Related papers: Using News Articles and Financial Data to predict …
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…
Among other macroeconomic indicators, the monthly release of U.S. unemployment rate figures in the Employment Situation report by the U.S. Bureau of Labour Statistics gets a lot of media attention and strongly affects the stock markets. I…
This paper presents a financial analysis over Twitter sentiment analytics extracted from listed retail brands. We investigate whether there is statistically-significant information between the Twitter sentiment and volume, and stock returns…
We show how text from news articles can be used to predict intraday price movements of financial assets using support vector machines. Multiple kernel learning is used to combine equity returns with text as predictive features to increase…
Firm disclosures about future prospects are crucial for corporate valuation and compliance with global regulations, such as the EU's MAR and the US's SEC Rule 10b-5 and RegFD. To comply with disclosure obligations, issuers must identify…
We present a study on predicting the factuality of reporting and bias of news media. While previous work has focused on studying the veracity of claims or documents, here we are interested in characterizing entire news media. These are…
In the area of credit risk analytics, current Bankruptcy Prediction Models (BPMs) struggle with (a) the availability of comprehensive and real-world data sets and (b) the presence of extreme class imbalance in the data (i.e., very few…
Context: Financial system stability is determined by the condition of the banking system. A bank failure can destroy the stability of the financial system, as banks are subject to systemic risk, affecting not only individual banks but also…
Modern technological era has reshaped traditional lifestyle in several domains. The medium of publishing news and events has become faster with the advancement of Information Technology. IT has also been flooded with immense amounts of…
As technology grows faster, the news spreads through social media. In order to attract more readers and acquire additional profit, some news agencies reproduce massive news in a more appealing manner. Therefore, it is essential to…
Starting from a corpus of economic articles from The Wall Street Journal, we present a novel systematic way to analyse news content that evolves over time. We leverage on state-of-the-art natural language processing techniques (i.e. GPT3.5)…
Sentiment analysis aims to extract and express a person's perception, opinions and emotions towards an entity, object, product and a service, enabling businesses to obtain feedback from the consumers. The increasing popularity of the social…
This study proposes a new method of incorporating emotions from newspaper articles into macroeconomic forecasts, attempting to forecast industrial production and consumer prices leveraging narrative and sentiment from global newspapers. For…
The 2008 global financial crisis marked the beginning of a decade dominated by fiscal austerity policies in much of the developed world. This paper presents a qualitative narrative review of an extensive collection of academic literature to…
Financial global crisis has devastating impacts to economies since early XX century and continues to impose increasing collateral damages for governments, enterprises, and society in general. Up to now, all efforts to obtain efficient…
The complexity and diversity of today's media landscape provides many challenges for researchers studying news producers. These producers use many different strategies to get their message believed by readers through the writing styles they…
This paper presents an approach to measuring business sentiment based on textual data. Business sentiment has been measured by traditional surveys, which are costly and time-consuming to conduct. To address the issues, we take advantage of…
Financial news plays a crucial role in decision-making processes across the financial sector, yet the efficient processing of this information into a structured format remains challenging. This paper presents a novel approach to financial…
Many studies in economics deal with the non-reliability cost to assess insurance fees or investment analyses, but none takes into consideration the mechanical aspect of reliability analysis. Other studies in mechanics give some tools and…
Crashes have fascinated and baffled many canny observers of financial markets. In the strict orthodoxy of the efficient market theory, crashes must be due to sudden changes of the fundamental valuation of assets. However, detailed empirical…