English
Related papers

Related papers: Taureau: A Stock Market Movement Inference Framewo…

200 papers

Social media platforms are thriving nowadays, so a huge volume of data is produced. As it includes brief and clear statements, millions of people post their thoughts on microblogging sites every day. This paper represents and analyze the…

Social and Information Networks · Computer Science 2021-08-05 Suchandra Dutta , Dhrubasish Sarkar , Sohom Roy , Dipak K. Kole , Premananda Jana

The primary objective of this work is to develop a Neural Network based on LSTM to predict stock market movements using tweets. Word embeddings, used in the LSTM network, are initialised using Stanford's GloVe embeddings, pretrained…

Artificial Intelligence · Computer Science 2021-01-25 Kavyashree Ranawat , Stefano Giani

With the growth of social medias, such as Twitter, plenty of user-generated data emerge daily. The short texts published on Twitter -- the tweets -- have earned significant attention as a rich source of information to guide many…

Artificial Intelligence · Computer Science 2021-06-01 Sérgio Barreto , Ricardo Moura , Jonnathan Carvalho , Aline Paes , Alexandre Plastino

We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…

General Finance · Quantitative Finance 2019-06-04 Jozef Barunik , Cathy Yi-Hsuan Chen , Jan Vecer

This study provides a predictive measurement tool to examine perceived anxiety from a longitudinal perspective, using a non-intrusive machine learning approach to scale human rating of anxiety in microblogs. Results suggest that our chosen…

Human-Computer Interaction · Computer Science 2019-09-17 Dritjon Gruda , Souleiman Hasan

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can…

Statistical Finance · Quantitative Finance 2021-09-03 Sidra Mehtab , Jaydip Sen

Predicting future prices of a stock is an arduous task to perform. However, incorporating additional elements can significantly improve our predictions, rather than relying solely on a stock's historical price data to forecast its future…

Statistical Finance · Quantitative Finance 2023-08-21 S. Srinivas , R. Gadela , R. Sabu , A. Das , G. Nath , V. Datla

The marvel of markets lies in the fact that dispersed information is instantaneously processed and used to adjust the price of goods, services and assets. Financial markets are particularly efficient when it comes to processing information;…

Trading and Market Microstructure · Quantitative Finance 2018-07-19 Stefan Feuerriegel , Helmut Prendinger

Sentiment analysis is a crucial task in natural language processing (NLP) that enables the extraction of meaningful insights from textual data, particularly from dynamic platforms like Twitter and IMDB. This study explores a hybrid…

Computation and Language · Computer Science 2026-03-02 Aish Albladi , Md Kaosar Uddin , Minarul Islam , Cheryl Seals

The ability to obtain accurate food security metrics in developing areas where relevant data can be sparse is critically important for policy makers tasked with implementing food aid programs. As a result, a great deal of work has been…

Computation and Language · Computer Science 2019-04-29 Jared Dunnmon , Swetava Ganguli , Darren Hau , Brooke Husic

We demonstrate that future market correlation structure can be predicted with high out-of-sample accuracy using a multiplex network approach that combines information from social media and financial data. Market structure is measured by…

Statistical Finance · Quantitative Finance 2019-09-04 Thársis T. P. Souza , Tomaso Aste

In recent years researchers have gravitated to social media platforms, especially Twitter, as fertile ground for empirical analysis of social phenomena. Social media provides researchers access to trace data of interactions and discourse…

Physics and Society · Physics 2023-01-05 Peter Cihon , Taha Yasseri

As one of the most extensive social networking services, Twitter has more than 300 million active users as of 2022. Among its many functions, Twitter is now one of the go-to platforms for consumers to share their opinions about products or…

Computation and Language · Computer Science 2022-09-30 Shengyang Wu , Yi Gao

Recently, researchers have shown an increased interest in harnessing Twitter data for dynamic monitoring of traffic conditions. Bag-of-words representation is a common method in literature for tweet modeling and retrieving traffic…

Information Retrieval · Computer Science 2018-12-05 Sina Dabiri , Kevin Heaslip

We study the power of Twitter events to predict consumer sales events by analysing sales for 75 companies from the retail sector and over 150 million tweets mentioning those companies along with their sentiment. We suggest an approach for…

Social and Information Networks · Computer Science 2015-08-18 Olga Kolchyna , Th'arsis T. P. Souza , Tomaso Aste , Philip C. Treleaven

Regressions trained to predict the future activity of social media users need rich features for accurate predictions. Many advanced models exist to generate such features; however, the time complexities of their computations are often…

Social and Information Networks · Computer Science 2024-03-01 Aamir Mandviwalla , Lake Yin , Boleslaw K. Szymanski

Behavioral economics tells us that emotions can profoundly affect individual behavior and decision-making. Does this also apply to societies at large, i.e., can societies experience mood states that affect their collective decision making?…

Computational Engineering, Finance, and Science · Computer Science 2015-03-17 Johan Bollen , Huina Mao , Xiao-Jun Zeng

U.S. Presidential Election forecasting has been a research interest for several decades. Currently, election prediction consists of two main approaches: traditional models that incorporate economic data and poll surveys, and models that…

Social and Information Networks · Computer Science 2023-12-12 Guocheng Feng , Huaiyu Cai , Kaihao Chen , Zhijian Li

Social networks are the main resources to gather information about people's opinion and sentiments towards different topics as they spend hours daily on social media and share their opinion. In this technical paper, we show the application…

Information Retrieval · Computer Science 2017-12-19 Hamid Bagheri , Md Johirul Islam

The article describes the approaches for forming different predictive features of tweet data sets and using them in the predictive analysis for decision-making support. The graph theory as well as frequent itemsets and association rules…

Computation and Language · Computer Science 2022-01-07 Bohdan M. Pavlyshenko