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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,…

Computational Engineering, Finance, and Science · Computer Science 2012-12-06 Tushar Rao , Saket Srivastava

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…

Information Retrieval · Computer Science 2024-09-05 Dwarampudi Mahidhar Reddy , N V Subba Reddy , N V Subba Reddy

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…

Statistical Finance · Quantitative Finance 2024-03-05 Oluwafemi F Olaiyapo

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…

Computation and Language · Computer Science 2019-04-14 Shervin Minaee , Elham Azimi , AmirAli Abdolrashidi

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…

Machine Learning · Computer Science 2025-02-25 David Byrd

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…

Statistical Finance · Quantitative Finance 2017-07-25 Zeya Zhang , Weizheng Chen , Hongfei Yan

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…

Computation and Language · Computer Science 2022-10-28 Qinkai Chen , Christian-Yann Robert

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…

Statistical Finance · Quantitative Finance 2021-12-01 Yizhuo Li , Peng Zhou , Fangyi Li , Xiao Yang

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…

Statistical Finance · Quantitative Finance 2023-09-01 Rick Steinert , Saskia Altmann

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…

Computational Engineering, Finance, and Science · Computer Science 2018-11-08 Ellie Birbeck , Dave Cliff

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…

Computation and Language · Computer Science 2022-12-06 Md Parvez Mollah

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…

Applications · Statistics 2020-12-25 Matteo Iacopini , Carlo R. M. A. Santagiustina

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…

Pricing of Securities · Quantitative Finance 2026-05-08 Olivia Zhang , Zhilin Zhang

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…

Trading and Market Microstructure · Quantitative Finance 2021-09-17 Ymir Mäkinen , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

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…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

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…

Artificial Intelligence · Computer Science 2020-01-28 Abhishek Nan , Anandh Perumal , Osmar R. Zaiane

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…

Computation and Language · Computer Science 2019-10-02 Amirhossein Tebbifakhr , Luisa Bentivogli , Matteo Negri , Marco Turchi

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…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

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…

Computation and Language · Computer Science 2023-11-29 Jean Lee , Hoyoul Luis Youn , Josiah Poon , Soyeon Caren Han

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…

Computation and Language · Computer Science 2020-12-14 Yasas Senarath , Uthayasanker Thayasivam
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