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Bond markets respond differently to macroeconomic news compared to equity markets, yet most sentiment models are trained primarily on general financial or equity news data. However, bond prices often move in the opposite direction to…

Computational Finance · Quantitative Finance 2026-03-24 Toby Barter , Zheng Gao , Eva Christodoulaki , Jing Chen , John Cartlidge

Behavioral economics show us that emotions play an important role in individual behavior and decision-making. Does this also affect collective decision making in a community? Here we investigate whether the community sentiment energy of a…

Social and Information Networks · Computer Science 2017-09-11 Xiang Wang , Chen Wang , Zhaoyun Ding , Min Zhu , Jiumin Huang

Large language models (LLMs) are increasingly deployed in quantitative finance for stock price forecasting. This review synthesizes recent applications of LLMs in this domain, including extracting sentiment from financial news and social…

Pricing of Securities · Quantitative Finance 2026-05-08 Olivia Zhang , Zhilin Zhang

Previous studies show effective of pre-trained language models for sentiment analysis. However, most of these studies ignore the importance of sentimental information for pre-trained models.Therefore, we fully investigate the sentimental…

Computation and Language · Computer Science 2021-05-27 Yong Qian , Zhongqing Wang , Rong Xiao , Chen Chen , Haihong Tang

Sentiment analysis is the task of automatic analysis of opinions and emotions of users towards an entity or some aspect of that entity. Political Sentiment Analysis of social media helps the political strategists to scrutinize the…

Social and Information Networks · Computer Science 2020-07-22 Mohd Zeeshan Ansari , Areesha Fatima Siddiqui , Mohammad Anas

This document presents an in-depth examination of stock market sentiment through the integration of Convolutional Neural Networks (CNN) and Gated Recurrent Units (GRU), enabling precise risk alerts. The robust feature extraction capability…

Machine Learning · Computer Science 2024-12-16 You Wu , Mengfang Sun , Hongye Zheng , Jinxin Hu , Yingbin Liang , Zhenghao Lin

In this paper we continue the study of the simulated stock market framework defined by the driving sentiment processes. We focus on the market environment driven by the buy/sell trading sentiment process of the Markov chain type. We apply…

Trading and Market Microstructure · Quantitative Finance 2017-11-27 Mikhail Goykhman , Ali Teimouri

In this paper we apply evolutionary optimization techniques to compute optimal rule-based trading strategies based on financial sentiment data. The sentiment data was extracted from the social media service StockTwits to accommodate the…

Portfolio Management · Quantitative Finance 2015-04-14 Ronald Hochreiter

Sentiment analysis on software engineering (SE) texts has been widely used in the SE research, such as evaluating app reviews or analyzing developers sentiments in commit messages. To better support the use of automated sentiment analysis…

Software Engineering · Computer Science 2021-03-25 Kexin Sun , Hui Gao , Hongyu Kuang , Xiaoxing Ma , Guoping Rong , Dong Shao , He Zhang

The Efficient Market Hypothesis (EMH) is widely accepted to hold true under certain assumptions. One of its implications is that the prediction of stock prices at least in the short run cannot outperform the random walk model. Yet, recently…

Social and Information Networks · Computer Science 2023-03-24 Panagiotis Papaioannnou , Lucia Russo , George Papaioannou , Constantinos Siettos

Our research aims to find the best model that uses companies projections and sector performances and how the given company fares accordingly to correctly predict equity share prices for both short and long term goals.

Statistical Finance · Quantitative Finance 2023-07-18 Varun Sangwan , Vishesh Kumar Singh , Bibin Christopher

With the advancement of web technology and its growth, there is a huge volume of data present in the web for internet users and a lot of data is generated too. Internet has become a platform for online learning, exchanging ideas and sharing…

Computation and Language · Computer Science 2016-11-04 Vishal. A. Kharde , Prof. Sheetal. Sonawane

Several messages express opinions about events, products, and services, political views or even their author's emotional state and mood. Sentiment analysis has been used in several applications including analysis of the repercussions of…

Computation and Language · Computer Science 2014-06-03 Pollyanna Gonçalves , Matheus Araújo , Fabrício Benevenuto , Meeyoung Cha

Sentiment analysis provides a useful overview of customer review contents. Many review websites allow a user to enter a summary in addition to a full review. Intuitively, summary information may give additional benefit for review sentiment…

Computation and Language · Computer Science 2020-10-30 Sen Yang , Leyang Cui , Jun Xie , Yue Zhang

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

The Economic Policy Uncertainty index had gained considerable traction with both academics and policy practitioners. Here, we analyse news feed data to construct a simple, general measure of uncertainty in the United States using a highly…

Econometrics · Economics 2020-06-12 Rickard Nyman , Paul Ormerod

This paper focuses on sentiment mining and sentiment correlation analysis of web events. Although neural network models have contributed a lot to mining text information, little attention is paid to analysis of the inter-sentiment…

Computation and Language · Computer Science 2018-11-27 Xinzhi Wang , Shengcheng Yuan , Hui Zhang , Yi Liu

In the following paper, we use a topic modeling algorithm and sentiment scoring methods to construct a novel metric that serves as a leading indicator in recession prediction models. We hypothesize that the inclusion of such a sentiment…

Applications · Statistics 2018-06-01 Melody Y. Huang , Randall R. Rojas , Patrick D. Convery

We widely use emojis in social networking to heighten, mitigate or negate the sentiment of the text. Emoji suggestions already exist in many cross-platform applications but an emoji is predicted solely based a few prominent words instead of…

Computation and Language · Computer Science 2021-03-16 Pranav Venkit , Zeba Karishma , Chi-Yang Hsu , Rahul Katiki , Kenneth Huang , Shomir Wilson , Patrick Dudas

In this paper, we look at the impact of Environment, Social and Governance related news articles and social media data on the stock market performance. We pick four stocks of companies which are widely known in their domain to understand…

Computational Finance · Quantitative Finance 2022-10-04 Sudeep R. Bapat , Saumya Kothari , Rushil Bansal