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Social media is a popular platform for timely information sharing. One of the important challenges for social media platforms like Twitter is whether to trust news shared on them when there is no systematic news verification process. On the…

Machine Learning · Computer Science 2020-04-28 Chandra Mouli Madhav Kotteti , Xishuang Dong , Lijun Qian

There has been growing interest in applying NLP techniques in the financial domain, however, resources are extremely limited. This paper introduces StockEmotions, a new dataset for detecting emotions in the stock market that consists of…

Computation and Language · Computer Science 2023-11-29 Jean Lee , Hoyoul Luis Youn , Josiah Poon , Soyeon Caren Han

The problem of clustering content in social media has pervasive applications, including the identification of discussion topics, event detection, and content recommendation. Here we describe a streaming framework for online detection and…

Social and Information Networks · Computer Science 2017-03-07 Mohsen JafariAsbagh , Emilio Ferrara , Onur Varol , Filippo Menczer , Alessandro Flammini

A vast amount of textual web streams is influenced by events or phenomena emerging in the real world. The social web forms an excellent modern paradigm, where unstructured user generated content is published on a regular basis and in most…

Machine Learning · Computer Science 2012-08-15 Vasileios Lampos

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

Statistical Finance · Quantitative Finance 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

E-commerce companies deal with a high volume of customer service requests daily. While a simple annotation system is often used to summarize the topics of customer contacts, thoroughly exploring each specific issue can be challenging. This…

Computation and Language · Computer Science 2024-03-05 Shu-Ting Pi , Sidarth Srinivasan , Yuying Zhu , Michael Yang , Qun Liu

During broadcast events such as the Superbowl, the U.S. Presidential and Primary debates, etc., Twitter has become the de facto platform for crowds to share perspectives and commentaries about them. Given an event and an associated…

Social and Information Networks · Computer Science 2012-12-24 Yuheng Hu , Ajita John , Fei Wang , Subbarao Kambhampati

Due to the significant increase of communications between individuals via social media (Facebook, Twitter, Linkedin) or electronic formats (email, web, e-publication) in the past two decades, network analysis has become a unavoidable…

Methodology · Statistics 2017-01-17 Bouveyron Charles , Latouche Pierre , Zreik Rawya

Twitter stream has become a large source of information for many people, but the magnitude of tweets and the noisy nature of its content have made harvesting the knowledge from Twitter a challenging task for researchers for a long time.…

Computation and Language · Computer Science 2018-06-21 Øystein Repp , Heri Ramampiaro

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal…

Statistical Finance · Quantitative Finance 2023-03-17 Shima Nabiee , Nader Bagherzadeh

Research shows that exposure to suicide-related news media content is associated with suicide rates, with some content characteristics likely having harmful and others potentially protective effects. Although good evidence exists for a few…

Computation and Language · Computer Science 2022-06-29 Hannah Metzler , Hubert Baginski , Thomas Niederkrotenthaler , David Garcia

Topic detection is a challenging task, especially without knowing the exact number of topics. In this paper, we present a novel approach based on neural network to detect topics in the micro-blogging dataset. We use an unsupervised neural…

Information Retrieval · Computer Science 2020-06-18 Cong Wan , Shan Jiang , Cuirong Wang , Cong Wang , Changming Xu , Xianxia Chen , Ying Yuan

Large language models are reshaping quantitative investing by turning unstructured financial information into evidence-grounded signals and executable decisions. This survey synthesizes research with a focus on equity return prediction and…

Portfolio Management · Quantitative Finance 2025-10-08 Weilong Fu

Time series models, typically trained on numerical data, are designed to forecast future values. These models often rely on weighted averaging techniques over time intervals. However, real-world time series data is seldom isolated and is…

Computation and Language · Computer Science 2024-07-08 Litton Jose Kurisinkel , Pruthwik Mishra , Yue Zhang

The emergence and rapid progress of the Internet have brought ever-increasing impact on financial domain. How to rapidly and accurately mine the key information from the massive negative financial texts has become one of the key issues for…

Computation and Language · Computer Science 2020-01-16 Lingyun Zhao , Lin Li , Xinhao Zheng

It is a challenging task to predict financial markets. The complexity of this task is mainly due to the interaction between financial markets and market participants, who are not able to keep rational all the time, and often affected by…

Statistical Finance · Quantitative Finance 2022-02-09 Jia Wang , Hongwei Zhu , Jiancheng Shen , Yu Cao , Benyuan Liu

This paper introduces a large collection of time series data derived from Twitter, postprocessed using word embedding techniques, as well as specialized fine-tuned language models. This data comprises the past five years and captures…

Computation and Language · Computer Science 2023-08-07 Daniel Loureiro , Kiamehr Rezaee , Talayeh Riahi , Francesco Barbieri , Leonardo Neves , Luis Espinosa Anke , Jose Camacho-Collados

Over the last decade, similar to other application domains, social media content has been proven very effective in disaster informatics. However, due to the unstructured nature of the data, several challenges are associated with disaster…

Computation and Language · Computer Science 2024-05-03 Ayaz Mehmood , Muhammad Tayyab Zamir , Muhammad Asif Ayub , Nasir Ahmad , Kashif Ahmad

In this study, we predict next-day movements of stock end-of-day implied volatility using random forests. Through an ablation study, we examine the usefulness of different sources of predictors and expose the value of attention and…

Computational Finance · Quantitative Finance 2023-01-03 Thomas Dierckx , Jesse Davis , Wim Schoutens

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