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Time series models, typically trained on numerical data, are designed to forecast future values. These models often rely on weighted averaging techniques over time intervals. However, real-world time series data is seldom isolated and is…
Thanks to platforms such as Twitter and Facebook, people can know facts and events that otherwise would have been silenced. However, social media significantly contribute also to fast spreading biased and false news while targeting specific…
The increasing availability of "big" (large volume) social media data has motivated a great deal of research in applying sentiment analysis to predict the movement of prices within financial markets. Previous work in this field investigates…
Social media for news consumption is a double-edged sword. On the one hand, its low cost, easy access, and rapid dissemination of information lead people to seek out and consume news from social media. On the other hand, it enables the wide…
As of February 2016 Facebook allows users to express their experienced emotions about a post by using five so-called `reactions'. This research paper proposes and evaluates alternative methods for predicting these reactions to user posts on…
Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…
In this study, we predict next-day movements of stock end-of-day implied volatility using random forests. Through an ablation study, we examine the usefulness of different sources of predictors and expose the value of attention and…
Given financial data from popular sites like Yahoo and the London Exchange, the presented paper attempts to model and predict stocks that can be considered "good investments". Stocks are characterized by 125 features ranging from gross…
Artificial stock market simulation based on agent is an important means to study financial market. Based on the assumption that the investors are composed of a main fund, small trend and contrarian investors characterized by four…
In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly removing predictable price changes, and leaving only residual…
A deterministic trading strategy by a representative investor on a single market asset, which generates complex and realistic returns with its first four moments similar to the empirical values of European stock indices, is used to simulate…
We propose a mathematical model for the word-of-mouth communications among stock investors through social networks and explore how the changes of the investors' social networks influence the stock price dynamics and vice versa. An investor…
Online trading has attracted millions of people around the world. In March 2021, it was reported there were 18 million accounts from just one broker. Historically, manipulation in financial markets is considered to be fraudulently…
Recent studies using data on social media and stock markets have mainly focused on predicting stock returns. Instead of predicting stock price movements, we examine the relation between Facebook data and investors' decision making in stock…
A stock market is considered as one of the highly complex systems, which consists of many components whose prices move up and down without having a clear pattern. The complex nature of a stock market challenges us on making a reliable…
Social media platforms are daily exhibiting millions of events. To preliminarily predict the mainstream public reaction to these events, we study trendy response prediction to automatically generate top-liked user replies to social media…
Stack Overflow incentive system awards users with reputation scores to ensure quality. The decentralized nature of the forum may make the incentive system prone to manipulation. This paper offers, for the first time, a comprehensive study…
Large numbers of people use Social Networking Services (SNS) for easy access to various news, but they have more opportunities to obtain and share ``fake news'' carrying false information. Partially to combat fake news, several…
In this paper we seek to demonstrate the predictability of stock market returns and explain the nature of this return predictability. To this end, we introduce investors with different investment horizons into the news-driven, analytic,…
Financial markets are an intriguing place that offer investors the potential to gain large profits if timed correctly. Unfortunately, the dynamic, non-linear nature of financial markets makes it extremely hard to predict future price…