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It is reported that the number of online payment users in China has reached 854 million; with the emergence of community e-commerce platforms, the trend of integration of e-commerce and social applications is increasingly intense. Community…

Machine Learning · Computer Science 2021-09-03 Liping Yang , Xiaxia Niu , Jun Wu

Sentiment Analysis (SA) or opinion mining is analysis of emotions and opinions from any kind of text. SA helps in tracking peoples viewpoints and it is an important factor when it comes to social media monitoring product and brand…

Computation and Language · Computer Science 2025-02-27 Gibson Nkhata , Usman Anjum , Justin Zhan

Over the past decade humans have experienced exponential growth in the use of online resources, in particular social media and microblogging websites such as Facebook, Twitter, YouTube and also mobile applications such as WhatsApp, Line,…

Information Retrieval · Computer Science 2015-09-09 Rishabh Soni , K. James Mathai

The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…

Social and Information Networks · Computer Science 2016-05-13 David Garcia , Frank Schweitzer

Recently, several methods have been proposed to explain the predictions of recurrent neural networks (RNNs), in particular of LSTMs. The goal of these methods is to understand the network's decisions by assigning to each input variable,…

Machine Learning · Computer Science 2019-06-05 Leila Arras , Ahmed Osman , Klaus-Robert Müller , Wojciech Samek

Social media has become an integral part of modern life, but it has also brought with it the pervasive issue of cyberbullying a serious menace in today's digital age. Cyberbullying, a form of harassment that occurs on social networks, has…

Computation and Language · Computer Science 2024-11-12 Arvapalli Sai Susmitha , Pradeep Pujari

Entity-level fine-grained sentiment analysis in the financial domain is a crucial subtask of sentiment analysis and currently faces numerous challenges. The primary challenge stems from the lack of high-quality and large-scale annotated…

Computation and Language · Computer Science 2023-09-18 Yinyu Lan , Yanru Wu , Wang Xu , Weiqiang Feng , Youhao Zhang

Recurrent neural network(RNN) has been broadly applied to natural language processing(NLP) problems. This kind of neural network is designed for modeling sequential data and has been testified to be quite efficient in sequential tagging…

Machine Learning · Computer Science 2016-02-22 Yushi Yao , Zheng Huang

The ability to track and monitor relevant and important news in real-time is of crucial interest in multiple industrial sectors. In this work, we focus on the set of cryptocurrency news, which recently became of emerging interest to the…

Social and Information Networks · Computer Science 2019-07-02 Johannes Beck , Roberta Huang , David Lindner , Tian Guo , Ce Zhang , Dirk Helbing , Nino Antulov-Fantulin

There are multiple sources of financial news online which influence market movements and trader's decisions. This highlights the need for accurate sentiment analysis, in addition to having appropriate algorithmic trading techniques, to…

Computation and Language · Computer Science 2024-03-20 Thanos Konstantinidis , Giorgos Iacovides , Mingxue Xu , Tony G. Constantinides , Danilo Mandic

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Rajneesh Chaudhary

In this paper, we propose a modified Levy jump diffusion model with market sentiment memory for stock prices, where the market sentiment comes from data mining implementation using Tweets on Twitter. We take the market sentiment process,…

Statistical Finance · Quantitative Finance 2017-09-13 Zheqing Zhu , Jian-guo Liu , Lei Li

Recently, neural networks have achieved great success on sentiment classification due to their ability to alleviate feature engineering. However, one of the remaining challenges is to model long texts in document-level sentiment…

Computation and Language · Computer Science 2016-10-18 Jiacheng Xu , Danlu Chen , Xipeng Qiu , Xuangjing Huang

The amount of textual data generation has increased enormously due to the effortless access of the Internet and the evolution of various web 2.0 applications. These textual data productions resulted because of the people express their…

Computation and Language · Computer Science 2020-11-20 Eftekhar Hossain , Omar Sharif , Mohammed Moshiul Hoque , Iqbal H. Sarker

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

Econometrics · Economics 2023-10-03 Livia Paranhos

Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

Statistical Finance · Quantitative Finance 2025-07-04 Adebola K. Ojo , Ifechukwude Jude Okafor

Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…

Statistical Finance · Quantitative Finance 2020-12-14 Justina Deveikyte , Helyette Geman , Carlo Piccari , Alessandro Provetti

In this paper, we present an experiment on using deep learning and transfer learning techniques for emotion analysis in tweets and suggest a method to interpret our deep learning models. The proposed approach for emotion analysis combines a…

Computation and Language · Computer Science 2020-12-14 Yasas Senarath , Uthayasanker Thayasivam

Target-dependent sentiment classification remains a challenge: modeling the semantic relatedness of a target with its context words in a sentence. Different context words have different influences on determining the sentiment polarity of a…

Computation and Language · Computer Science 2016-09-30 Duyu Tang , Bing Qin , Xiaocheng Feng , Ting Liu

The majority of studies in the field of AI guided financial trading focus on purely applying machine learning algorithms to continuous historical price and technical analysis data. However, due to non-stationary and high volatile nature of…

Statistical Finance · Quantitative Finance 2021-02-03 Ling Qi , Matloob Khushi , Josiah Poon
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