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Related papers: News-sentiment networks as a risk indicator

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Applying a network analysis to stock return correlations, we study the dynamical properties of the network and how they correlate with the market return, finding meaningful variables that partially capture the complex dynamical processes of…

Statistical Finance · Quantitative Finance 2024-08-22 Ixandra Achitouv

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

Accurate forecasting of downside risks to economic growth is critically important for policymakers and financial institutions, particularly in the wake of recent economic crises. This paper extends the Growth-at-Risk (GaR) approach by…

Econometrics · Economics 2025-11-10 Cansu Isler

Cyber networks are fundamental to many organization's infrastructure, and the size of cyber networks is increasing rapidly. Risk measurement of the entities/endpoints that make up the network via available knowledge about possible threats…

Systems and Control · Electrical Eng. & Systems 2025-01-29 Arda Bayer , David Maluf , Behnaam Aazhang

In the modern economic landscape, integrating financial services with Financial Technology (FinTech) has become essential, particularly in stock trend analysis. This study addresses the gap in comprehending financial dynamics across diverse…

Statistical Finance · Quantitative Finance 2024-10-02 Sahar Arshad , Nikhar Azhar , Sana Sajid , Seemab Latif , Rabia Latif

It has been shown that financial news leads to the fluctuation of stock prices. However, previous work on news-driven financial market prediction focused only on predicting stock price movement without providing an explanation. In this…

Computation and Language · Computer Science 2019-02-14 Linyi Yang , Zheng Zhang , Su Xiong , Lirui Wei , James Ng , Lina Xu , Ruihai Dong

The increasing influence of unstructured external information, such as news articles, on stock prices has attracted growing attention in financial markets. Despite recent advances, most existing newsbased forecasting models represent all…

Computational Engineering, Finance, and Science · Computer Science 2025-10-28 Jinwoong Kim , Sangjin Park

In this paper, we measure systematic risk with a new nonparametric factor model, the neural network factor model. The suitable factors for systematic risk can be naturally found by inserting daily returns on a wide range of assets into the…

Computational Finance · Quantitative Finance 2018-09-14 Jeonggyu Huh

In the current stock market, computer science and technology are more and more widely used to analyse stocks. Not same as most related machine learning stock price prediction work, this work study the predicting the tendency of the stock…

Statistical Finance · Quantitative Finance 2022-07-25 Fengyu Han , Yue Wang

What return should you expect when you take on a given amount of risk? How should that return depend upon other people's behavior? What principles can you use to answer these questions? In this paper, we approach these topics by exploring…

Disordered Systems and Neural Networks · Physics 2008-12-02 Emanuel Derman

The diffusion of financial news into market prices is a complex process, making it challenging to evaluate the connections between news events and market movements. This paper introduces FININ (Financial Interconnected News Influence…

Computational Engineering, Finance, and Science · Computer Science 2024-10-15 Mengyu Wang , Shay B. Cohen , Tiejun Ma

News can convey bearish or bullish views on financial assets. Institutional investors need to evaluate automatically the implied news sentiment based on textual data. Given the huge amount of news articles published each day, most of which…

Trading and Market Microstructure · Quantitative Finance 2023-04-12 Jianfei Zhang , Mathieu Rosenbaum

We introduce an innovative framework that leverages advanced big data techniques to analyze dynamic co-movement between stocks and their underlying fundamentals using high-frequency stock market data. Our method identifies leading…

Statistical Finance · Quantitative Finance 2024-11-07 Lyuhong Wang , Jiawei Jiang , Yang Zhao

Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using…

General Finance · Quantitative Finance 2011-09-07 Thomas Kauê Dal'Maso Peron , Francisco Aparecido Rodrigues

Investors in stock market are usually greedy during bull markets and scared during bear markets. The greed or fear spreads across investors quickly. This is known as the herding effect, and often leads to a fast movement of stock prices.…

General Finance · Quantitative Finance 2016-11-06 Wanfeng Yan , Edgar van Tuyll van Serooskerken

This article applies natural language processing (NLP) to extract and quantify textual information to predict stock performance. Using an extensive dataset of Chinese analyst reports and employing a customized BERT deep learning model for…

Computation and Language · Computer Science 2025-03-19 Rui Liu , Jiayou Liang , Haolong Chen , Yujia Hu

Node centrality is one of the most important and widely used concepts in the study of complex networks. Here, we extend the paradigm of node centrality in financial and economic networks to consider the changes of node "importance" produced…

Mathematical Finance · Quantitative Finance 2020-06-05 Paolo Bartesaghi , Michele Benzi , Gian Paolo Clemente , Rosanna Grassi , Ernesto Estrada

Analysis of opinion dynamics in social networks plays an important role in today's life. For applications such as predicting users' political preference, it is particularly important to be able to analyze the dynamics of competing opinions.…

Social and Information Networks · Computer Science 2017-09-26 Victor Amelkin , Ambuj Singh , Petko Bogdanov

A major impact of globalization has been the information flow across the financial markets rendering them vulnerable to financial contagion. Research has focused on network analysis techniques to understand the extent and nature of such…

Statistical Finance · Quantitative Finance 2019-11-15 Sayantan Banerjee , Kousik Guhathakurta

Although the threshold network is one of the most used tools to characterize the underlying structure of a stock market, the identification of the optimal threshold to construct a reliable stock network remains challenging. In this paper,…

Statistical Finance · Quantitative Finance 2018-08-27 Xin-Jian Xu , Kuo Wang , Liucun Zhu , Li-Jie Zhang
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