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This article applies natural language processing (NLP) to extract and quantify textual information to predict stock performance. Using an extensive dataset of Chinese analyst reports and employing a customized BERT deep learning model for…

Computation and Language · Computer Science 2025-03-19 Rui Liu , Jiayou Liang , Haolong Chen , Yujia Hu

In the sentiment analysis task, predicting the sentiment tendency of a sentence is an important branch. Previous research focused more on sentiment analysis in English, for example, analyzing the sentiment tendency of sentences based on…

Computation and Language · Computer Science 2020-12-17 Hao Jiaxiang

In this paper, we propose a model to analyze sentiment of online stock forum and use the information to predict the stock volatility in the Chinese market. We have labeled the sentiment of the online financial posts and make the dataset…

Social and Information Networks · Computer Science 2017-05-09 Yifan Liu , Zengchang Qin , Pengyu Li , Tao Wan

The rapid advancement of Large Language Models (LLMs) has spurred discussions about their potential to enhance quantitative trading strategies. LLMs excel in analyzing sentiments about listed companies from financial news, providing…

Computation and Language · Computer Science 2024-05-07 Haohan Zhang , Fengrui Hua , Chengjin Xu , Hao Kong , Ruiting Zuo , Jian Guo

Entity-level fine-grained sentiment analysis in the financial domain is a crucial subtask of sentiment analysis and currently faces numerous challenges. The primary challenge stems from the lack of high-quality and large-scale annotated…

Computation and Language · Computer Science 2023-09-18 Yinyu Lan , Yanru Wu , Wang Xu , Weiqiang Feng , Youhao Zhang

In this article, how word embeddings can be used as features in Chinese sentiment classification is presented. Firstly, a Chinese opinion corpus is built with a million comments from hotel review websites. Then the word embeddings which…

Computation and Language · Computer Science 2015-11-06 Yiou Lin , Hang Lei , Jia Wu , Xiaoyu Li

Microblogs are widely used to express people's opinions and feelings in daily life. Sentiment analysis (SA) can timely detect personal sentiment polarities through analyzing text. Deep learning approaches have been broadly used in SA but…

Computation and Language · Computer Science 2019-12-06 Yuni Lai , Linfeng Zhang , Donghong Han , Rui Zhou , Guoren Wang

Traditional sentiment construction in finance relies heavily on the dictionary-based approach, with a few exceptions using simple machine learning techniques such as Naive Bayes classifier. While the current literature has not yet invoked…

Statistical Finance · Quantitative Finance 2022-07-08 Joshua Zoen Git Hiew , Xin Huang , Hao Mou , Duan Li , Qi Wu , Yabo Xu

This study addressed the complex task of sentiment analysis on a dataset of 119,988 original tweets from Weibo using a Convolutional Neural Network (CNN), offering a new approach to Natural Language Processing (NLP). The data, sourced from…

Computation and Language · Computer Science 2023-07-14 Yufei Xie , Rodolfo C. Raga

In this paper, we explore the usability of different natural language processing models for the sentiment analysis of social media applied to financial market prediction, using the cryptocurrency domain as a reference. We study how the…

Computation and Language · Computer Science 2022-04-22 Ali Raheman , Anton Kolonin , Igors Fridkins , Ikram Ansari , Mukul Vishwas

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

How the online social media, like Twitter or its variant Weibo, interacts with the stock market and whether it can be a convincing proxy to predict the stock market have been debated for years, especially for China. As the traditional…

Computers and Society · Computer Science 2017-05-02 Zhenkun Zhou , Ke Xu , Jichang Zhao

Recent studies in big data analytics and natural language processing develop automatic techniques in analyzing sentiment in the social media information. In addition, the growing user base of social media and the high volume of posts also…

Computation and Language · Computer Science 2021-10-19 Xin Huang , Wenbin Zhang , Xuejiao Tang , Mingli Zhang , Jayachander Surbiryala , Vasileios Iosifidis , Zhen Liu , Ji Zhang

This paper presents a novel algorithm to compute sentiment orientation of Chinese sentiment word. The algorithm uses ideograms which are a distinguishing feature of Chinese language. The proposed algorithm can be applied to any sentiment…

Computation and Language · Computer Science 2011-10-20 Luojie Xiang

Sentiment analysis is a vital tool for uncovering insights from financial articles, news, and social media, shaping our understanding of market movements. Despite the impressive capabilities of large language models (LLMs) in financial…

Computation and Language · Computer Science 2023-06-23 Boyu Zhang , Hongyang Yang , Xiao-Yang Liu

This paper explores the intersection of Natural Language Processing (NLP) and financial analysis, focusing on the impact of sentiment analysis in stock price prediction. We employ BERTopic, an advanced NLP technique, to analyze the…

Computation and Language · Computer Science 2024-04-05 Enmin Zhu , Jerome Yen

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

Today, the web has become a mandatory platform to express users' opinions, emotions and feelings about various events. Every person using his smartphone can give his opinion about the purchase of a product, the occurrence of an accident,…

Computation and Language · Computer Science 2023-03-21 Kazem Taghandiki , Elnaz Rezaei Ehsan

This paper discusses how to crawl the data of financial forums such as stock bar, and conduct emotional analysis combined with the in-depth learning model. This paper will use the Bert model to train the financial corpus and predict the…

Statistical Finance · Quantitative Finance 2022-05-16 Chenrui Zhang

Anticipating audience reaction towards a certain text is integral to several facets of society ranging from politics, research, and commercial industries. Sentiment analysis (SA) is a useful natural language processing (NLP) technique that…

Machine Learning · Computer Science 2023-06-19 Gabriel Lopez , Anna Nguyen , Joe Kaul
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