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With the proliferation of social media over the last decade, determining people's attitude with respect to a specific topic, document, interaction or events has fueled research interest in natural language processing and introduced a new…

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…

This paper investigates the interplay between different types of user interactions on Twitter, with respect to predicting missing or unseen interactions. For example, given a set of retweet interactions between Twitter users, how accurately…

The digital town hall of Twitter becomes a preferred medium of communication for individuals and organizations across the globe. Some of them reach audiences of millions, while others struggle to get noticed. Given the impact of social…

Online social media such as Twitter, Facebook, Wikis and Linkedin have made a great impact on the way we consume information in our day to day life. Now it has become increasingly important that we come across appropriate content from the…

Considered an important macroeconomic indicator, the Purchasing Managers' Index (PMI) on Manufacturing generally assumes that PMI announcements will produce an impact on stock markets. International experience suggests that stock markets…

It has been long that literature in financial academics focuses mainly on price and return but much less on trading volume. In the past twenty years, it has already linked both price and trading volume to economic fundamentals, and explored…

Listing on the Dow Jones Sustainability Index is seen as a gold-standard, verifying to the market that a firm is fully engaged with a corporate social responsibility agenda. Robustly quantifying the impact of listing, and de-listing,…

The advent of social media expands our ability to transmit information and connect with others instantly, which enables us to behave as "social sensors." Here, we studied concurrent bursty behavior of Twitter users during major sporting…

As one of the most extensive social networking services, Twitter has more than 300 million active users as of 2022. Among its many functions, Twitter is now one of the go-to platforms for consumers to share their opinions about products or…

Observations indicate that the distributions of stock returns in financial markets usually do not conform to normal distributions, but rather exhibit characteristics of high peaks, fat tails and biases. In this work, we assume that the…

Studies conducted on financial market prediction lack a comprehensive feature set that can carry a broad range of contributing factors; therefore, leading to imprecise results. Furthermore, while cooperating with the most recent innovations…

Over the past decade humans have experienced exponential growth in the use of online resources, in particular social media and microblogging websites such as Facebook, Twitter, YouTube and also mobile applications such as WhatsApp, Line,…

The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…

Data from Online Social Networks (OSNs) are providing analysts with an unprecedented access to public opinion on elections, news, movies etc. However, caution must be taken to determine whether and how much of the opinion extracted from OSN…

There is a large amount of interest in understanding users of social media in order to predict their behavior in this space. Despite this interest, user predictability in social media is not well-understood. To examine this question, we…

One of the most significant issues as attended a lot in recent years is that of recognizing the sentiments and emotions in social media texts. The analysis of sentiments and emotions is intended to recognize the conceptual information such…

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…

Sentiment analysis on social media such as Twitter provides organizations and individuals an effective way to monitor public emotions towards them and their competitors. As a result, sentiment analysis has become an important and…

In this work, we tackle the problem of predicting entity popularity on Twitter based on the news cycle. We apply a supervised learn- ing approach and extract four types of features: (i) signal, (ii) textual, (iii) sentiment and (iv)…