Related papers: Detecting Pump&Dump Stock Market Manipulation from…
As the decade turns, we reflect on nearly thirty years of successful manipulation of the world's public equity markets. This reflection highlights a few of the key enabling ingredients and lessons learned along the way. A quantitative…
This paper introduces the Hype Index as a novel metric to quantify media attention toward large-cap equities, leveraging advances in Natural Language Processing (NLP) for extracting predictive signals from financial news. Using the S&P 100…
Using machine learning and alternative data for the prediction of financial markets has been a popular topic in recent years. Many financial variables such as stock price, historical volatility and trade volume have already been through…
It is part of our daily social-media experience that seemingly ordinary items (videos, news, publications, etc.) unexpectedly gain an enormous amount of attention. Here we investigate how unexpected these events are. We propose a method…
Prediction markets are used in real life to predict outcomes of interest such as presidential elections. This paper presents a mathematical theory of artificial prediction markets for supervised learning of conditional probability…
In this paper, we examine the problem of robotic manipulation of granular media. We evaluate multiple predictive models used to infer the dynamics of scooping and dumping actions. These models are evaluated on a task that involves…
The Efficient Market Hypothesis has been a staple of economics research for decades. In particular, weak-form market efficiency -- the notion that past prices cannot predict future performance -- is strongly supported by econometric…
Nowadays, social medias such as Twitter, Memetracker and Blogs have become powerful tools to propagate information. They facilitate quick dissemination sequence of information such as news article, blog posts, user's interests and thoughts…
Social networks offer a ready channel for fake and misleading news to spread and exert influence. This paper examines the performance of different reputation algorithms when applied to a large and statistically significant portion of the…
In the context of investment analysis, we formulate an abstract online computing problem called a planning game and develop general tools for solving such a game. We then use the tools to investigate a practical buy-and-hold trading problem…
Large language models (LLMs) are increasingly deployed in quantitative finance for stock price forecasting. This review synthesizes recent applications of LLMs in this domain, including extracting sentiment from financial news and social…
A new approach to obtaining market--directional information, based on a non-stationary solution to the dynamic equation "future price tends to the value that maximizes the number of shares traded per unit time" [1] is presented. In our…
Online consumer reviews reflect the testimonials of real people, unlike advertisements. As such, they have critical impact on potential consumers, and indirectly on businesses. According to a Harvard study (Luca 2011), +1 rise in…
In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…
The overwhelming amount and rate of information update in online social media is making it increasingly difficult for users to allocate their attention to their topics of interest, thus there is a strong need for prioritizing news feeds.…
Fake news can have a significant negative impact on society because of the growing use of mobile devices and the worldwide increase in Internet access. It is therefore essential to develop a simple mathematical model to understand the…
The rate of terror attacks has surged over the past decade, resulting in the tragic and senseless loss or alteration of numerous lives. Offenders behind mass shootings, bombings, or other domestic terrorism incidents have historically…
Market timing is an investment technique that tries to continuously switch investment into assets forecast to have better returns. What is the likelihood of having a successful market timing strategy? With an emphasis on modeling…
With the rise of social media, it has become easier to disseminate fake news faster and cheaper, compared to traditional news media, such as television and newspapers. Recently this phenomenon has attracted lot of public attention, because…
Facebook pages offer an easy way to reach out to a very large audience as they can easily be promoted using Facebook's advertising platform. Recently, the number of likes of a Facebook page has become a measure of its popularity and…