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Related papers: Contextual Sentence Analysis for the Sentiment Pre…

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While sentiment analysis is the staple of financial NLP, capturing the nuances of 'why' behind that sentiment remains a challenge. There have been attempts to address this by analysing investor emotions alongside sentiment; however, this…

Computation and Language · Computer Science 2026-05-06 Gaurav Negi , Paul Buitelaar

We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…

General Finance · Quantitative Finance 2019-06-04 Jozef Barunik , Cathy Yi-Hsuan Chen , Jan Vecer

As machine learning ascends the peak of computer science zeitgeist, the usage and experimentation with sentiment analysis using various forms of textual data seems pervasive. The effect is especially pronounced in formulating securities…

Computational Finance · Quantitative Finance 2018-02-23 Raeid Saqur , Nicole Langballe

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

Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…

Statistical Finance · Quantitative Finance 2020-12-14 Justina Deveikyte , Helyette Geman , Carlo Piccari , Alessandro Provetti

Financial sentiment analysis allows financial institutions like Banks and Insurance Companies to better manage the credit scoring of their customers in a better way. Financial domain uses specialized mechanisms which makes sentiment…

Computation and Language · Computer Science 2024-05-06 Tohida Rehman , Raghubir Bose , Samiran Chattopadhyay , Debarshi Kumar Sanyal

This study integrates real-time sentiment analysis from financial news, GPT-2 and FinBERT, with technical indicators and time-series models like ARIMA and ETS to optimize S&P 500 trading strategies. By merging sentiment data with momentum…

Computational Finance · Quantitative Finance 2025-07-15 Haojie Liu , Zihan Lin , Randall R. Rojas

We present a statistical parsing framework for sentence-level sentiment classification in this article. Unlike previous works that employ syntactic parsing results for sentiment analysis, we develop a statistical parser to directly analyze…

Computation and Language · Computer Science 2015-03-06 Li Dong , Furu Wei , Shujie Liu , Ming Zhou , Ke Xu

Sentiment analysis, a popular technique for opinion mining, has been used by the software engineering research community for tasks such as assessing app reviews, developer emotions in issue trackers and developer opinions on APIs. Past…

Computation and Language · Computer Science 2018-12-27 Achyudh Ram , Meiyappan Nagappan

Traditional sentiment analysis often uses sentiment dictionary to extract sentiment information in text and classify documents. However, emerging informal words and phrases in user generated content call for analysis aware to the context.…

Computation and Language · Computer Science 2016-12-14 Yushi Yao , Guangjian Li

To answer this question, we fine-tune transformer-based language models, including BERT, on different sources of company-related text data for a classification task to predict the one-year stock price performance. We use three different…

Computation and Language · Computer Science 2022-02-07 Stefan Pasch , Daniel Ehnes

Sentiment analysis as a sub-field of natural language processing has received increased attention in the past decade enabling organisations to more effectively manage their reputation through online media monitoring. Many drivers impact…

Computation and Language · Computer Science 2021-06-21 Michelle Terblanche , Vukosi Marivate

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

Financial market forecasting is one of the most attractive practical applications of sentiment analysis. In this paper, we investigate the potential of using sentiment \emph{attitudes} (positive vs negative) and also sentiment…

Computation and Language · Computer Science 2019-03-14 Andrius Mudinas , Dell Zhang , Mark Levene

Social media is increasingly used by humans to express their feelings and opinions in the form of short text messages. Detecting sentiments in the text has a wide range of applications including identifying anxiety or depression of…

Computation and Language · Computer Science 2018-07-23 Shaunak Joshi , Deepali Deshpande

In this study, we integrate sentiment analysis within a financial framework by leveraging FinBERT, a fine-tuned BERT model specialized for financial text, to construct an advanced deep learning model based on Long Short-Term Memory (LSTM)…

Statistical Finance · Quantitative Finance 2025-06-12 Tingsong Jiang , Qingyun Zeng

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 extend financial sentiment analysis~(FSA) to event-level since events usually serve as the subject of the sentiment in financial text. Though extracting events from the financial text may be conducive to accurate sentiment…

Computation and Language · Computer Science 2024-11-28 Tianyu Chen , Yiming Zhang , Guoxin Yu , Dapeng Zhang , Li Zeng , Qing He , Xiang Ao

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

Sentiment-based stock prediction systems aim to explore sentiment or event signals from online corpora and attempt to relate the signals to stock price variations. Both the feature-based and neural-networks-based approaches have delivered…

Computation and Language · Computer Science 2020-08-19 Yue Zhou , Kerstin Voigt