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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

We live in a computerized and networked society where many of our actions leave a digital trace and affect other people's actions. This has lead to the emergence of a new data-driven research field: mathematical methods of computer science,…

Statistical Finance · Quantitative Finance 2015-05-30 Ilaria Bordino , Stefano Battiston , Guido Caldarelli , Matthieu Cristelli , Antti Ukkonen , Ingmar Weber

We discovered that past changes in the market correlation structure are significantly related with future changes in the market volatility. By using correlation-based information filtering networks we device a new tool for forecasting the…

Portfolio Management · Quantitative Finance 2016-05-31 Nicoló Musmeci , Tomaso Aste , Tiziana Di Matteo

Pharmaceutical companies operate in a strictly regulated and highly risky environment in which a single slip can lead to serious financial implications. Accordingly, the announcements of clinical trial results tend to determine the future…

Statistical Finance · Quantitative Finance 2022-08-17 Semen Budennyy , Alexey Kazakov , Elizaveta Kovtun , Leonid Zhukov

This paper goes into depth on the effect that US News Sentiment from national newspapers has on US interstate migration trends. Through harnessing data from the New York Times between 2010 and 2020, an average sentiment score was…

Machine Learning · Computer Science 2025-02-25 Benjamin Lane , Simeon Sayer

Recent years saw an increased interest in modeling and understanding the mechanisms of opinion and innovation spread through human networks. Using analysis of real-world social data, researchers are able to gain a better understanding of…

Social and Information Networks · Computer Science 2016-03-29 Ajay Saini , Natasha Markuzon

We conduct a tone-based event study to examine the aggregate abnormal tone dynamics in media articles around earnings announcements. We test whether they convey incremental information that is useful for price discovery for nonfinancial S&P…

General Finance · Quantitative Finance 2023-04-17 David Ardia , Keven Bluteau , Kris Boudt

Using a rolling windows analysis of filtered and aligned stock index returns from 40 countries during the period 2006-2014, we construct Granger causality networks and investigate the ensuing structure of the relationships by studying…

Economics · Quantitative Finance 2015-11-05 Stefan Lyocsa , Tomas Vyrost , Eduard Baumohl

The study of public opinion can provide us with valuable information. The analysis of sentiment on social networks, such as Twitter or Facebook, has become a powerful means of learning about the users' opinions and has a wide range of…

Computation and Language · Computer Science 2020-06-08 Nhan Cach Dang , María N. Moreno-García , Fernando De la Prieta

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

Understanding the dynamics of international politics is important yet challenging for civilians. In this work, we explore unsupervised neural models to infer relations between nations from news articles. We extend existing models by…

Computation and Language · Computer Science 2019-04-22 Xiaochuang Han , Eunsol Choi , Chenhao Tan

The marvel of markets lies in the fact that dispersed information is instantaneously processed and used to adjust the price of goods, services and assets. Financial markets are particularly efficient when it comes to processing information;…

Trading and Market Microstructure · Quantitative Finance 2018-07-19 Stefan Feuerriegel , Helmut Prendinger

We study dynamic visual representations as a proxy for investor sentiment about the stock market. Our sentiment index, GIFsentiment, is constructed from millions of posts in the Graphics Interchange Format (GIF) on a leading investment…

Pricing of Securities · Quantitative Finance 2025-12-24 Ming Gu , David Hirshleifer , Siew Hong Teoh , Shijia Wu

Societal ideas and trends dictate media narratives and cinematic depictions which in turn influences people's beliefs and perceptions of the real world. Media portrayal of culture, education, government, religion, and family affect their…

Computation and Language · Computer Science 2022-10-12 Sabyasachee Baruah , Krishna Somandepalli , Shrikanth Narayanan

Social groups with widely different music tastes, political convictions, and religious beliefs emerge and disappear on scales from extreme subcultures to mainstream mass-cultures. Both the underlying social structure and the formation of…

Physics and Society · Physics 2007-11-12 M. Rosvall , K. Sneppen

Temporal data distribution shift is prevalent in the financial text. How can a financial sentiment analysis system be trained in a volatile market environment that can accurately infer sentiment and be robust to temporal data distribution…

Computation and Language · Computer Science 2023-10-20 Yue Guo , Chenxi Hu , Yi Yang

Sentiment analysis plays a pivotal role in understanding public opinion, particularly in the political domain where the portrayal of entities in news articles influences public perception. In this paper, we investigate the effectiveness of…

Computation and Language · Computer Science 2024-04-09 Alapan Kuila , Sudeshna Sarkar

User sentiment on social media reveals the underlying social trends, crises, and needs. Researchers have analyzed users' past messages to trace the evolution of sentiments and reconstruct sentiment dynamics. However, predicting the imminent…

Computation and Language · Computer Science 2025-12-25 Fanhang Man , Huandong Wang , Jianjie Fang , Zhaoyi Deng , Baining Zhao , Xinlei Chen , Yong Li

Financial market like the price of stock, share, gold, oil, mutual funds are affected by the news and posts on social media. In this work deep learning based models are proposed to predict the trend of financial market based on NLP analysis…

Computational Engineering, Finance, and Science · Computer Science 2024-03-20 Arijit Das , Tanmoy Nandi , Prasanta Saha , Suman Das , Saronyo Mukherjee , Sudip Kumar Naskar , Diganta Saha

Artificial intelligence techniques have increasingly been applied to understand the complex relationship between public sentiment and financial market behaviour. This study explores the relationship between the sentiment of news related to…

Statistical Finance · Quantitative Finance 2025-10-21 Domenica Mino , Cillian Williamson
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