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In this paper, we propose a modified Levy jump diffusion model with market sentiment memory for stock prices, where the market sentiment comes from data mining implementation using Tweets on Twitter. We take the market sentiment process,…

Statistical Finance · Quantitative Finance 2017-09-13 Zheqing Zhu , Jian-guo Liu , Lei Li

This study investigates how social media sentiment derived from Reddit comments can be used to enhance investment decisions in a way that offers higher returns with lower risk. Using BERTweet we analyzed over 2 million Reddit comments from…

Social and Information Networks · Computer Science 2025-08-05 Gatik Goyal , Sharvil Phadke , Arnav Sharma , Huifang Qin

Cryptocurrency is a fast-moving space, with a continuous influx of new projects every year. However, an increasing number of incidents in the space, such as hacks and security breaches, threaten the growth of the community and the…

Computational Engineering, Finance, and Science · Computer Science 2024-03-12 Inwon Kang , Maruf Ahmed Mridul , Abraham Sanders , Yao Ma , Thilanka Munasinghe , Aparna Gupta , Oshani Seneviratne

We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content,…

Statistical Finance · Quantitative Finance 2024-10-28 Vincent Gurgul , Stefan Lessmann , Wolfgang Karl Härdle

Emerging interest of trading companies and hedge funds in mining social web has created new avenues for intelligent systems that make use of public opinion in driving investment decisions. It is well accepted that at high frequency trading,…

Computational Engineering, Finance, and Science · Computer Science 2012-12-06 Tushar Rao , Saket Srivastava

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

With the advent of fast-paced information dissemination and retrieval, it has become inherently important to resort to automated means of predicting stock market prices. In this paper, we propose Taureau, a framework that leverages Twitter…

Computers and Society · Computer Science 2023-04-03 Nicholas Milikich , Joshua Johnson

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

We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…

General Finance · Quantitative Finance 2019-06-04 Jozef Barunik , Cathy Yi-Hsuan Chen , Jan Vecer

Predicting investors reactions to financial and political news is important for the early detection of stock market jitters. Evidence from several recent studies suggests that online social media could improve prediction of stock market…

Social and Information Networks · Computer Science 2017-09-20 Fani Tsapeli , Nikolaos Bezirgiannidis , Peter Tino , Mirco Musolesi

This paper analyzes correlations and causalities between Bitcoin market indicators and Twitter posts containing emotional signals on Bitcoin. Within a timeframe of 104 days (November 23rd 2013 - March 7th 2014), about 160,000 Twitter posts…

Social and Information Networks · Computer Science 2016-01-19 Jermain Kaminski

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

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

Using machine learning and alternative data for the prediction of financial markets has been a popular topic in recent years. Many financial variables such as stock price, historical volatility and trade volume have already been through…

Computational Finance · Quantitative Finance 2020-09-18 Thomas Dierckx , Jesse Davis , Wim Schoutens

The rise of ChatGPT has brought a notable shift to the AI sector, with its exceptional conversational skills and deep grasp of language. Recognizing its value across different areas, our study investigates ChatGPT's capacity to predict…

Statistical Finance · Quantitative Finance 2023-11-14 Ummara Mumtaz , Summaya Mumtaz

Sentiment analysis, widely used in product reviews, also impacts financial markets by influencing asset prices through microblogs and news articles. Despite research in sentiment-driven finance, many studies focus on sentence-level…

The goal of this project is to create and study novel techniques to identify early warning signals for socially disruptive events, like riots, wars, or revolutions using only publicly available data on social media. Such techniques need to…

Computation and Language · Computer Science 2023-03-10 Vahid Shamsaddini , Henry Kirveslahti , Raphael Reinauer , Wallyson Lemes de Oliveira , Matteo Caorsi , Etienne Voutaz

The objective of this research is to examine how sentiment analysis can be employed to generate trading signals for the Foreign Exchange (Forex) market. The author assessed sentiment in social media posts and news articles pertaining to the…

Statistical Finance · Quantitative Finance 2024-03-05 Oluwafemi F Olaiyapo

Since Bitcoin first appeared on the scene in 2009, cryptocurrencies have become a worldwide phenomenon as important decentralized financial assets. Their decentralized nature, however, leads to notable volatility against traditional fiat…

Statistical Finance · Quantitative Finance 2024-10-23 Zeyd Boukhers , Azeddine Bouabdallah , Cong Yang , Jan Jürjens

Artificial intelligence (AI)-powered recommender systems play a crucial role in determining the content that users are exposed to on social media platforms. However, the behavioural patterns of these systems are often opaque, complicating…

Social and Information Networks · Computer Science 2023-09-20 Giulio Corsi