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Predicting personality is essential for social applications supporting human-centered activities, yet prior modeling methods with users written text require too much input data to be realistically used in the context of social media. In…

Social and Information Networks · Computer Science 2017-04-20 Pierre-Hadrien Arnoux , Anbang Xu , Neil Boyette , Jalal Mahmud , Rama Akkiraju , Vibha Sinha

While market is a social field where information flows over the interacting agents, there have been not so many methods to observe the spreading information in the prices comprising the market. By incorporating the entropy transfer in…

Statistical Finance · Quantitative Finance 2015-10-19 Hokky Situngkir

This study looks for signals of economic awareness on online social media and tests their significance in economic predictions. The study analyses, over a period of two years, the relationship between the West Texas Intermediate daily crude…

General Economics · Economics 2021-05-20 M. Elshendy , A. Fronzetti Colladon , E. Battistoni , P. A. Gloor

I explore the relationship between investor emotions expressed on social media and asset prices. The field has seen a proliferation of models aimed at extracting firm-level sentiment from social media data, though the behavior of these…

Pricing of Securities · Quantitative Finance 2024-04-08 Domonkos F. Vamossy

Cryptocurrencies, such as Bitcoin, are becoming increasingly popular, having been widely used as an exchange medium in areas such as financial transaction and asset transfer verification. However, there has been a lack of solutions that can…

Computation and Language · Computer Science 2020-03-12 Shubhankar Mohapatra , Nauman Ahmed , Paulo Alencar

Opinion polls have been the bridge between public opinion and politicians in elections. However, developing surveys to disclose people's feedback with respect to economic issues is limited, expensive, and time-consuming. In recent years,…

Social and Information Networks · Computer Science 2018-02-07 Amir Karami , London S. Bennett , Xiaoyun He

Predictive analysis of social media data has attracted considerable attention from the research community as well as the business world because of the essential and actionable information it can provide. Over the years, extensive…

Social and Information Networks · Computer Science 2023-09-04 Ugur Kursuncu , Manas Gaur , Usha Lokala , Krishnaprasad Thirunarayan , Amit Sheth , I. Budak Arpinar

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 this paper we continue the study of the simulated stock market framework defined by the driving sentiment processes. We focus on the market environment driven by the buy/sell trading sentiment process of the Markov chain type. We apply…

Trading and Market Microstructure · Quantitative Finance 2017-11-27 Mikhail Goykhman , Ali Teimouri

Cryptocurrency is a digital currency that uses blockchain technology with secure encryption. Due to the decentralization of these currencies, traditional monetary systems and the capital market of each they, can influence a society.…

Computation and Language · Computer Science 2025-01-20 Vahid Amiri , Mahmood Ahmadi

As cryptocurrencies gain popularity, the digital asset marketplace becomes increasingly significant. Understanding social media signals offers valuable insights into investor sentiment and market dynamics. Prior research has predominantly…

Computation and Language · Computer Science 2025-09-03 Chenghao Liu , Aniket Mahanti , Ranesh Naha , Guanghao Wang , Erwann Sbai

The objective of this research is to examine how sentiment analysis can be employed to generate trading signals for the Foreign Exchange (Forex) market. The author assessed sentiment in social media posts and news articles pertaining to the…

Statistical Finance · Quantitative Finance 2024-03-05 Oluwafemi F Olaiyapo

As the popularity and reach of social networks continue to surge, a vast reservoir of opinions and sentiments across various subjects inundates these platforms. Among these, X social network (formerly Twitter) stands as a juggernaut,…

Social and Information Networks · Computer Science 2025-04-16 Pardis Moradbeiki , Mohammad Ali Zare Chahooki

Predicting stock market movements has always been of great interest to investors and an active area of research. Research has proven that popularity of products is highly influenced by what people talk about. Social media like Twitter,…

Statistical Finance · Quantitative Finance 2022-12-07 Anubhav Sarkar , Swagata Chakraborty , Sohom Ghosh , Sudip Kumar Naskar

We summarized both common and novel predictive models used for stock price prediction and combined them with technical indices, fundamental characteristics and text-based sentiment data to predict S&P stock prices. A 66.18% accuracy in S&P…

Machine Learning · Statistics 2021-12-30 Shan Zhong , David B. Hitchcock

Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…

Machine Learning · Computer Science 2025-07-08 Amitabh Chakravorty , Nelly Elsayed

The surge of retail investor activity on social media, exemplified by the 2021 GameStop short squeeze, raised questions about the influence of online sentiment on stock prices. This paper explores whether sentiment derived from social media…

Computation and Language · Computer Science 2025-08-01 Mateusz Kmak , Kamil Chmurzyński , Kamil Matejuk , Paweł Kotzbach , Jan Kocoń

Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…

Information Retrieval · Computer Science 2024-11-05 Ali Elahi , Fatemeh Taghvaei

Fast, global, and sensitively reacting to political, economic and social events of any kind, these are attributes that social media like Twitter share with foreign exchange markets. The leading assumption of this paper is that information…

Statistical Finance · Quantitative Finance 2014-02-10 Dietmar Janetzko