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Machine based text comprehension has always been a significant research field in natural language processing. Once a full understanding of the text context and semantics is achieved, a deep learning model can be trained to solve a large…

Computation and Language · Computer Science 2020-09-03 Omar Mossad , Amgad Ahmed , Anandharaju Raju , Hari Karthikeyan , Zayed Ahmed

The surge of retail investor activity on social media, exemplified by the 2021 GameStop short squeeze, raised questions about the influence of online sentiment on stock prices. This paper explores whether sentiment derived from social media…

Computation and Language · Computer Science 2025-08-01 Mateusz Kmak , Kamil Chmurzyński , Kamil Matejuk , Paweł Kotzbach , Jan Kocoń

Incorporating related text information has proven successful in stock market prediction. However, it is a huge challenge to utilize texts in the enormous forex (foreign currency exchange) market because the associated texts are too…

Computation and Language · Computer Science 2019-10-14 Deli Chen , Shuming ma , Keiko Harimoto , Ruihan Bao , Qi Su , Xu Sun

Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation…

More and more investors and machine learning models rely on social media (e.g., Twitter and Reddit) to gather real-time information and sentiment to predict stock price movements. Although text-based models are known to be vulnerable to…

Cryptography and Security · Computer Science 2022-07-14 Yong Xie , Dakuo Wang , Pin-Yu Chen , Jinjun Xiong , Sijia Liu , Sanmi Koyejo

Stock market movements are influenced by public and private information shared through news articles, company reports, and social media discussions. Analyzing these vast sources of data can give market participants an edge to make profit.…

Statistical Finance · Quantitative Finance 2021-07-12 Kamaladdin Fataliyev , Aneesh Chivukula , Mukesh Prasad , Wei Liu

Many researchers both in academia and industry have long been interested in the stock market. Numerous approaches were developed to accurately predict future trends in stock prices. Recently, there has been a growing interest in utilizing…

Statistical Finance · Quantitative Finance 2019-11-13 Raehyun Kim , Chan Ho So , Minbyul Jeong , Sanghoon Lee , Jinkyu Kim , Jaewoo Kang

Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

Statistical Finance · Quantitative Finance 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

Many machine learning tasks -- particularly those in affective computing -- are inherently subjective. When asked to classify facial expressions or to rate an individual's attractiveness, humans may disagree with one another, and no single…

Machine Learning · Computer Science 2022-11-24 Aneesha Sampath , Victoria Lin , Louis-Philippe Morency

The importance of considering related stocks data for the prediction of stock price movement has been shown in many studies, however, advanced graphical techniques for modeling, embedding and analyzing the behavior of interrelated stocks…

Trading and Market Microstructure · Quantitative Finance 2022-09-01 Alireza Jafari , Saman Haratizadeh

Financial news contains useful information on public companies and the market. In this paper we apply the popular word embedding methods and deep neural networks to leverage financial news to predict stock price movements in the market.…

Computational Engineering, Finance, and Science · Computer Science 2015-06-25 Yangtuo Peng , Hui Jiang

This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…

Statistical Finance · Quantitative Finance 2021-02-18 Marco Ortu , Nicola Uras , Claudio Conversano , Giuseppe Destefanis , Silvia Bartolucci

Tabular data are omnipresent in various sectors of industries. Neural networks for tabular data such as TabNet have been proposed to make predictions while leveraging the attention mechanism for interpretability. However, the inferred…

Machine Learning · Computer Science 2024-06-12 Jacob Si , Wendy Yusi Cheng , Michael Cooper , Rahul G. Krishnan

In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT-4 and a fine-tuned transformer-based BERT model for a…

Computational Finance · Quantitative Finance 2024-05-07 Xiaorui Zuo , Yao-Tsung Chen , Wolfgang Karl Härdle

Microblogs have become a social platform for people to express their emotions in real-time, and it is a trend to analyze user emotional tendencies from the information on Microblogs. The dynamic features of emojis can affect the sentiment…

Computation and Language · Computer Science 2022-06-27 Deng Yang , Liu Kejian , Yang Cheng , Feng Yuanyuan , Li Weihao

Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…

Computation and Language · Computer Science 2020-08-04 Shaan Aryaman , Nguwi Yok Yen

The major task of any e-commerce search engine is to retrieve the most relevant inventory items, which best match the user intent reflected in a query. This task is non-trivial due to many reasons, including ambiguous queries, misaligned…

Machine Learning · Computer Science 2025-07-15 Md. Ahsanul Kabir , Mohammad Al Hasan , Aritra Mandal , Liyang Hao , Ishita Khan , Daniel Tunkelang , Zhe Wu

The diffusion of financial news into market prices is a complex process, making it challenging to evaluate the connections between news events and market movements. This paper introduces FININ (Financial Interconnected News Influence…

Computational Engineering, Finance, and Science · Computer Science 2024-10-15 Mengyu Wang , Shay B. Cohen , Tiejun Ma

This paper proposes an information retrieval method for the economy news. The effect of economy news, are researched in the word level and stock market values are considered as the ground proof. The correlation between stock market prices…

Computational Engineering, Finance, and Science · Computer Science 2014-03-11 Sadi Evren Seker , Cihan Mert , Khaled Al-Naami , Nuri Ozalp , Ugur Ayan

In recent years, the use of emojis in social media has increased dramatically, making them an important element in understanding online communication. However, predicting the meaning of emojis in a given text is a challenging task due to…

Computation and Language · Computer Science 2023-08-29 Muhammad Osama Nusrat , Zeeshan Habib , Mehreen Alam , Saad Ahmed Jamal
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