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Emerging interest of trading companies and hedge funds in mining social web has created new avenues for intelligent systems that make use of public opinion in driving investment decisions. It is well accepted that at high frequency trading,…
An important part of the information gathering and data analysis is to find out what people think about, either a product or an entity. Twitter is an opinion rich social networking site. The posts or tweets from this data can be used for…
The objective of this research is to examine how sentiment analysis can be employed to generate trading signals for the Foreign Exchange (Forex) market. The author assessed sentiment in social media posts and news articles pertaining to the…
With the popularity of social networks, and e-commerce websites, sentiment analysis has become a more active area of research in the past few years. On a high level, sentiment analysis tries to understand the public opinion about a specific…
Companies across all economic sectors continue to deploy large language models at a rapid pace. Reinforcement learning is experiencing a resurgence of interest due to its association with the fine-tuning of language models from human…
This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news…
Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…
With the development of artificial intelligence technology, quantitative trading systems represented by reinforcement learning have emerged in the stock trading market. The authors combined the deep Q network in reinforcement learning with…
This paper investigates the potential improvement of the GPT-4 Language Learning Model (LLM) in comparison to BERT for modeling same-day daily stock price movements of Apple and Tesla in 2017, based on sentiment analysis of microblogging…
The increasing availability of "big" (large volume) social media data has motivated a great deal of research in applying sentiment analysis to predict the movement of prices within financial markets. Previous work in this field investigates…
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…
Count time series obtained from online social media data, such as Twitter, have drawn increasing interest among academics and market analysts over the past decade. Transforming Web activity records into counts yields time series with…
Large language models (LLMs) are increasingly deployed in quantitative finance for stock price forecasting. This review synthesizes recent applications of LLMs in this domain, including extracting sentiment from financial news and social…
The existing literature provides evidence that limit order book data can be used to predict short-term price movements in stock markets. This paper proposes a new neural network architecture for predicting return jump arrivals in equity…
In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…
Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of…
We propose a neural machine translation (NMT) approach that, instead of pursuing adequacy and fluency ("human-oriented" quality criteria), aims to generate translations that are best suited as input to a natural language processing…
Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…
There has been growing interest in applying NLP techniques in the financial domain, however, resources are extremely limited. This paper introduces StockEmotions, a new dataset for detecting emotions in the stock market that consists of…
In this paper, we present an experiment on using deep learning and transfer learning techniques for emotion analysis in tweets and suggest a method to interpret our deep learning models. The proposed approach for emotion analysis combines a…