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Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

In today's media landscape, where news outlets play a pivotal role in shaping public opinion, it is imperative to address the issue of sentiment manipulation within news text. News writers often inject their own biases and emotional…

Computation and Language · Computer Science 2024-02-06 Alapan Kuila , Somnath Jena , Sudeshna Sarkar , Partha Pratim Chakrabarti

When performing Polarity Detection for different words in a sentence, we need to look at the words around to understand the sentiment. Massively pretrained language models like BERT can encode not only just the words in a document but also…

Computation and Language · Computer Science 2020-11-25 Natesh Reddy , Pranaydeep Singh , Muktabh Mayank Srivastava

We propose and study the integration of sentiment analysis and deep reinforcement learning ensemble algorithms for stock trading by evaluating strategies capable of dynamically altering their active agent given the concurrent market…

Trading and Market Microstructure · Quantitative Finance 2024-11-21 Andrew Ye , James Xu , Vidyut Veedgav , Yi Wang , Yifan Yu , Daniel Yan , Ryan Chen , Vipin Chaudhary , Shuai Xu

Sentiments expressed in user-generated short text and sentences are nuanced by subtleties at lexical, syntactic, semantic and pragmatic levels. To address this, we propose to augment traditional features used for sentiment analysis and…

Computation and Language · Computer Science 2017-01-23 Abhijit Mishra , Diptesh Kanojia , Seema Nagar , Kuntal Dey , Pushpak Bhattacharyya

Sentiment Analysis is the task of classifying documents based on the sentiments expressed in textual form, this can be achieved by using lexical and semantic methods. The purpose of this study is to investigate the use of semantics to…

Computation and Language · Computer Science 2020-09-02 Ukachi Osisiogu

In this paper, we are going to develop a natural language processing model to help us to predict stocks in the long term. The whole network includes two modules. The first module is a natural language processing model which seeks out…

Artificial Intelligence · Computer Science 2021-12-22 Tuo Sun , Wanrong Zheng , Shufan Yu , Mengxun Li , Jiarui Ou

Following the financial crisis of the late 2000s, policy makers have shown considerable interest in monitoring financial stability. Several central banks now publish indices of financial stress, which are essentially based upon market…

General Finance · Quantitative Finance 2015-08-24 Paul Ormerod , Rickard Nyman , David Tuckett

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

User and product information associated with a review is useful for sentiment polarity prediction. Typical approaches incorporating such information focus on modeling users and products as implicitly learned representation vectors. Most do…

Computation and Language · Computer Science 2022-12-20 Chenyang Lyu , Linyi Yang , Yue Zhang , Yvette Graham , Jennifer Foster

Financial market prediction on the basis of online sentiment tracking has drawn a lot of attention recently. However, most results in this emerging domain rely on a unique, particular combination of data sets and sentiment tracking tools.…

Statistical Finance · Quantitative Finance 2012-04-19 Huina Mao , Scott Counts , Johan Bollen

To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring sentiment-based network risk. The algorithm ranks companies…

Risk Management · Quantitative Finance 2018-05-16 Thomas Forss , Peter Sarlin

This study investigates how social media sentiment derived from Reddit comments can be used to enhance investment decisions in a way that offers higher returns with lower risk. Using BERTweet we analyzed over 2 million Reddit comments from…

Social and Information Networks · Computer Science 2025-08-05 Gatik Goyal , Sharvil Phadke , Arnav Sharma , Huifang Qin

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

Most of the existing pre-trained language representation models neglect to consider the linguistic knowledge of texts, which can promote language understanding in NLP tasks. To benefit the downstream tasks in sentiment analysis, we propose…

Computation and Language · Computer Science 2020-09-25 Pei Ke , Haozhe Ji , Siyang Liu , Xiaoyan Zhu , Minlie Huang

In this paper, we describe a methodology to infer Bullish or Bearish sentiment towards companies/brands. More specifically, our approach leverages affective lexica and word embeddings in combination with convolutional neural networks to…

Computation and Language · Computer Science 2017-04-05 Youness Mansar , Lorenzo Gatti , Sira Ferradans , Marco Guerini , Jacopo Staiano

Volume prediction is one of the fundamental objectives in the Fintech area, which is helpful for many downstream tasks, e.g., algorithmic trading. Previous methods mostly learn a universal model for different stocks. However, this kind of…

Trading and Market Microstructure · Quantitative Finance 2022-11-04 Ruibo Chen , Wei Li , Zhiyuan Zhang , Ruihan Bao , Keiko Harimoto , Xu Sun

Stock price prediction is challenging due to global economic instability, high volatility, and the complexity of financial markets. Hence, this study compared several machine learning algorithms for stock market prediction and further…

Machine Learning · Computer Science 2024-12-11 Akhila Mamillapalli , Bayode Ogunleye , Sonia Timoteo Inacio , Olamilekan Shobayo

Trends and opinion mining in social media increasingly focus on novel interactions involving visual media, like images and short videos, in addition to text. In this work, we tackle the problem of visual sentiment analysis of social media…

Computer Vision and Pattern Recognition · Computer Science 2023-05-01 Alessio Serra , Fabio Carrara , Maurizio Tesconi , Fabrizio Falchi

Implicit sentiment analysis is challenging because sentiment toward an aspect is often inferred from events rather than expressed through explicit opinion words. Existing models typically learn from the final polarity label, which provides…

Computation and Language · Computer Science 2026-05-21 Yaping Chai , Haoran Xie , Joe S. Qin