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In this paper we apply evolutionary optimization techniques to compute optimal rule-based trading strategies based on financial sentiment data. The sentiment data was extracted from the social media service StockTwits to accommodate the…

Portfolio Management · Quantitative Finance 2015-04-14 Ronald Hochreiter

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…

Machine Learning · Computer Science 2025-02-11 SriVarsha Mulakala , Umesh Vangapally , Benjamin Larkey , Aidan Henrichs , Corey Wojslaw

Micro-blogging sources such as the Twitter social network provide valuable real-time data for market prediction models. Investors' opinions in this network follow the fluctuations of the stock markets and often include educated speculations…

A novel social networks sentiment analysis model is proposed based on Twitter sentiment score (TSS) for real-time prediction of the future stock market price FTSE 100, as compared with conventional econometric models of investor sentiment…

Social and Information Networks · Computer Science 2020-04-23 Xinyi Guo , Jinfeng Li

Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

Information Retrieval · Computer Science 2016-10-31 Venkata Sasank Pagolu , Kamal Nayan Reddy Challa , Ganapati Panda , Babita Majhi

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

Machine Learning · Computer Science 2021-05-05 Roderick Karlemstrand , Ebba Leckström

This paper is to explore the possibility to use alternative data and artificial intelligence techniques to trade stocks. The efficacy of the daily Twitter sentiment on predicting the stock return is examined using machine learning methods.…

Artificial Intelligence · Computer Science 2018-01-09 Catherine Xiao , Wanfeng Chen

Sentiment-based stock prediction systems aim to explore sentiment or event signals from online corpora and attempt to relate the signals to stock price variations. Both the feature-based and neural-networks-based approaches have delivered…

Computation and Language · Computer Science 2020-08-19 Yue Zhou , Kerstin Voigt

We propose and study the integration of sentiment analysis and deep reinforcement learning ensemble algorithms for stock trading by evaluating strategies capable of dynamically altering their active agent given the concurrent market…

Trading and Market Microstructure · Quantitative Finance 2024-11-21 Andrew Ye , James Xu , Vidyut Veedgav , Yi Wang , Yifan Yu , Daniel Yan , Ryan Chen , Vipin Chaudhary , Shuai Xu

Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…

Statistical Finance · Quantitative Finance 2023-09-04 Ali Asgarov

Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…

Statistical Finance · Quantitative Finance 2020-12-14 Justina Deveikyte , Helyette Geman , Carlo Piccari , Alessandro Provetti

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

Statistical Finance · Quantitative Finance 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…

Statistical Finance · Quantitative Finance 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

The Web is a vast virtual space where people can share their opinions, impacting all aspects of life and having implications for marketing and communication. The most up-to-date and comprehensive information can be found on social media…

Machine Learning · Computer Science 2023-02-15 Melvin Mokhtari , Ali Seraj , Niloufar Saeedi , Adel Karshenas

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

Statistical Finance · Quantitative Finance 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

Machine Learning · Computer Science 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji

Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced short-term market volatility, primarily influenced by…

Computational Finance · Quantitative Finance 2024-01-02 Vahidin Jeleskovic , Stephen Mackay

In this study, we integrate sentiment analysis within a financial framework by leveraging FinBERT, a fine-tuned BERT model specialized for financial text, to construct an advanced deep learning model based on Long Short-Term Memory (LSTM)…

Statistical Finance · Quantitative Finance 2025-06-12 Tingsong Jiang , Qingyun Zeng

Accurately predicting short-term stock price movement remains a challenging task due to the market's inherent volatility and sensitivity to investor sentiment. This paper discusses a deep learning framework that integrates emotion features…

Machine Learning · Computer Science 2025-10-07 An Vuong , Susan Gauch

Sentiment analysis can be used for stock market prediction. However, existing research has not studied the impact of a user's financial background on sentiment-based forecasting of the stock market using artificial neural networks. In this…

Statistical Finance · Quantitative Finance 2024-03-05 Ziyuan Ma , Conor Ryan , Jim Buckley , Muslim Chochlov
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