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Studies conducted on financial market prediction lack a comprehensive feature set that can carry a broad range of contributing factors; therefore, leading to imprecise results. Furthermore, while cooperating with the most recent innovations…

Computational Engineering, Finance, and Science · Computer Science 2024-05-17 Amirhossein Aminimehr , Amin Aminimehr , Hamid Moradi Kamali , Sauleh Eetemadi , Saeid Hoseinzade

Methods for detecting and summarizing emergent keywords have been extensively studied since social media and microblogging activities have started to play an important role in data analysis and decision making. We present a system for…

Social and Information Networks · Computer Science 2016-10-21 Neela Avudaiappan , Alexander Herzog , Sneha Kadam , Yuheng Du , Jason Thatcher , Ilya Safro

In this study, we wish to showcase the unique utility of large language models (LLMs) in financial semantic annotation and alpha signal discovery. Leveraging a corpus of company-related tweets, we use an LLM to automatically assign…

Statistical Finance · Quantitative Finance 2025-08-19 Yueyi Wang , Qiyao Wei

Cluster analysis is a field of data analysis that extracts underlying patterns in data. One application of cluster analysis is in text-mining, the analysis of large collections of text to find similarities between documents. We used a…

Machine Learning · Statistics 2014-08-26 Daniel Godfrey , Caley Johns , Carl Meyer , Shaina Race , Carol Sadek

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

With the rise in popularity of public social media and micro-blogging services, most notably Twitter, the people have found a venue to hear and be heard by their peers without an intermediary. As a consequence, and aided by the public…

Computation and Language · Computer Science 2016-06-21 Prashanth Vijayaraghavan , Soroush Vosoughi , Deb Roy

Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

Information Retrieval · Computer Science 2016-10-31 Venkata Sasank Pagolu , Kamal Nayan Reddy Challa , Ganapati Panda , Babita Majhi

Analysis of short text, such as social media posts, is extremely difficult because of their inherent brevity. In addition to classifying topics of such posts, a common downstream task is grouping the authors of these documents for…

Information Retrieval · Computer Science 2022-06-20 Graham Tierney , Christopher Bail , Alexander Volfovsky

One of the most significant issues as attended a lot in recent years is that of recognizing the sentiments and emotions in social media texts. The analysis of sentiments and emotions is intended to recognize the conceptual information such…

Machine Learning · Computer Science 2025-03-27 Bahareh Golchin , Noushin Riahi

The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…

Statistical Finance · Quantitative Finance 2023-09-14 Luke Sanborn , Matthew Sahagun

Microblogging platforms, of which Twitter is a representative example, are valuable information sources for market screening and financial models. In them, users voluntarily provide relevant information, including educated knowledge on…

Information Retrieval · Computer Science 2024-04-16 Silvia García-Méndez , Francisco de Arriba-Pérez , Ana Barros-Vila , Francisco J. González-Castaño

Identifying and exploring emerging trends in the news is becoming more essential than ever with many changes occurring worldwide due to the global health crises. However, most of the recent research has focused mainly on detecting trends in…

Computation and Language · Computer Science 2023-01-27 Nhu Khoa Nguyen , Thierry Delahaut , Emanuela Boros , Antoine Doucet , Gaël Lejeune

Financial Sentiment Analysis (FSA) traditionally relies on human-annotated sentiment labels to infer investor sentiment and forecast market movements. However, inferring the potential market impact of words based on their human-perceived…

Computational Engineering, Finance, and Science · Computer Science 2025-03-04 Hamid Moradi-Kamali , Mohammad-Hossein Rajabi-Ghozlou , Mahdi Ghazavi , Ali Soltani , Amirreza Sattarzadeh , Reza Entezari-Maleki

Banking call centers receive millions of calls annually, with much of the information in these calls unavailable to analysts interested in tracking new and emerging call center trends. In this study we present an approach to call center…

Computation and Language · Computer Science 2021-10-05 John Xi Qiu , Adam Faulkner , Aysu Ezen Can

Sentiment polarity of tweets, blog posts or product reviews has become highly attractive and is utilized in recommender systems, market predictions, business intelligence and more. Deep learning techniques are becoming top performers on…

Computation and Language · Computer Science 2020-02-18 Erion Çano

Social networks are quickly becoming the primary medium for discussing what is happening around real-world events. The information that is generated on social platforms like Twitter can produce rich data streams for immediate insights into…

Social and Information Networks · Computer Science 2019-07-26 Mateusz Fedoryszak , Brent Frederick , Vijay Rajaram , Changtao Zhong

Topic lifecycle analysis on Twitter, a branch of study that investigates Twitter topics from their birth through lifecycle to death, has gained immense mainstream research popularity. In the literature, topics are often treated as one of…

Social and Information Networks · Computer Science 2018-01-19 Kuntal Dey , Saroj Kaushik , Kritika Garg , Ritvik Shrivastava

Understanding the variations in trading price (volatility), and its response to exogenous information, is a well-researched topic in finance. In this study, we focus on finding stable and accurate volatility predictors for a relatively new…

Statistical Finance · Quantitative Finance 2022-12-07 M. Eren Akbiyik , Mert Erkul , Killian Kaempf , Vaiva Vasiliauskaite , Nino Antulov-Fantulin

In this paper , we tackle Sentiment Analysis conditioned on a Topic in Twitter data using Deep Learning . We propose a 2-tier approach : In the first phase we create our own Word Embeddings and see that they do perform better than…

Computation and Language · Computer Science 2017-10-31 Sharath T. S. , Shubhangi Tandon

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