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Related papers: Multiclass Sentiment Prediction for Stock Trading

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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

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

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

In this work, we present our findings and experiments for stock-market prediction using various textual sentiment analysis tools, such as mood analysis and event extraction, as well as prediction models, such as LSTMs and specific…

Computation and Language · Computer Science 2018-01-22 Jordan Prosky , Xingyou Song , Andrew Tan , Michael Zhao

In this paper we present a mathematical model for collaborative filtering implementation in stock market predictions. In popular literature collaborative filtering, also known as Wisdom of Crowds, assumes that group has a greater knowledge…

Social and Information Networks · Computer Science 2013-06-24 Marko Velic , Toni Grzinic , Ivan Padavic

In this paper, we analyze Twitter signals as a medium for user sentiment to predict the price fluctuations of a small-cap alternative cryptocurrency called \emph{ZClassic}. We extracted tweets on an hourly basis for a period of 3.5 weeks,…

Physics and Society · Physics 2018-05-04 Tianyu Ray Li , Anup S. Chamrajnagar , Xander R. Fong , Nicholas R. Rizik , Feng Fu

This paper will discuss how headline data can be used to predict stock prices. The stock price in question is the SPDR S&P 500 ETF Trust, also known as SPY that tracks the performance of the largest 500 publicly traded corporations in the…

Statistical Finance · Quantitative Finance 2025-07-04 Ayaan Qayyum

In today's tech-savvy world every industry is trying to formulate methods for recommending products by combining several techniques and algorithms to form a pool that would bring forward the most enhanced models for making the predictions.…

Information Retrieval · Computer Science 2021-08-16 Rohan Parasrampuria , Ayan Ghosh , Suchandra Dutta , Dhrubasish Sarkar

Newsletters and social networks can reflect the opinion about the market and specific stocks from the perspective of analysts and the general public on products and/or services provided by a company. Therefore, sentiment analysis of these…

Computation and Language · Computer Science 2021-12-28 Elvys Linhares Pontes , Mohamed Benjannet

Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of…

Artificial Intelligence · Computer Science 2020-01-28 Abhishek Nan , Anandh Perumal , Osmar R. Zaiane

Trends and opinion mining in social media increasingly focus on novel interactions involving visual media, like images and short videos, in addition to text. In this work, we tackle the problem of visual sentiment analysis of social media…

Computer Vision and Pattern Recognition · Computer Science 2023-05-01 Alessio Serra , Fabio Carrara , Maurizio Tesconi , Fabrizio Falchi

The goal of this paper is to evaluate the informational content of sentiment extracted from news articles about the state of the economy. We propose a fine-grained aspect-based sentiment analysis that has two main characteristics: 1) we…

Computational Engineering, Finance, and Science · Computer Science 2022-03-30 Luca Barbaglia , Sergio Consoli , Sebastiano Manzan

In this paper we apply evolutionary optimization techniques to compute optimal rule-based trading strategies based on financial sentiment data. The sentiment data was extracted from the social media service StockTwits to accommodate the…

Portfolio Management · Quantitative Finance 2015-04-14 Ronald Hochreiter

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

Machine Learning · Computer Science 2021-05-05 Roderick Karlemstrand , Ebba Leckström

One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…

Statistical Finance · Quantitative Finance 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

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

Automatic sentiment analysis play vital role in decision making. Many organizations spend a lot of budget to understand their customer satisfaction by manually going over their feedback/comments or tweets. Automatic sentiment analysis can…

Computation and Language · Computer Science 2021-07-07 Mohammad Aimal , Maheen Bakhtyar , Junaid Baber , Sadia Lakho , Umar Mohammad , Warda Ahmed , Jahanvash Karim

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

Rapid increase in the volume of sentiment rich social media on the web has resulted in an increased interest among researchers regarding Sentimental Analysis and opinion mining. However, with so much social media available on the web,…

Information Retrieval · Computer Science 2014-10-28 Chetan Kaushik , Atul Mishra

Sentiment analysis can be used for stock market prediction. However, existing research has not studied the impact of a user's financial background on sentiment-based forecasting of the stock market using artificial neural networks. In this…

Statistical Finance · Quantitative Finance 2024-03-05 Ziyuan Ma , Conor Ryan , Jim Buckley , Muslim Chochlov