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We investigate the relationship between social media, Twitter in particular, and stock market. We provide an in-depth analysis of the Twitter volume and sentiment about the 30 companies in the Dow Jones Industrial Average index, over a…

Computers and Society · Computer Science 2021-08-31 Peter Gabrovsek , Darko Aleksovski , Igor Mozetic , Miha Grcar

Predicting stock price movements is a pivotal element of investment strategy, providing insights into potential trends and market volatility. This study specifically examines the predictive capacity of historical stock prices and technical…

Computational Engineering, Finance, and Science · Computer Science 2024-04-17 Morteza Maleki

While great emphasis has been placed on the role of social interactions as driver of innovation growth, very few empirical studies have explicitly investigated the impact of social network structures on the innovation performance of cities.…

Physics and Society · Physics 2019-11-04 Moreno Bonaventura , Luca Maria Aiello , Daniele Quercia , Vito Latora

The stock market is a network which provides a platform for almost all major economic transactions. While investing in the stock market is a good idea, investing in individual stocks may not be, especially for the casual investor. Smart…

Statistical Finance · Quantitative Finance 2022-08-30 Om Mane , Saravanakumar kandasamy

Financial market like the price of stock, share, gold, oil, mutual funds are affected by the news and posts on social media. In this work deep learning based models are proposed to predict the trend of financial market based on NLP analysis…

Computational Engineering, Finance, and Science · Computer Science 2024-03-20 Arijit Das , Tanmoy Nandi , Prasanta Saha , Suman Das , Saronyo Mukherjee , Sudip Kumar Naskar , Diganta Saha

Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…

General Finance · Quantitative Finance 2016-09-28 Mario Gutiérrez-Roig , Carlota Segura , Jordi Duch , Josep Perelló

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

Using non-linear machine learning methods and a proper backtest procedure, we critically examine the claim that Google Trends can predict future price returns. We first review the many potential biases that may influence backtests with this…

Trading and Market Microstructure · Quantitative Finance 2014-03-10 Damien Challet , Ahmed Bel Hadj Ayed

This paper introduces a non-parametric framework to statistically examine how news events, such as company or macroeconomic announcements, contribute to the pre- and post-event jump dynamics of stock prices under the intraday seasonality of…

General Finance · Quantitative Finance 2019-01-10 Juho Kanniainen , Ye Yue

The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…

Machine Learning · Computer Science 2023-03-28 Andrei Zaichenko , Aleksei Kazakov , Elizaveta Kovtun , Semen Budennyy

Rapid technological innovation threatens to leave much of the global workforce behind. Today's economy juxtaposes white-hot demand for skilled labor against stagnant employment prospects for workers unprepared to participate in a digital…

Measuring and forecasting migration patterns, and how they change over time, has important implications for understanding broader population trends, for designing policy effectively and for allocating resources. However, data on migration…

Applications · Statistics 2021-01-14 Monica Alexander , Kivan Polimis , Emilio Zagheni

U.S. Nonfarm employment is considered one of the key indicators for assessing the state of the labor market. Considerable deviations from the expectations can cause market moving impacts. In this paper, the total U.S. nonfarm payroll…

General Finance · Quantitative Finance 2020-10-01 Tarun Bhatia

The stock market is a crucial component of the financial market, playing a vital role in wealth accumulation for investors, financing costs for listed companies, and the stable development of the national macroeconomy. Significant…

Trading and Market Microstructure · Quantitative Finance 2024-02-28 Jiajian Zheng , Duan Xin , Qishuo Cheng , Miao Tian , Le Yang

Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…

Information Retrieval · Computer Science 2024-11-05 Ali Elahi , Fatemeh Taghvaei

Use of socially generated "big data" to access information about collective states of the minds in human societies has become a new paradigm in the emerging field of computational social science. A natural application of this would be the…

Physics and Society · Physics 2023-01-05 Márton Mestyán , Taha Yasseri , János Kertész

This study looks into employees' communication, offering novel metrics which can help to predict a company's stock price. We studied the intranet forum of a large Italian company, exploring the interactions and the use of language of about…

Computation and Language · Computer Science 2021-05-26 A. Fronzetti Colladon , G. Scettri

Is artificial intelligence (AI) disrupting jobs and creating unemployment? Despite many attempts to quantify occupations' exposure to AI, inconsistent validation obfuscates the relative benefits of each approach. A lack of disaggregated…

Computers and Society · Computer Science 2023-08-08 Morgan Frank , Yong-Yeol Ahn , Esteban Moro

Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy…

Machine Learning · Computer Science 2019-09-23 Jialin Liu , Chih-Min Lin , Fei Chao

We study the accuracy of job seekers' wage expectations by comparing subjective beliefs to objective benchmarks using linked administrative and survey data. Our findings show that especially job seekers with low objective earnings potential…

General Economics · Economics 2024-09-11 Marco Caliendo , Robert Mahlstedt , Aiko Schmeißer , Sophie Wagner