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We study the power of Twitter events to predict consumer sales events by analysing sales for 75 companies from the retail sector and over 150 million tweets mentioning those companies along with their sentiment. We suggest an approach for…

Social and Information Networks · Computer Science 2015-08-18 Olga Kolchyna , Th'arsis T. P. Souza , Tomaso Aste , Philip C. Treleaven

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

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

In this paper we present a method to identify tweets that a user may find interesting enough to retweet. The method is based on a global, but personalized classifier, which is trained on data from several users, represented in terms of…

Social and Information Networks · Computer Science 2017-09-20 Michail Vougioukas , Ion Androutsopoulos , Georgios Paliouras

Unsupervised representation learning for tweets is an important research field which helps in solving several business applications such as sentiment analysis, hashtag prediction, paraphrase detection and microblog ranking. A good tweet…

Computation and Language · Computer Science 2017-06-30 Ganesh J

While making investment decisions by reading financial documents, investors need to differentiate between in-claim and outof-claim numerals. In this paper, we present a tool which does it automatically. It extracts context embeddings of the…

General Finance · Quantitative Finance 2022-03-15 Sohom Ghosh , Sudip Kumar Naskar

Bragging is a speech act employed with the goal of constructing a favorable self-image through positive statements about oneself. It is widespread in daily communication and especially popular in social media, where users aim to build a…

Computation and Language · Computer Science 2022-03-14 Mali Jin , Daniel Preoţiuc-Pietro , A. Seza Doğruöz , Nikolaos Aletras

Multimodal Named Entity Recognition (MNER) is a crucial task for information extraction from social media platforms such as Twitter. Most current methods rely on attention weights to extract information from both text and images but are…

Computer Vision and Pattern Recognition · Computer Science 2023-06-30 Weide Liu , Xiaoyang Zhong , Jingwen Hou , Shaohua Li , Haozhe Huang , Yuming Fang

Predicting financial returns accurately poses a significant challenge due to the inherent uncertainty in financial time series data. Enhancing prediction models' performance hinges on effectively capturing both social and financial…

Computational Engineering, Finance, and Science · Computer Science 2024-03-08 Raffaele Giuseppe Cestari , Simone Formentin

The goal of this paper is to evaluate the informational content of sentiment extracted from news articles about the state of the economy. We propose a fine-grained aspect-based sentiment analysis that has two main characteristics: 1) we…

Computational Engineering, Finance, and Science · Computer Science 2022-03-30 Luca Barbaglia , Sergio Consoli , Sebastiano Manzan

Sentiment analysis on social media such as Twitter provides organizations and individuals an effective way to monitor public emotions towards them and their competitors. As a result, sentiment analysis has become an important and…

Computation and Language · Computer Science 2022-12-06 Md Parvez Mollah

Recent progress in language model pre-training has led to important improvements in Named Entity Recognition (NER). Nonetheless, this progress has been mainly tested in well-formatted documents such as news, Wikipedia, or scientific…

Computation and Language · Computer Science 2022-11-16 Asahi Ushio , Leonardo Neves , Vitor Silva , Francesco Barbieri , Jose Camacho-Collados

Our paper studies the predictability of online speech -- that is, how well language models learn to model the distribution of user generated content on X (previously Twitter). We define predictability as a measure of the model's…

Computation and Language · Computer Science 2026-01-07 Mina Remeli , Moritz Hardt , Robert C. Williamson

In this study, we wish to showcase the unique utility of large language models (LLMs) in financial semantic annotation and alpha signal discovery. Leveraging a corpus of company-related tweets, we use an LLM to automatically assign…

Statistical Finance · Quantitative Finance 2025-08-19 Yueyi Wang , Qiyao Wei

Since internet technologies have advanced, one of the primary factors in company development is customer happiness. Online platforms have become prominent places for sharing reviews. Twitter is one of these platforms where customers…

Machine Learning · Computer Science 2024-08-31 Md Mahmudul Hasan , Shaikh Anowarul Fattah

Research shows that exposure to suicide-related news media content is associated with suicide rates, with some content characteristics likely having harmful and others potentially protective effects. Although good evidence exists for a few…

Computation and Language · Computer Science 2022-06-29 Hannah Metzler , Hubert Baginski , Thomas Niederkrotenthaler , David Garcia

In this work, we tackle the problem of predicting entity popularity on Twitter based on the news cycle. We apply a supervised learn- ing approach and extract four types of features: (i) signal, (ii) textual, (iii) sentiment and (iv)…

Social and Information Networks · Computer Science 2016-07-12 Pedro Saleiro , Carlos Soares

Public opinion influences events, especially related to stock market movement, in which a subtle hint can influence the local outcome of the market. In this paper, we present a dataset that allows for company-level analysis of tweet based…

Computation and Language · Computer Science 2020-06-18 Karolina Sowinska , Pranava Madhyastha

There is a consensus about the good sensing characteristics of Twitter to mine and uncover knowledge in financial markets, being considered a relevant feeder for taking decisions about buying or holding stock shares and even for detecting…

Statistical Finance · Quantitative Finance 2023-12-20 Ana Fernández Vilas , Rebeca Díaz Redondo , Antón Lorenzo García

Understanding how political attention is divided and over what subjects is crucial for research on areas such as agenda setting, framing, and political rhetoric. Existing methods for measuring attention, such as manual labeling according to…

Social and Information Networks · Computer Science 2019-09-19 Libby Hemphill , Angela M. Schöpke-Gonzalez