language · Computer Science 2016-11-04 Vishal. A. Kharde , Prof. Sheetal. Sonawane

The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…

Machine Learning · Computer Science 2023-03-28 Andrei Zaichenko , Aleksei Kazakov , Elizaveta Kovtun , Semen Budennyy

Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…

Statistical Finance · Quantitative Finance 2023-09-04 Ali Asgarov

Financial market prediction on the basis of online sentiment tracking has drawn a lot of attention recently. However, most results in this emerging domain rely on a unique, particular combination of data sets and sentiment tracking tools.…

Statistical Finance · Quantitative Finance 2012-04-19 Huina Mao , Scott Counts , Johan Bollen

The Efficient Market Hypothesis (EMH) is widely accepted to hold true under certain assumptions. One of its implications is that the prediction of stock prices at least in the short run cannot outperform the random walk model. Yet, recently…

Social and Information Networks · Computer Science 2023-03-24 Panagiotis Papaioannnou , Lucia Russo , George Papaioannou , Constantinos Siettos

This paper proposes a novel adaptive algorithm for the automated short-term trading of financial instrument. The algorithm adopts a semantic sentiment analysis technique to inspect the Twitter posts and to use them to predict the behaviour…

Social and Information Networks · Computer Science 2018-01-17 Paolo Cremonesi , Chiara Francalanci , Alessandro Poli , Roberto Pagano , Luca Mazzoni , Alberto Maggioni , Mehdi Elahi

The new digital revolution of big data is deeply changing our capability of understanding society and forecasting the outcome of many social and economic systems. Unfortunately, information can be very heterogeneous in the importance,…

Statistical Finance · Quantitative Finance 2015-12-16 Gabriele Ranco , Ilaria Bordino , Giacomo Bormetti , Guido Caldarelli , Fabrizio Lillo , Michele Treccani
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