Related papers: Detecting Pump&Dump Stock Market Manipulation from…
We propose that a tree-like hierarchical structure represents a simple and effective way to model the emergent behaviour of financial markets, especially markets where there exists a pronounced intersection between social media influences…
Popularity of content in social media is unequally distributed, with some items receiving a disproportionate share of attention from users. Predicting which newly-submitted items will become popular is critically important for both hosts of…
We take inspiration from statistical physics to develop a novel conceptual framework for the analysis of financial markets. We model the order book dynamics as a motion of particles and define the momentum measure of the system as a way to…
Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…
Social media platforms enable the rapid dissemination and consumption of information. However, users instantly consume such content regardless of the reliability of the shared data. Consequently, the latter crowdsourcing model is exposed to…
Stock prices move as piece-wise trending fluctuation rather than a purely random walk. Traditionally, the prediction of future stock movements is based on the historical trading record. Nowadays, with the development of social media, many…
Social networks offer convenient ways to seamlessly reach out to large audiences. In particular, Facebook pages are increasingly used by businesses, brands, and organizations to connect with multitudes of users worldwide. As the number of…
Today, the use of social networking data has attracted a lot of academic and commercial attention in predicting the stock market. In most studies in this area, the sentiment analysis of the content of user posts on social networks is used…
Recent works have shown that social media platforms are able to influence the trends of stock price movements. However, existing works have majorly focused on the U.S. stock market and lacked attention to certain emerging countries such as…
Market manipulation is a strategy used by traders to alter the price of financial securities. One type of manipulation is based on the process of buying or selling assets by using several trading strategies, among them spoofing is a popular…
We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a…
For decades, the world of financial advisors has been dominated by large investment banks such as Goldman Sachs. In recent years, user-contributed investment services such as SeekingAlpha and StockTwits have grown to millions of users. In…
Popularity of content in social media is unequally distributed, with some items receiving a disproportionate share of attention from users. Predicting which newly-submitted items will become popular is critically important for both…
It is reported that financial news, especially financial events expressed in news, provide information to investors' long/short decisions and influence the movements of stock markets. Motivated by this, we leverage financial event streams…
The issue of quantifying and characterizing various forms of social media manipulation and abuse has been at the forefront of the computational social science research community for over a decade. In this paper, I provide a…
Social Media Platforms (SMPs) like Facebook, Twitter, Instagram etc. have large user base all around the world that generates huge amount of data every second. This includes a lot of posts by fake and spam users, typically used by many…
Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…
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…
The short squeeze of Gamestop (GME) has revealed to the world how retail investors pooling through social media can severely impact financial markets. In this paper, we devise an early warning signal to detect suspicious users' social…
Information extracted from social media streams has been leveraged to forecast the outcome of a large number of real-world events, from political elections to stock market fluctuations. An increasing amount of studies demonstrates how the…