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In this paper, we present a software package for the data mining of Twitter microblogs for the purpose of using them for the stock market analysis. The package is written in R langauge using apropriate R packages. The model of tweets has…

Information Retrieval · Computer Science 2013-05-31 Bohdan Pavlyshenko

Social media is a rich source of user behavior and opinions. Twitter senses nearly 500 million tweets per day from 328 million users.An appropriate machine learning pipeline over this information enables up-to-date and cost-effective data…

Social and Information Networks · Computer Science 2018-04-11 Alan Smith , Manas Gaur

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

This study investigates the relationship between tweet sentiment across diverse categories: news, company opinions, CEO opinions, competitor opinions, and stock market behavior in the biotechnology sector, with a focus on understanding the…

Statistical Finance · Quantitative Finance 2024-02-07 C. Sarai R. Avila

This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…

Computational Engineering, Finance, and Science · Computer Science 2024-12-31 Kamil Ł. Szydłowski , Jarosław A. Chudziak

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

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

The article describes the approaches for forming different predictive features of tweet data sets and using them in the predictive analysis for decision-making support. The graph theory as well as frequent itemsets and association rules…

Computation and Language · Computer Science 2022-01-07 Bohdan M. Pavlyshenko

Stock market forecasting is very important in the planning of business activities. Stock price prediction has attracted many researchers in multiple disciplines including computer science, statistics, economics, finance, and operations…

Computation and Language · Computer Science 2019-07-23 Dev Shah , Haruna Isah , Farhana Zulkernine

The cryptocurrency ecosystem has been the centre of discussion on many social media platforms, following its noted volatility and varied opinions. Twitter is rapidly being utilised as a news source and a medium for bitcoin discussion. Our…

Statistical Finance · Quantitative Finance 2023-03-17 Haritha GB , Sahana N. B

Stock price prediction has been an important research theme both academically and practically. Various methods to predict stock prices have been studied until now. The feature that explains the stock price by a cross-section analysis is…

Portfolio Management · Quantitative Finance 2020-07-21 Masaya Abe , Kei Nakagawa

Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…

Computation and Language · Computer Science 2022-10-28 Qinkai Chen , Christian-Yann Robert

In this paper, we investigate the impact of the social media data in predicting the Tehran Stock Exchange (TSE) variables for the first time. We consider the closing price and daily return of three different stocks for this investigation.…

Statistical Finance · Quantitative Finance 2020-03-05 Arezoo Hatefi Ghahfarrokhi , Mehrnoush Shamsfard

Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to the volatile and stochastic nature of the stock prices in the…

Machine Learning · Computer Science 2021-11-10 Jaydip Sen , Saikat Mondal , Sidra Mehtab

The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made…

Computational Finance · Quantitative Finance 2019-04-19 Hieu Quang Nguyen , Abdul Hasib Rahimyar , Xiaodi Wang

In this work, we tackle the problem of predicting entity popularity on Twitter based on the news cycle. We apply a supervised learn- ing approach and extract four types of features: (i) signal, (ii) textual, (iii) sentiment and (iv)…

Social and Information Networks · Computer Science 2016-07-12 Pedro Saleiro , Carlos Soares

The application of deep learning techniques for predicting stock market prices is a prominent and widely researched topic in the field of data science. To effectively predict market trends, it is essential to utilize a diversified dataset.…

Computational Finance · Quantitative Finance 2024-07-18 Yuhui Jin

One major sub-domain in the subject of polling public opinion with social media data is electoral prediction. Electoral prediction utilizing social media data potentially would significantly affect campaign strategies, complementing…

Social and Information Networks · Computer Science 2021-07-21 Michael Caballero
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