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In an era where financial markets are heavily influenced by many static and dynamic factors, it has become increasingly critical to carefully integrate diverse data sources with machine learning for accurate stock price prediction. This…

Statistical Finance · Quantitative Finance 2025-03-10 Furkan Karadaş , Bahaeddin Eravcı , Ahmet Murat Özbayoğlu

Economic behavior is shaped not only by quantitative information but also by the narratives through which such information is communicated and interpreted (Shiller, 2017). I show that narratives extracted from earnings calls significantly…

General Finance · Quantitative Finance 2025-11-26 Giuseppe Matera

The forecasting of political, economic, and public health indicators using internet activity has demonstrated mixed results. For example, while some measures of explicitly surveyed public opinion correlate well with social media proxies,…

Social and Information Networks · Computer Science 2021-07-14 Yi Li , Asieh Ahani , Haimao Zhan , Kevin Foley , Thayer Alshaabi , Kelsey Linnell , Peter Sheridan Dodds , Christopher M. Danforth , Adam Fox

The relationship between electricity demand and weather is well established in power systems, along with the importance of behavioral and social aspects such as holidays and significant events. This study explores the link between…

Computation and Language · Computer Science 2024-01-31 Yun Bai , Simon Camal , Andrea Michiorri

In this study, we propose a methodology to extract, index, and visualize ``climate change narratives'' (stories about the connection between causal and consequential events related to climate change). We use two natural language processing…

Computation and Language · Computer Science 2024-08-06 Hiroki Sakaji , Noriyasu Kaneda

This study explores the integration of large language models (LLMs) into classic inflation nowcasting frameworks, particularly in light of high inflation volatility periods such as the COVID-19 pandemic. We propose InflaBERT, a BERT-based…

Computational Engineering, Finance, and Science · Computer Science 2024-10-29 Marc-Antoine Allard , Paul Teiletche , Adam Zinebi

By capturing the prevailing sentiment and market mood, textual data has become increasingly vital for forecasting commodity prices, particularly in metal markets. However, the effectiveness of lightweight, finetuned large language models…

Machine Learning · Computer Science 2026-04-01 Alvaro Paredes Amorin , Andre Python , Christoph Weisser

In web era, since technology has revolutionized mankind life, plenty of data and information are published on the Internet each day. For instance, news agencies publish news on their websites all over the world. These raw data could be an…

Computation and Language · Computer Science 2018-08-10 Mohammad Kamel , Neda Keyvani , Hadi Sadoghi Yazdi

Readers take decisions about going through the complete news based on many factors. The emotional impact of the news title on reader is one of the most important factors. Cognitive ergonomics tries to strike the balance between work,…

Information Retrieval · Computer Science 2019-10-16 Hrishikesh Kulkarni , P Joshi , P Chande

In this paper, we design an integrated algorithm to evaluate the sentiment of Chinese market. Firstly, with the help of the web browser automation, we crawl a lot of news and comments from several influential financial websites…

Computational Finance · Quantitative Finance 2018-09-25 Junfeng Jiang , Jiahao Li

Research on crude oil price forecasting has attracted tremendous attention from scholars and policymakers due to its significant effect on the global economy. Besides supply and demand, crude oil prices are largely influenced by various…

Machine Learning · Computer Science 2021-11-18 Jiangwei Liu , Xiaohong Huang

Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…

Statistical Finance · Quantitative Finance 2023-09-04 Ali Asgarov

Human use language not just to convey information but also to express their inner feelings and mental states. In this work, we adapt the state-of-the-art language generation models to generate affective (emotional) text. We posit a model…

Computation and Language · Computer Science 2020-11-10 Ishika Singh , Ahsan Barkati , Tushar Goswamy , Ashutosh Modi

Accurately predicting short-term stock price movement remains a challenging task due to the market's inherent volatility and sensitivity to investor sentiment. This paper discusses a deep learning framework that integrates emotion features…

Machine Learning · Computer Science 2025-10-07 An Vuong , Susan Gauch

Sentiment analysis, especially for long documents, plausibly requires methods capturing complex linguistics structures. To accommodate this, we propose a novel framework to exploit task-related discourse for the task of sentiment analysis.…

Computation and Language · Computer Science 2020-11-06 Patrick Huber , Giuseppe Carenini

Crude oil, a critical component of the global economy, has its prices influenced by various factors such as economic trends, political events, and natural disasters. Traditional prediction methods based on historical data have their limits…

Information Retrieval · Computer Science 2024-10-17 Himmet Kaplan , Ralf-Peter Mundani , Heiko Rölke , Albert Weichselbraun , Martin Tschudy

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

Forecasting crude oil prices remains challenging because market-relevant information is embedded in large volumes of unstructured news and is not fully captured by traditional polarity-based sentiment measures. This paper examines whether…

Statistical Finance · Quantitative Finance 2026-03-18 Dehao Dai , Ding Ma , Dou Liu , Kerui Geng , Yiqing Wang

In this work, we tackle a problem of speech emotion classification. One of the issues in the area of affective computation is that the amount of annotated data is very limited. On the other hand, the number of ways that the same emotion can…

Computation and Language · Computer Science 2018-04-02 Egor Lakomkin , Cornelius Weber , Stefan Wermter

Country instability is a global issue, with unpredictably high levels of instability thwarting socio-economic growth and possibly causing a slew of negative consequences. As a result, uncertainty prediction models for a country are becoming…

Artificial Intelligence · Computer Science 2024-11-12 Adam Zebrowski , Haithem Afli