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We study the power of Twitter events to predict consumer sales events by analysing sales for 75 companies from the retail sector and over 150 million tweets mentioning those companies along with their sentiment. We suggest an approach for…

Social and Information Networks · Computer Science 2015-08-18 Olga Kolchyna , Th'arsis T. P. Souza , Tomaso Aste , Philip C. Treleaven

Stock market forecasting is very important in the planning of business activities. Stock price prediction has attracted many researchers in multiple disciplines including computer science, statistics, economics, finance, and operations…

Computation and Language · Computer Science 2019-07-23 Dev Shah , Haruna Isah , Farhana Zulkernine

Predicting stock market is vital for investors and policymakers, acting as a barometer of the economic health. We leverage social media data, a potent source of public sentiment, in tandem with macroeconomic indicators as…

Artificial Intelligence · Computer Science 2023-12-08 Shengkun Wang , YangXiao Bai , Taoran Ji , Kaiqun Fu , Linhan Wang , Chang-Tien Lu

In this paper, we investigate the impact of the social media data in predicting the Tehran Stock Exchange (TSE) variables for the first time. We consider the closing price and daily return of three different stocks for this investigation.…

Statistical Finance · Quantitative Finance 2020-03-05 Arezoo Hatefi Ghahfarrokhi , Mehrnoush Shamsfard

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…

Python was used to download and format NewsAPI article data relating to 400 publicly traded, low cap. Biotech companies. Crowd-sourcing was used to label a subset of this data to then train and evaluate a variety of models to classify the…

Statistical Finance · Quantitative Finance 2022-10-04 Marshall R. McCraw

Social media, especially Twitter, is being increasingly used for research with predictive analytics. In social media studies, natural language processing (NLP) techniques are used in conjunction with expert-based, manual and qualitative…

Computation and Language · Computer Science 2020-04-03 Yunpeng Zhao , Mattia Prosperi , Tianchen Lyu , Yi Guo , Jiang Bian

This study investigates the relationship between tweet sentiment across diverse categories: news, company opinions, CEO opinions, competitor opinions, and stock market behavior in the biotechnology sector, with a focus on understanding the…

Statistical Finance · Quantitative Finance 2024-02-07 C. Sarai R. Avila

Discovering the stances of media outlets and influential people on current, debatable topics is important for social statisticians and policy makers. Many supervised solutions exist for determining viewpoints, but manually annotating…

Social and Information Networks · Computer Science 2020-05-22 Peter Stefanov , Kareem Darwish , Atanas Atanasov , Preslav Nakov

Recent progress in language model pre-training has led to important improvements in Named Entity Recognition (NER). Nonetheless, this progress has been mainly tested in well-formatted documents such as news, Wikipedia, or scientific…

Computation and Language · Computer Science 2022-11-16 Asahi Ushio , Leonardo Neves , Vitor Silva , Francesco Barbieri , Jose Camacho-Collados

Online social networks like Twitter actively monitor their platform to identify accounts that go against their rules. Twitter enforces account level moderation, i.e. suspension of a Twitter account in severe cases of platform abuse. A point…

Social and Information Networks · Computer Science 2021-11-25 Arnav Kapoor , Rishi Raj Jain , Avinash Prabhu , Tanvi Karandikar , Ponnurangam Kumaraguru

We build a new measure of credit and financial market sentiment using Natural Language Processing on Twitter data. We find that the Twitter Financial Sentiment Index (TFSI) correlates highly with corporate bond spreads and other price- and…

General Economics · Economics 2023-05-26 Travis Adams , Andrea Ajello , Diego Silva , Francisco Vazquez-Grande

Stock price movements are influenced by many factors, and alongside historical price data, tex-tual information is a key source. Public news and social media offer valuable insights into market sentiment and emerging events. These sources…

Computational Engineering, Finance, and Science · Computer Science 2025-07-29 Wenyan Xu , Dawei Xiang , Rundong Wang , Yonghong Hu , Liang Zhang , Jiayu Chen , Zhonghua Lu

Unsupervised representation learning for tweets is an important research field which helps in solving several business applications such as sentiment analysis, hashtag prediction, paraphrase detection and microblog ranking. A good tweet…

Computation and Language · Computer Science 2017-06-30 Ganesh J

The increasing popularity of Twitter and other microblogs makes improved trustworthiness and relevance assessment of microblogs evermore important. We propose a method of ranking of tweets considering trustworthiness and content based…

Social and Information Networks · Computer Science 2012-04-03 Srijith Ravikumar , Raju Balakrishnan , Subbarao Kambhampati

One major sub-domain in the subject of polling public opinion with social media data is electoral prediction. Electoral prediction utilizing social media data potentially would significantly affect campaign strategies, complementing…

Social and Information Networks · Computer Science 2021-07-21 Michael Caballero

It is reported that financial news, especially financial events expressed in news, provide information to investors' long/short decisions and influence the movements of stock markets. Motivated by this, we leverage financial event streams…

Statistical Finance · Quantitative Finance 2020-10-30 Xianchao Wu

Nowadays social media platforms such as Twitter provide a great opportunity to understand public opinion of climate change compared to traditional survey methods. In this paper, we constructed a massive climate change Twitter dataset and…

Computation and Language · Computer Science 2021-12-01 Zhongkai Shangguan , Zihe Zheng , Lei Lin

Predicting financial returns accurately poses a significant challenge due to the inherent uncertainty in financial time series data. Enhancing prediction models' performance hinges on effectively capturing both social and financial…

Computational Engineering, Finance, and Science · Computer Science 2024-03-08 Raffaele Giuseppe Cestari , Simone Formentin

In this paper, we present TwiSent, a sentiment analysis system for Twitter. Based on the topic searched, TwiSent collects tweets pertaining to it and categorizes them into the different polarity classes positive, negative and objective.…

Information Retrieval · Computer Science 2012-09-19 Subhabrata Mukherjee , Akshat Malu , A. R. Balamurali , Pushpak Bhattacharyya