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Sentiment analysis can provide a suitable lead for the tools used in software engineering along with the API recommendation systems and relevant libraries to be used. In this context, the existing tools like SentiCR, SentiStrength-SE, etc.…

Computer Vision and Pattern Recognition · Computer Science 2021-12-14 Himanshu Batra , Narinder Singh Punn , Sanjay Kumar Sonbhadra , Sonali Agarwal

Twitter is a well-known microblogging social site where users express their views and opinions in real-time. As a result, tweets tend to contain valuable information. With the advancements of deep learning in the domain of natural language…

Computation and Language · Computer Science 2020-10-22 Mohiuddin Md Abdul Qudar , Vijay Mago

The recent advancements in Deep Learning (DL) research have notably influenced the finance sector. We examine the robustness and generalizability of fifteen state-of-the-art DL models focusing on Stock Price Trend Prediction (SPTP) based on…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Matteo Prata , Giuseppe Masi , Leonardo Berti , Viviana Arrigoni , Andrea Coletta , Irene Cannistraci , Svitlana Vyetrenko , Paola Velardi , Novella Bartolini

High-frequency stock price prediction is challenging due to non-stationarity, noise, and volatility. To tackle these issues, we propose the Hybrid Attentive Ensemble Learning Transformer (HAELT), a deep learning framework combining a…

Machine Learning · Computer Science 2025-06-18 Thanh Dan Bui

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

Statistical Finance · Quantitative Finance 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

Predicting investors reactions to financial and political news is important for the early detection of stock market jitters. Evidence from several recent studies suggests that online social media could improve prediction of stock market…

Social and Information Networks · Computer Science 2017-09-20 Fani Tsapeli , Nikolaos Bezirgiannidis , Peter Tino , Mirco Musolesi

In today's fast-paced world, the rates of stress and depression present a surge. Social media provide assistance for the early detection of mental health conditions. Existing methods mainly introduce feature extraction approaches and train…

Computation and Language · Computer Science 2023-07-07 Loukas Ilias , Spiros Mouzakitis , Dimitris Askounis

Phrase mining is a fundamental text mining task that aims to identify quality phrases from context. Nevertheless, the scarcity of extensive gold labels datasets, demanding substantial annotation efforts from experts, renders this task…

Computation and Language · Computer Science 2024-01-01 Zhihao Zhang , Yuan Zuo , Chenghua Lin , Junjie Wu

Stock trend prediction plays a critical role in seeking maximized profit from stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of stock market. Exploding information…

Social and Information Networks · Computer Science 2019-02-21 Ziniu Hu , Weiqing Liu , Jiang Bian , Xuanzhe Liu , Tie-Yan Liu

Forecasting central bank policy decisions remains a persistent challenge for investors, financial institutions, and policymakers due to the wide-reaching impact of monetary actions. In particular, anticipating shifts in the U.S. federal…

Portfolio Management · Quantitative Finance 2025-07-01 Fiona Xiao Jingyi , Lili Liu

Managing the prediction of metrics in high-frequency financial markets is a challenging task. An efficient way is by monitoring the dynamics of a limit order book to identify the information edge. This paper describes the first publicly…

Computational Engineering, Finance, and Science · Computer Science 2020-03-12 Adamantios Ntakaris , Martin Magris , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Most NLP datasets are manually labeled, so suffer from inconsistent labeling or limited size. We propose methods for automatically improving datasets by viewing them as graphs with expected semantic properties. We construct a paraphrase…

Computation and Language · Computer Science 2020-11-04 Hannah Chen , Yangfeng Ji , David Evans

An overwhelming majority of the world's human population lives in urban areas and cities. Understanding a city's transportation typology is immensely valuable for planners and policy makers whose decisions can potentially impact millions of…

Computation and Language · Computer Science 2022-04-12 Srushti Rath , Joseph Y. J. Chow

This paper is dedicated to using a classifier to predict whether a Weibo post would be censored under the Chinese internet. Through randomized sampling from \citeauthor{Fu2021} and Chinese tokenizing strategies, we constructed a cleaned…

Computation and Language · Computer Science 2025-02-07 Matt Prodani , Tianchu Ze , Yushen Hu

Text classification problem is a very broad field of study in the field of natural language processing. In short, the text classification problem is to determine which of the previously determined classes the given text belongs to.…

Computation and Language · Computer Science 2021-12-28 D. Emre Taşar , Şükrü Ozan , M. Fatih Akca , Oğuzhan Ölmez , Semih Gülüm , Seçilay Kutal , Ceren Belhan

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

This study introduces an interpretable machine learning (ML) framework to extract macroeconomic alpha from global news sentiment. We process the Global Database of Events, Language, and Tone (GDELT) Project's worldwide news feed using…

Computational Finance · Quantitative Finance 2025-05-23 Yuke Zhang

Using machine learning and alternative data for the prediction of financial markets has been a popular topic in recent years. Many financial variables such as stock price, historical volatility and trade volume have already been through…

Computational Finance · Quantitative Finance 2020-09-18 Thomas Dierckx , Jesse Davis , Wim Schoutens

Financial sentiment analysis refers to classifying financial text contents into sentiment categories (e.g. positive, negative, and neutral). In this paper, we focus on the classification of financial news title, which is a challenging task…

Computation and Language · Computer Science 2024-01-11 Wei Luo , Dihong Gong

Large language models (LLMs) have demonstrated remarkable proficiency in understanding and generating human-like texts, which may potentially revolutionize the finance industry. However, existing LLMs often fall short in the financial…

Computation and Language · Computer Science 2023-11-15 Xiao-Yang Liu , Guoxuan Wang , Hongyang Yang , Daochen Zha