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Related papers: Sentiment Predictability for Stocks

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We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Today, the web has become a mandatory platform to express users' opinions, emotions and feelings about various events. Every person using his smartphone can give his opinion about the purchase of a product, the occurrence of an accident,…

Computation and Language · Computer Science 2023-03-21 Kazem Taghandiki , Elnaz Rezaei Ehsan

There are multiple sources of financial news online which influence market movements and trader's decisions. This highlights the need for accurate sentiment analysis, in addition to having appropriate algorithmic trading techniques, to…

Computation and Language · Computer Science 2024-03-20 Thanos Konstantinidis , Giorgos Iacovides , Mingxue Xu , Tony G. Constantinides , Danilo Mandic

Feature extraction from financial data is one of the most important problems in market prediction domain for which many approaches have been suggested. Among other modern tools, convolutional neural networks (CNN) have recently been applied…

Machine Learning · Computer Science 2018-10-23 Ehsan Hoseinzade , Saman Haratizadeh

I explore the relationship between investor emotions expressed on social media and asset prices. The field has seen a proliferation of models aimed at extracting firm-level sentiment from social media data, though the behavior of these…

Pricing of Securities · Quantitative Finance 2024-04-08 Domonkos F. Vamossy

In this work we use Recurrent Neural Networks and Multilayer Perceptrons to predict NYSE, NASDAQ and AMEX stock prices from historical data. We experiment with different architectures and compare data normalization techniques. Then, we…

Statistical Finance · Quantitative Finance 2019-08-30 Kerda Varaku

The impact of non-deterministic outputs from Large Language Models (LLMs) is not well examined for financial text understanding tasks. Through a compelling case study on investing in the US equity market via news sentiment analysis, we…

Trading and Market Microstructure · Quantitative Finance 2023-11-28 Boyang Yu

In today's tech-savvy world every industry is trying to formulate methods for recommending products by combining several techniques and algorithms to form a pool that would bring forward the most enhanced models for making the predictions.…

Information Retrieval · Computer Science 2021-08-16 Rohan Parasrampuria , Ayan Ghosh , Suchandra Dutta , Dhrubasish Sarkar

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

Machine Learning · Computer Science 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

We propose and experimentally demonstrate an innovative stock index prediction method using a weighted optical reservoir computing system. We construct fundamental market data combined with macroeconomic data and technical indicators to…

Machine Learning · Computer Science 2024-08-02 Fang Wang , Ting Bu , Yuping Huang

Sentiment analysis is a key component in various text mining applications. Numerous sentiment classification techniques, including conventional and deep learning-based methods, have been proposed in the literature. In most existing methods,…

Computation and Language · Computer Science 2018-03-22 Ou Wu , Tao Yang , Mengyang Li , Ming Li

The paper presents a step forward into the development of the theory of meaning. Stock and financial markets are examined from communication-theoretical perspective on the dynamics of information and meaning. This study focuses on the link…

Statistical Finance · Quantitative Finance 2023-12-19 Inga Ivanova

News items have a significant impact on stock markets but the ways are obscure. Many previous works have aimed at finding accurate stock market forecasting models. In this paper, we use text mining and sentiment analysis on Chinese online…

Machine Learning · Computer Science 2019-09-30 Yancong Xie , Hongxun Jiang

Sentiment analysis predicts the presence of positive or negative emotions in a text document. In this paper we consider higher dimensional extensions of the sentiment concept, which represent a richer set of human emotions. Our approach…

Computation and Language · Computer Science 2013-08-09 Seungyeon Kim , Fuxin Li , Guy Lebanon , Irfan Essa

Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In…

Computational Engineering, Finance, and Science · Computer Science 2019-10-14 Deli Chen , Yanyan Zou , Keiko Harimoto , Ruihan Bao , Xuancheng Ren , Xu Sun

This paper proposes an effective emotional text-to-speech (TTS) system with a pre-trained language model (LM)-based emotion prediction method. Unlike conventional systems that require auxiliary inputs such as manually defined emotion…

Sentiment analysis seeks to identify the viewpoint(s) underlying a text span; an example application is classifying a movie review as "thumbs up" or "thumbs down". To determine this sentiment polarity, we propose a novel machine-learning…

Computation and Language · Computer Science 2007-05-23 Bo Pang , Lillian Lee

We present a statistical parsing framework for sentence-level sentiment classification in this article. Unlike previous works that employ syntactic parsing results for sentiment analysis, we develop a statistical parser to directly analyze…

Computation and Language · Computer Science 2015-03-06 Li Dong , Furu Wei , Shujie Liu , Ming Zhou , Ke Xu

The stock market has been established since the 13th century, but in the current epoch of time, it is substantially more practicable to anticipate the stock market than it was at any other point in time due to the tools and data that are…

Statistical Finance · Quantitative Finance 2023-10-27 Ryan Chipwanya

Texts can convey several types of inter-related information concerning opinions and attitudes. Such information includes the author's attitude towards mentioned entities, attitudes of the entities towards each other, positive and negative…

Computation and Language · Computer Science 2020-06-22 Natalia Loukachevitch , Nicolay Rusnachenko
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