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Micro-blogging sources such as the Twitter social network provide valuable real-time data for market prediction models. Investors' opinions in this network follow the fluctuations of the stock markets and often include educated speculations…

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

Statistical Finance · Quantitative Finance 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

Machine Learning · Computer Science 2024-01-04 Kevin Taylor , Jerry Ng

For the development of successful share trading strategies, forecasting the course of action of the stock market index is important. Effective prediction of closing stock prices could guarantee investors attractive benefits. Machine…

Statistical Finance · Quantitative Finance 2021-04-16 Nazish Ashfaq , Zubair Nawaz , Muhammad Ilyas

Macroeconomic variables are known to significantly impact equity markets, but their predictive power for price fluctuations has been underexplored due to challenges such as infrequency and variability in timing of announcements, changing…

General Finance · Quantitative Finance 2025-03-26 Martina Halousková , Štefan Lyócsa

Nowadays, people from all around the world use social media sites to share information. Twitter for example is a platform in which users send, read posts known as tweets and interact with different communities. Users share their daily…

Computation and Language · Computer Science 2020-07-14 Antony Samuels , John Mcgonical

Applying deep learning and computational intelligence to finance has been a popular area of applied research, both within academia and industry, and continues to attract active attention. The inherently high volatility and non-stationary of…

Machine Learning · Computer Science 2025-03-17 Michael Charles Albada , Mojolaoluwa Joshua Sonola

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

Machine Learning · Computer Science 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

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

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the…

Machine Learning · Statistics 2017-10-23 Aaron Elliot , Cheng Hua Hsu

Microblogging platforms, of which Twitter is a representative example, are valuable information sources for market screening and financial models. In them, users voluntarily provide relevant information, including educated knowledge on…

Information Retrieval · Computer Science 2024-04-16 Silvia García-Méndez , Francisco de Arriba-Pérez , Ana Barros-Vila , Francisco J. González-Castaño

Financial market prediction on the basis of online sentiment tracking has drawn a lot of attention recently. However, most results in this emerging domain rely on a unique, particular combination of data sets and sentiment tracking tools.…

Statistical Finance · Quantitative Finance 2012-04-19 Huina Mao , Scott Counts , Johan Bollen

This paper presents price prediction models using Machine Learning algorithms augmented with Superforecasters predictions, aimed at enhancing investment decisions. Five Machine Learning models are built, including Bidirectional LSTM, ARIMA,…

Trading and Market Microstructure · Quantitative Finance 2024-07-03 Anishka Chauhan , Pratham Mayur , Yeshwanth Sai Gokarakonda , Pooriya Jamie , Naman Mehrotra

Twitter as a new form of social media potentially contains useful information that opens new opportunities for content analysis on tweets. This paper examines the predictive power of Twitter regarding the US presidential election of 2012.…

Social and Information Networks · Computer Science 2014-07-03 Kazem Jahanbakhsh , Yumi Moon

Predicting stock market movements has always been of great interest to investors and an active area of research. Research has proven that popularity of products is highly influenced by what people talk about. Social media like Twitter,…

Statistical Finance · Quantitative Finance 2022-12-07 Anubhav Sarkar , Swagata Chakraborty , Sohom Ghosh , Sudip Kumar Naskar

This paper contributes a new machine learning solution for stock movement prediction, which aims to predict whether the price of a stock will be up or down in the near future. The key novelty is that we propose to employ adversarial…

Trading and Market Microstructure · Quantitative Finance 2019-06-04 Fuli Feng , Huimin Chen , Xiangnan He , Ji Ding , Maosong Sun , Tat-Seng Chua

Social media signals have been successfully used to develop large-scale predictive and anticipatory analytics. For example, forecasting stock market prices and influenza outbreaks. Recently, social data has been explored to forecast price…

Statistical Finance · Quantitative Finance 2019-07-02 Maria Glenski , Tim Weninger , Svitlana Volkova

In this paper, we present computational models to predict Twitter users' attitude towards a specific brand through their personal and social characteristics. We also predict their likelihood to take different actions based on their…

Social and Information Networks · Computer Science 2017-04-18 Jalal Mahmud , Geli Fei , Anbang Xu , Aditya Pal , Michelle Zhou

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions…

Statistical Finance · Quantitative Finance 2021-08-31 Sidra Mehtab , Jaydip Sen , Abhishek Dutta