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Related papers: Stock Market Analysis with Text Data: A Review

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Text summarization research has undergone several significant transformations with the advent of deep neural networks, pre-trained language models (PLMs), and recent large language models (LLMs). This survey thus provides a comprehensive…

Computation and Language · Computer Science 2024-06-18 Haopeng Zhang , Philip S. Yu , Jiawei Zhang

Currently statistical and artificial neural network methods dominate in financial data mining. Alternative relational (symbolic) data mining methods have shown their effectiveness in robotics, drug design and other applications.…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 B. Kovalerchuk , E. Vityaev , H. Yusupov

With the advent of fast-paced information dissemination and retrieval, it has become inherently important to resort to automated means of predicting stock market prices. In this paper, we propose Taureau, a framework that leverages Twitter…

Computers and Society · Computer Science 2023-04-03 Nicholas Milikich , Joshua Johnson

The vast majority of market impact studies assess each product individually, and the interactions between the different order flows are disregarded. This strong approximation may lead to an underestimation of trading costs and possible…

Trading and Market Microstructure · Quantitative Finance 2017-03-08 Michael Benzaquen , Iacopo Mastromatteo , Zoltan Eisler , Jean-Philippe Bouchaud

This paper presents an analytical taxonomy that can suitably describe, rather than simply classify, techniques for data presentation. Unlike previous works, we do not consider particular aspects of visualization techniques, but their…

Characterizing temporal evolution of stock markets is a fundamental and challenging problem. The literature on analyzing the dynamics of the markets has focused so far on macro measures with less predictive power. This paper addresses this…

Disordered Systems and Neural Networks · Physics 2021-12-09 Xin-Jian Xu , Qin Min , Xiao-Ying Song , Li-Jie Zhang

Fixed income markets share many features with the equity markets. However there are significant differences as well and many attempts have been done in the past to develop specific tools which describe (and possibly forecasts) the behavior…

Condensed Matter · Physics 2007-05-23 Livio Marangio , Alessandro Ramponi , Massimo Bernaschi

In the past few decades, there has been an explosion in the amount of available data produced from various sources with different topics. The availability of this enormous data necessitates us to adopt effective computational tools to…

Computation and Language · Computer Science 2022-12-20 Mina Samizadeh

Earnings calls are hosted by management of public companies to discuss the company's financial performance with analysts and investors. Information disclosed during an earnings call is an essential source of data for analysts and investors…

Statistical Finance · Quantitative Finance 2020-09-04 Zhiqiang Ma , Grace Bang , Chong Wang , Xiaomo Liu

New text as data techniques offer a great promise: the ability to inductively discover measures that are useful for testing social science theories of interest from large collections of text. We introduce a conceptual framework for making…

Machine Learning · Statistics 2018-02-08 Naoki Egami , Christian J. Fong , Justin Grimmer , Margaret E. Roberts , Brandon M. Stewart

The extraction of process models from text refers to the problem of turning the information contained in an unstructured textual process descriptions into a formal representation,i.e.,a process model. Several automated approaches have been…

Artificial Intelligence · Computer Science 2023-10-26 Patrizio Bellan , Mauro Dragoni , Chiara Ghidini , Han van der Aa , Simone Paolo Ponzetto

Recently, Large Language Models (LLMs) have attracted significant attention for their exceptional performance across a broad range of tasks, particularly in text analysis. However, the finance sector presents a distinct challenge due to its…

Computation and Language · Computer Science 2024-06-18 Meiyun Wang , Kiyoshi Izumi , Hiroki Sakaji

Recent advances in generative models have enabled significant progress in tasks such as generating and editing images from text, as well as creating videos from text prompts, and these methods are being applied across various fields.…

Artificial Intelligence · Computer Science 2025-09-03 Taegyeong Lee , Jiwon Park , Kyunga Bang , Seunghyun Hwang , Ung-Jin Jang

Within the text analysis and processing fields, generated text attacks have been made easier to create than ever before. To combat these attacks open sourcing models and datasets have become a major trend to create automated detection…

Computation and Language · Computer Science 2022-10-13 Jesus Guerrero , Izzat Alsmadi

This study aims to evaluate the sentiment of financial texts using large language models~(LLMs) and to empirically determine whether LLMs exhibit company-specific biases in sentiment analysis. Specifically, we examine the impact of general…

Computational Finance · Quantitative Finance 2025-08-26 Kei Nakagawa , Masanori Hirano , Yugo Fujimoto

We use commercially available text analysis technology to process interview text data from a computational social science study. We find that topical clustering and terminological enrichment provide for convenient exploration and…

Computation and Language · Computer Science 2020-12-01 Jussi Karlgren , Renee Li , Eva M Meyersson Milgrom

Financial markets are a source of non-stationary multidimensional time series which has been drawing attention for decades. Each financial instrument has its specific changing-over-time properties, making its analysis a complex task. Hence,…

Machine Learning · Computer Science 2022-05-10 Artur Sokolovsky , Luca Arnaboldi , Jaume Bacardit , Thomas Gross

Context: Data Mining (DM) method has been evolving year by year and as of today there is also the enhancement of DM technique that can be run several times faster than the traditional one, called Distributed Data Mining (DDM). It is not a…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-23 Fauzi Adi Rafrastara , Qi Deyu

Efficient Market Hypothesis is the popular theory about stock prediction. With its failure much research has been carried in the area of prediction of stocks. This project is about taking non quantifiable data such as financial news…

Computation and Language · Computer Science 2016-07-08 Joshi Kalyani , Prof. H. N. Bharathi , Prof. Rao Jyothi

The amount of text that is generated every day is increasing dramatically. This tremendous volume of mostly unstructured text cannot be simply processed and perceived by computers. Therefore, efficient and effective techniques and…

Computation and Language · Computer Science 2017-07-31 Mehdi Allahyari , Seyedamin Pouriyeh , Mehdi Assefi , Saied Safaei , Elizabeth D. Trippe , Juan B. Gutierrez , Krys Kochut