Related papers: Trading the Twitter Sentiment with Reinforcement L…
Optimal trade execution is an important problem faced by essentially all traders. Much research into optimal execution uses stringent model assumptions and applies continuous time stochastic control to solve them. Here, we instead take a…
This paper presents a cross-domain trend analysis that aims to identify and analyze the relationships between stock prices, stock news on Twitter, and users' behaviors on e-commerce websites. The analysis is based on three datasets: a US…
Financial market prediction on the basis of online sentiment tracking has drawn a lot of attention recently. However, most results in this emerging domain rely on a unique, particular combination of data sets and sentiment tracking tools.…
A large number of studies on social media compare the behaviour of users from different political parties. As a basic step, they employ a predictive model for inferring their political affiliation. The accuracy of this model can change the…
We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which…
The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…
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…
This paper discusses how to crawl the data of financial forums such as stock bar, and conduct emotional analysis combined with the in-depth learning model. This paper will use the Bert model to train the financial corpus and predict the…
Nowadays, machine learning methods have been widely used in stock prediction. Traditional approaches assume an identical data distribution, under which a learned model on the training data is fixed and applied directly in the test data.…
In the world of advice and financial planning, there is seldom one right answer. While traditional algorithms have been successful in solving linear problems, its success often depends on choosing the right features from a dataset, which…
We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…
Predicting cryptocurrency returns is notoriously difficult: price movements are driven by a fast-shifting blend of on-chain activity, news flow, and social sentiment, while labeled training data are scarce and expensive. In this paper, we…
The new digital revolution of big data is deeply changing our capability of understanding society and forecasting the outcome of many social and economic systems. Unfortunately, information can be very heterogeneous in the importance,…
As humans, we can often detect from a persons utterances if he or she is in favor of or against a given target entity (topic, product, another person, etc). But from the perspective of a computer, we need means to automatically deduce the…
This article presents a short case study in text analysis: the scoring of Twitter posts for positive, negative, or neutral sentiment directed towards particular US politicians. The study requires selection of a sub-sample of representative…
Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…
Businesses communicate using Twitter for a variety of reasons -- to raise awareness of their brands, to market new products, to respond to community comments, and to connect with their customers and potential customers in a targeted manner.…
What are the limits of automated Twitter sentiment classification? We analyze a large set of manually labeled tweets in different languages, use them as training data, and construct automated classification models. It turns out that the…
Financial markets are influenced by human behavior that deviates from rationality due to cognitive biases. Traditional reinforcement learning (RL) models for financial decision-making assume rational agents, potentially overlooking the…
We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…