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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

Social networking and micro-blogging services, such as Twitter, play an important role in sharing digital information. Despite the popularity and usefulness of social media, they are regularly abused by corrupt users. One of these nefarious…

Social and Information Networks · Computer Science 2022-10-28 Tanveer Khan , Antonis Michalas

We analyze structure of the world foreign currency exchange (FX) market viewed as a network of interacting currencies. We analyze daily time series of FX data for a set of 63 currencies, including gold, silver and platinum. We group…

Statistical Finance · Quantitative Finance 2009-06-03 Jaroslaw Kwapien , Sylwia Gworek , Stanislaw Drozdz , Andrzej Gorski

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 issue of quantifying and characterizing various forms of social media manipulation and abuse has been at the forefront of the computational social science research community for over a decade. In this paper, I provide a…

Social and Information Networks · Computer Science 2023-04-19 Emilio Ferrara

Bitcoin has increased investment interests in people during the last decade. We have seen an increase in the number of posts on social media platforms about cryptocurrency, especially Bitcoin. This project focuses on analyzing user tweet…

Artificial Intelligence · Computer Science 2024-12-04 Ashutosh Hathidara , Gaurav Atavale , Suyash Chaudhary

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.…

Statistical Finance · Quantitative Finance 2012-04-19 Huina Mao , Scott Counts , Johan Bollen

Tweets are specific text data when compared to general text. Although sentiment analysis over tweets has become very popular in the last decade for English, it is still difficult to find huge annotated corpora for non-English languages. The…

Computation and Language · Computer Science 2020-10-08 Valentin Barriere , Alexandra Balahur

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…

Social media are increasingly reflecting and influencing behavior of other complex systems. In this paper we investigate the relations between a well-know micro-blogging platform Twitter and financial markets. In particular, we consider, in…

Computers and Society · Computer Science 2015-09-30 Gabriele Ranco , Darko Aleksovski , Guido Caldarelli , Miha Grčar , Igor Mozetič

Predicting stock market movements has always been of great interest to investors and an active area of research. Research has proven that popularity of products is highly influenced by what people talk about. Social media like Twitter,…

Statistical Finance · Quantitative Finance 2022-12-07 Anubhav Sarkar , Swagata Chakraborty , Sohom Ghosh , Sudip Kumar Naskar

The intersection of social media, low-cost trading platforms, and naive investors has created an ideal situation for information-based market manipulations, especially pump&dumps. Manipulators accumulate small-cap stocks, disseminate false…

Social and Information Networks · Computer Science 2023-01-30 D. Nam , D. B. Skillicorn

Over the past decade humans have experienced exponential growth in the use of online resources, in particular social media and microblogging websites such as Facebook, Twitter, YouTube and also mobile applications such as WhatsApp, Line,…

Information Retrieval · Computer Science 2015-09-09 Rishabh Soni , K. James Mathai

Academics increasingly acknowledge the predictive power of social media for a wide variety of events and, more specifically, for financial markets. Anecdotal and empirical findings show that cryptocurrencies are among the financial assets…

Social and Information Networks · Computer Science 2024-11-11 Meysam Alizadeh , Yasaman Asgari , Zeynab Samei , Sara Yari , Shirin Dehghani , Mael Kubli , Darya Zare , Juan Diego Bermeo , Veronika Batzdorfer , Fabrizio Gilardi

With the rise in popularity of public social media and micro-blogging services, most notably Twitter, the people have found a venue to hear and be heard by their peers without an intermediary. As a consequence, and aided by the public…

Computation and Language · Computer Science 2016-06-21 Prashanth Vijayaraghavan , Soroush Vosoughi , Deb Roy

The cryptocurrency ecosystem has been the centre of discussion on many social media platforms, following its noted volatility and varied opinions. Twitter is rapidly being utilised as a news source and a medium for bitcoin discussion. Our…

Statistical Finance · Quantitative Finance 2023-03-17 Haritha GB , Sahana N. B

Social Media Platforms (SMPs) like Facebook, Twitter, Instagram etc. have large user base all around the world that generates huge amount of data every second. This includes a lot of posts by fake and spam users, typically used by many…

Machine Learning · Computer Science 2023-04-13 Manojit Chakraborty , Shubham Das , Radhika Mamidi

Social learning is a fundamental mechanism shaping decision-making across numerous social networks, including social trading platforms. In those platforms, investors combine traditional investing with copying the behavior of others.…

Physics and Society · Physics 2025-07-04 Bijin Joseph , Christoph Riedl , Alex Pentland , Esteban Moro

With Twitter's growth and popularity, a huge number of views are shared by users on various topics, making this platform a valuable information source on various political, social, and economic issues. This paper investigates English tweets…

Computation and Language · Computer Science 2023-01-03 Hamed Vahdat-Nejad , Mohammad Ghasem Akbari , Fatemeh Salmani , Faezeh Azizi , Hamid-Reza Nili-Sani

Twitter, a microblogging service, is todays most popular platform for communication in the form of short text messages, called Tweets. Users use Twitter to publish their content either for expressing concerns on information news or views on…

Social and Information Networks · Computer Science 2017-11-29 Dhanasekar Sundararaman , Priya Arora , Vishwanath Seshagiri