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Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of…

Artificial Intelligence · Computer Science 2020-01-28 Abhishek Nan , Anandh Perumal , Osmar R. Zaiane

Volatility prediction--an essential concept in financial markets--has recently been addressed using sentiment analysis methods. We investigate the sentiment of annual disclosures of companies in stock markets to forecast volatility. We…

Information Retrieval · Computer Science 2018-04-05 Navid Rekabsaz , Mihai Lupu , Artem Baklanov , Allan Hanbury , Alexander Duer , Linda Anderson

Stock trend prediction plays a critical role in seeking maximized profit from stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of stock market. Exploding information…

Social and Information Networks · Computer Science 2019-02-21 Ziniu Hu , Weiqing Liu , Jiang Bian , Xuanzhe Liu , Tie-Yan Liu

The use of robo-readers to analyze news texts is an emerging technology trend in computational finance. In recent research, a substantial effort has been invested to develop sophisticated financial polarity-lexicons that can be used to…

Computation and Language · Computer Science 2013-07-24 Pekka Malo , Ankur Sinha , Pyry Takala , Pekka Korhonen , Jyrki Wallenius

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

The Web is a vast virtual space where people can share their opinions, impacting all aspects of life and having implications for marketing and communication. The most up-to-date and comprehensive information can be found on social media…

Machine Learning · Computer Science 2023-02-15 Melvin Mokhtari , Ali Seraj , Niloufar Saeedi , Adel Karshenas

Recently, sentiment analysis has received a lot of attention due to the interest in mining opinions of social media users. Sentiment analysis consists in determining the polarity of a given text, i.e., its degree of positiveness or…

Computation and Language · Computer Science 2016-12-19 Eric S. Tellez , Sabino Miranda Jiménez , Mario Graff , Daniela Moctezuma , Ranyart R. Suárez , Oscar S. Siordia

Sentiment analysis is the Natural Language Processing (NLP) task dealing with the detection and classification of sentiments in texts. While some tasks deal with identifying the presence of sentiment in the text (Subjectivity analysis),…

Computation and Language · Computer Science 2017-07-06 Souvick Ghosh , Satanu Ghosh , Dipankar Das

Financial sentiment analysis is crucial for understanding the influence of news on stock prices. Recently, large language models (LLMs) have been widely adopted for this purpose due to their advanced text analysis capabilities. However,…

Computation and Language · Computer Science 2025-06-24 Yixuan Liang , Yuncong Liu , Neng Wang , Hongyang Yang , Boyu Zhang , Christina Dan Wang

The goal of this paper is to evaluate the informational content of sentiment extracted from news articles about the state of the economy. We propose a fine-grained aspect-based sentiment analysis that has two main characteristics: 1) we…

Computational Engineering, Finance, and Science · Computer Science 2022-03-30 Luca Barbaglia , Sergio Consoli , Sebastiano Manzan

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

In the modern economic landscape, integrating financial services with Financial Technology (FinTech) has become essential, particularly in stock trend analysis. This study addresses the gap in comprehending financial dynamics across diverse…

Statistical Finance · Quantitative Finance 2024-10-02 Sahar Arshad , Nikhar Azhar , Sana Sajid , Seemab Latif , Rabia Latif

Researchers and financial professionals require robust computerized tools that allow users to rapidly operationalize and assess the semantic textual content in financial news. However, existing methods commonly work at the document-level…

Information Retrieval · Computer Science 2019-01-03 Bernhard Lutz , Nicolas Pröllochs , Dirk Neumann

We summarized both common and novel predictive models used for stock price prediction and combined them with technical indices, fundamental characteristics and text-based sentiment data to predict S&P stock prices. A 66.18% accuracy in S&P…

Machine Learning · Statistics 2021-12-30 Shan Zhong , David B. Hitchcock

This work proposes a novel and simple sequential learning strategy to train models on videos and texts for multimodal sentiment analysis. To estimate sentiment polarities on unseen out-of-distribution data, we introduce a multimodal model…

Machine Learning · Computer Science 2024-09-10 Xianbing Zhao , Lizhen Qu , Tao Feng , Jianfei Cai , Buzhou Tang

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 sentiment analysis, the polarities of the opinions expressed on an object/feature are determined to assess the sentiment of a sentence or document whether it is positive/negative/neutral. Naturally, the object/feature is a noun…

Computation and Language · Computer Science 2016-07-15 K Paramesha , K C Ravishankar

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

Machine Learning · Computer Science 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

A novel social networks sentiment analysis model is proposed based on Twitter sentiment score (TSS) for real-time prediction of the future stock market price FTSE 100, as compared with conventional econometric models of investor sentiment…

Social and Information Networks · Computer Science 2020-04-23 Xinyi Guo , Jinfeng Li

Sentiment analysis of social media data consists of attitudes, assessments, and emotions which can be considered a way human think. Understanding and classifying the large collection of documents into positive and negative aspects are a…

Computation and Language · Computer Science 2020-07-16 Aditya Sharma , Alex Daniels