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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

Micro-blogging sources such as the Twitter social network provide valuable real-time data for market prediction models. Investors' opinions in this network follow the fluctuations of the stock markets and often include educated speculations…

This paper describes the analysis of quantitative characteristics of frequent sets and association rules in the posts of Twitter microblogs related to different event discussions. For the analysis, we used a theory of frequent sets,…

Social and Information Networks · Computer Science 2013-10-15 Bohdan Pavlyshenko

Over the past 30 years, nearly all the gains in the U.S. stock market have been earned overnight, while average intraday returns have been negative or flat. We find that a large part of this effect can be explained through features of…

Trading and Market Microstructure · Quantitative Finance 2025-07-08 Paul Glasserman , Kriste Krstovski , Paul Laliberte , Harry Mamaysky

Online social media such as the micro-blogging site Twitter has become a rich source of real-time data on online human behaviors. Here we analyze the occurrence and co-occurrence frequency of keywords in user posts on Twitter. From the…

Physics and Society · Physics 2014-01-17 Joachim Mathiesen , Luiza Angheluta , Mogens H. Jensen

Social networks are the main resources to gather information about people's opinion and sentiments towards different topics as they spend hours daily on social media and share their opinion. In this technical paper, we show the application…

Information Retrieval · Computer Science 2017-12-19 Hamid Bagheri , Md Johirul Islam

Microblogging platforms, of which Twitter is a representative example, are valuable information sources for market screening and financial models. In them, users voluntarily provide relevant information, including educated knowledge on…

Information Retrieval · Computer Science 2024-04-16 Silvia García-Méndez , Francisco de Arriba-Pérez , Ana Barros-Vila , Francisco J. González-Castaño

This paper analyzes the tweeting behavior of 37 astrophysicists on Twitter and compares their tweeting behavior with their publication behavior and citation impact to show whether they tweet research-related topics or not. Astrophysicists…

Digital Libraries · Computer Science 2014-10-08 Stefanie Haustein , Timothy D. Bowman , Kim Holmberg , Isabella Peters , Vincent Larivière

How the online social media, like Twitter or its variant Weibo, interacts with the stock market and whether it can be a convincing proxy to predict the stock market have been debated for years, especially for China. As the traditional…

Computers and Society · Computer Science 2017-05-02 Zhenkun Zhou , Ke Xu , Jichang Zhao

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

Machine Learning · Computer Science 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji

In this paper, we present a tool for analyzing spatio-temporal distribution of social anxiety. Twitter, one of the most popular social network services, has been chosen as data source for analysis of social anxiety. Tweets (posted on the…

Computation and Language · Computer Science 2019-01-25 Joohong Lee , Dongyoung Son , Yong Suk Choi

In an increasingly connected global market, news sentiment towards one company may not only indicate its own market performance, but can also be associated with a broader movement on the sentiment and performance of other companies from the…

Social and Information Networks · Computer Science 2021-02-16 Xingchen Wan , Jie Yang , Slavi Marinov , Jan-Peter Calliess , Stefan Zohren , Xiaowen Dong

Sentiment analysis is the task of automatic analysis of opinions and emotions of users towards an entity or some aspect of that entity. Political Sentiment Analysis of social media helps the political strategists to scrutinize the…

Social and Information Networks · Computer Science 2020-07-22 Mohd Zeeshan Ansari , Areesha Fatima Siddiqui , Mohammad Anas

Broadcasts and timelines are the primary mechanism of information exchange in online social platforms today. Services like Facebook, Twitter and Instagram have enabled ordinary people to reach large audiences spanning cultures and…

Social and Information Networks · Computer Science 2016-10-20 Emaad Manzoor , Haewoon Kwak , Panos Kalnis

As cryptocurrencies gain popularity, the digital asset marketplace becomes increasingly significant. Understanding social media signals offers valuable insights into investor sentiment and market dynamics. Prior research has predominantly…

Computation and Language · Computer Science 2025-09-03 Chenghao Liu , Aniket Mahanti , Ranesh Naha , Guanghao Wang , Erwann Sbai

The stock market has been a popular topic of interest in the recent past. The growth in the inflation rate has compelled people to invest in the stock and commodity markets and other areas rather than saving. Further, the ability of Deep…

Statistical Finance · Quantitative Finance 2021-07-21 Priyank Sonkiya , Vikas Bajpai , Anukriti Bansal

The advent of social media has provided an extraordinary, if imperfect, 'big data' window into the form and evolution of social networks. Based on nearly 40 million message pairs posted to Twitter between September 2008 and February 2009,…

Social and Information Networks · Computer Science 2012-05-14 Catherine A. Bliss , Isabel M. Kloumann , Kameron Decker Harris , Christopher M. Danforth , Peter Sheridan Dodds

Currency trading (Forex) is the largest world market in terms of volume. We analyze trading and tweeting about the EUR-USD currency pair over a period of three years. First, a large number of tweets were manually labeled, and a Twitter…

Social and Information Networks · Computer Science 2018-07-23 Igor Mozetič , Peter Gabrovšek , Petra Kralj Novak

Analysing sentiment of tweets is important as it helps to determine the users' opinion. Knowing people's opinion is crucial for several purposes starting from gathering knowledge about customer base, e-governance, campaigning and many more.…

Computation and Language · Computer Science 2016-11-30 Lahari Poddar , Kishaloy Halder , Xianyan Jia

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
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