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Understanding the variations in trading price (volatility), and its response to exogenous information, is a well-researched topic in finance. In this study, we focus on finding stable and accurate volatility predictors for a relatively new…
Stock prices move as piece-wise trending fluctuation rather than a purely random walk. Traditionally, the prediction of future stock movements is based on the historical trading record. Nowadays, with the development of social media, many…
It is reported that financial news, especially financial events expressed in news, provide information to investors' long/short decisions and influence the movements of stock markets. Motivated by this, we leverage financial event streams…
Sentiment analysis of social media data is an emerging field with vast applications in various domains. In this study, we developed a sentiment analysis model to analyze social media sentiment, especially tweets, during global conflicting…
The presidential elections in the United States on 3 November 2020 have caused extensive discussions on social media. A part of the content on US elections is organic, coming from users discussing their opinions of the candidates, political…
Citations acknowledge the impact a scientific publication has on subsequent work. At the same time, deciding how and when to cite a paper, is also heavily influenced by social factors. In this work, we conduct an empirical analysis based on…
Social media generate data on human behaviour at large scales and over long periods of time, posing a complementary approach to traditional methods in the social sciences. Millions of texts from social media can be processed with…
In this paper, we analyze Twitter signals as a medium for user sentiment to predict the price fluctuations of a small-cap alternative cryptocurrency called \emph{ZClassic}. We extracted tweets on an hourly basis for a period of 3.5 weeks,…
What tweet features are associated with higher effectiveness in tweets? Through the mining of 122 million engagements of 2.5 million original tweets, we present a systematic review of tweet time, entities, composition, and user account…
Using empirical data from a social media site (Twitter) and on trading volumes of financial securities, we analyze the correlated human activity in massive social organizations. The activity, typically excited by real-world events and…
Social media can be viewed as a social system where the currency is attention. People post content and interact with others to attract attention and gain new followers. In this paper, we examine the distribution of attention across a large…
Social media is now the predominant source of information due to the availability of immediate public response. As a result, social media data has become a valuable resource for comprehending public sentiments. Studies have shown that it…
One way to assess a certain aspect of the value of scientific research is to measure the attention it receives on social media. While previous research has mostly focused on the "number of mentions" of scientific research on social media,…
Social media platforms have been exploited to disseminate misinformation in recent years. The widespread online misinformation has been shown to affect users' beliefs and is connected to social impact such as polarization. In this work, we…
Predicting future prices of a stock is an arduous task to perform. However, incorporating additional elements can significantly improve our predictions, rather than relying solely on a stock's historical price data to forecast its future…
With the growth of social medias, such as Twitter, plenty of user-generated data emerge daily. The short texts published on Twitter -- the tweets -- have earned significant attention as a rich source of information to guide many…
Information extracted from social media streams has been leveraged to forecast the outcome of a large number of real-world events, from political elections to stock market fluctuations. An increasing amount of studies demonstrates how the…
Every fiscal quarter, companies hold earnings calls in which company executives respond to questions from analysts. After these calls, analysts often change their price target recommendations, which are used in equity research reports to…
Data extracted from social media platforms, such as Twitter, are both large in scale and complex in nature, since they contain both unstructured text, as well as structured data, such as time stamps and interactions between users. A key…
Twitter, a microblogging service, is todays most popular platform for communication in the form of short text messages, called Tweets. Users use Twitter to publish their content either for expressing concerns on information news or views on…