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Large language models (LLMs), including ChatGPT, can extract profitable trading signals from the sentiment in news text. However, backtesting such strategies poses a challenge because LLMs are trained on many years of data, and backtesting…

General Finance · Quantitative Finance 2023-10-02 Paul Glasserman , Caden Lin

In many Twitter studies, it is important to know where a tweet came from in order to use the tweet content to study regional user behavior. However, researchers using Twitter to understand user behavior often lack sufficient geo-tagged…

Social and Information Networks · Computer Science 2017-11-21 Binxuan Huang , Kathleen M. Carley

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

We implement traditional machine learning and deep learning methods for global tweets from 2017-2022 to build a high-frequency measure of the public's sentiment index on inflation and analyze its correlation with other online data sources…

Econometrics · Economics 2022-12-15 Xinyu Li , Zihan Tang

As the number of accepted papers at AI and ML conferences reaches into the thousands, it has become unclear how researchers access and read research publications. In this paper, we investigate the role of social media influencers in…

Digital Libraries · Computer Science 2024-07-24 Iain Xie Weissburg , Mehir Arora , Xinyi Wang , Liangming Pan , William Yang Wang

Opinion dynamics is an important and very active area of research that delves into the complex processes through which individuals form and modify their opinions within a social context. The ability to comprehend and unravel the mechanisms…

Physics and Society · Physics 2025-03-19 Giacomo Albi , Elisa Calzola , Giacomo Dimarco

Newsletters and social networks can reflect the opinion about the market and specific stocks from the perspective of analysts and the general public on products and/or services provided by a company. Therefore, sentiment analysis of these…

Computation and Language · Computer Science 2021-12-28 Elvys Linhares Pontes , Mohamed Benjannet

Elections are the backbone of any democratic country, where voters elect the candidates as their representatives. The emergence of social networking sites has provided a platform for political parties and their candidates to connect with…

Social and Information Networks · Computer Science 2022-05-02 Maneet Singh , S. R. S. Iyengar , Akrati Saxena , Rishemjit Kaur

Whether the online social media, like Twitter or its variant Weibo, can be a convincing proxy to predict the stock market has been debated for years, especially for China. However, as the traditional theory in behavioral finance states, the…

Social and Information Networks · Computer Science 2016-04-29 Zhenkun Zhou , Jichang Zhao , Ke Xu

A word embedding is a low-dimensional, dense and real- valued vector representation of a word. Word embeddings have been used in many NLP tasks. They are usually gener- ated from a large text corpus. The embedding of a word cap- tures both…

Computation and Language · Computer Science 2017-08-15 Quanzhi Li , Sameena Shah , Xiaomo Liu , Armineh Nourbakhsh

The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via…

Statistical Finance · Quantitative Finance 2020-09-23 Junni L. Zhang , Wolfgang Karl Härdle , Cathy Y. Chen , Elisabeth Bommes

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…

Social and Information Networks · Computer Science 2017-03-07 Lei Le , Emilio Ferrara , Alessandro Flammini

Online reviews are feedback voluntarily posted by consumers about their consumption experiences. This feedback indicates customer attitudes such as affection, awareness and faith towards a brand or a firm and demonstrates inherent…

General Economics · Economics 2019-05-09 Junran Wu , Ke Xu , Jichang Zhao

Estimating the political leanings of social media users is a challenging and ever more pressing problem given the increase in social media consumption. We introduce Retweet-BERT, a simple and scalable model to estimate the political…

Social and Information Networks · Computer Science 2023-04-10 Julie Jiang , Xiang Ren , Emilio Ferrara

Applying deep learning and computational intelligence to finance has been a popular area of applied research, both within academia and industry, and continues to attract active attention. The inherently high volatility and non-stationary of…

Machine Learning · Computer Science 2025-03-17 Michael Charles Albada , Mojolaoluwa Joshua Sonola

This paper introduces StockGPT, an autoregressive ``number'' model trained and tested on 70 million daily U.S.\ stock returns over nearly 100 years. Treating each return series as a sequence of tokens, StockGPT automatically learns the…

Computational Finance · Quantitative Finance 2024-10-24 Dat Mai

Predicting personality is essential for social applications supporting human-centered activities, yet prior modeling methods with users written text require too much input data to be realistically used in the context of social media. In…

Social and Information Networks · Computer Science 2017-04-20 Pierre-Hadrien Arnoux , Anbang Xu , Neil Boyette , Jalal Mahmud , Rama Akkiraju , Vibha Sinha

Share valuations are known to adjust to new information entering the market, such as regulatory disclosures. We study whether the language of such news items can improve short-term and especially long-term (24 months) forecasts of stock…

Applications · Statistics 2018-06-27 Stefan Feuerriegel , Julius Gordon

Online social connections occur within a specific conversational context. Prior work in network analysis of social media data attempts to contextualize data through filtering. We propose a method of contextualizing online conversational…

Social and Information Networks · Computer Science 2022-07-27 Thomas Magelinski , Kathleen M. Carley

This paper describes the analysis of quantitative characteristics of frequent sets and association rules in the posts of Twitter microblogs related to different event discussions. For the analysis, we used a theory of frequent sets,…

Social and Information Networks · Computer Science 2013-10-15 Bohdan Pavlyshenko
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