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The investment on the stock market is prone to be affected by the Internet. For the purpose of improving the prediction accuracy, we propose a multi-task stock prediction model that not only considers the stock correlations but also…
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…
This paper develops new mathematical techniques to identify temporal shifts among a collection of US equities partitioned into a new and more detailed set of market sectors. Although conceptually related, our three analyses reveal distinct…
One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…
The stock market has been known to form homogeneous stock groups with a higher correlation among different stocks according to common economic factors that influence individual stocks. We investigate the role of common economic factors in…
Applying a network analysis to stock return correlations, we study the dynamical properties of the network and how they correlate with the market return, finding meaningful variables that partially capture the complex dynamical processes of…
We consider two applications where we study how dependence structure between many variables is linked to external network data. We first study the interplay between social media connectedness and the co-evolution of the COVID-19 pandemic…
Social media (SM) data provides a vast record of humanity's everyday thoughts, feelings, and actions at a resolution previously unimaginable. Because user behavior on SM is a reflection of events in the real world, researchers have realized…
The forecasting of political, economic, and public health indicators using internet activity has demonstrated mixed results. For example, while some measures of explicitly surveyed public opinion correlate well with social media proxies,…
Popularity of content in social media is unequally distributed, with some items receiving a disproportionate share of attention from users. Predicting which newly-submitted items will become popular is critically important for both hosts of…
In social network markets, the act of consumer choice in these industries is governed not just by the set of incentives described by conventional consumer demand theory, but by the choices of others in which an individual's payoff is an…
A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…
Information extracted from social media streams has been leveraged to forecast the outcome of a large number of real-world events, from political elections to stock market fluctuations. An increasing amount of studies demonstrates how the…
In the age of digital interaction, person-to-person relationships existing on social media may be different from the very same interactions that exist offline. Examining potential or spurious relationships between members in a social…
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…
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…
Social network research has begun to take advantage of fine-grained communications regarding coordination, decision-making, and knowledge sharing. These studies, however, have not generally analyzed how external events are associated with a…
The society has a multi-layered structure, where the layers represent the different contexts. To model this structure we begin with a single-layer weighted social network (WSN) model showing the Granovetterian structure. We find that when…
In an increasingly connected global market, news sentiment towards one company may not only indicate its own market performance, but can also be associated with a broader movement on the sentiment and performance of other companies from the…
The money market and the capital market of the Indian financial markets have a symbiotic relationship in the development of the Indian economy. The nature and the characteristics of the markets differ to a large extent as the money market…