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Emerging interest of trading companies and hedge funds in mining social web has created new avenues for intelligent systems that make use of public opinion in driving investment decisions. It is well accepted that at high frequency trading,…
Purpose: This paper explores some influencing factors of Twitter mentions of scientific research. The results can help to understand the relationships between various altmetrics. Design/methodology/approach: Data on research mentions in…
Risk and response communication of public agencies through social media played a significant role in the emergence and spread of novel Coronavirus (COVID-19) and such interactions were echoed in other information outlets. This study…
Public digital conversation around major sporting events takes place within a hybrid system in which journalists and the media compete with new intermediaries, including influencers, to gain greater visibility and engage with audiences.…
The rapid growth of sustainable investing, now exceeding 35 trillion USD globally, has transformed financial markets, yet the implications for monetary policy transmission remain underexplored. While existing literature documents…
Today, social media provide the means by which billions of people experience news and events happening around the world. However, the absence of traditional journalistic gatekeeping allows information to flow unencumbered through these…
This paper explores an innovative approach to Environmental, Social, and Governance (ESG) scoring by integrating Natural Language Processing (NLP) techniques with Item Response Theory (IRT), specifically the Rasch model. The study utilizes…
Fake news are affecting a large proportion of the population even becoming a danger to the society. Mostly, this disinformation flow take place through Internet. Being aware of that problem, in this work we propose a synthetic indicator…
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…
Social media conversations frequently suffer from toxicity, creating significant issues for users, moderators, and entire communities. Events in the real world, like elections or conflicts, can initiate and escalate toxic behavior online.…
Social media has become an essential channel for posting disaster-related information, which provide governments and relief agencies real-time data for better disaster management. However, research in this field has not received sufficient…
Extreme weather events driven by climate change, such as wildfires, floods, and heatwaves, prompt significant public reactions on social media platforms. Analyzing the sentiment expressed in these online discussions can offer valuable…
ESG ratings provide a quantitative measure for socially responsible investment. We present a unified framework for incorporating numeric ESG ratings into dynamic pricing theory. Specifically, we introduce an ESG-valued return that is a…
We investigate the relationship between social media, Twitter in particular, and stock market. We provide an in-depth analysis of the Twitter volume and sentiment about the 30 companies in the Dow Jones Industrial Average index, over a…
Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…
Environmental, Social, and Governance (ESG) reports are central to investment decision-making, yet their length, heterogeneous content, and lack of standardized structure make manual analysis costly and inconsistent. We present ESGLens, a…
As the global economic environment becomes increasingly unstable, enhancing financial flexibility to cope with risks has become the consensus of many companies. At the same time, environmental, social, and governance (ESG) performance may…
Social media feeds have become central to the Internet. Among the most visible are trending feeds, which rank content deemed timely and relevant. To examine how feed signals influence behaviors and perceptions, we conducted a randomized…
This paper introduces and defines a novel concept in sustainable investing, termed crosswashing, and explore its impact on ESG (Environmental, Social, and Governance) ratings through quantitative analysis using a Multi-Criteria Decision…
The work of Emergency Management (EM) agencies requires timely collection of relevant data to inform decision-making for operations and public communication before, during, and after a disaster. However, the limited human resources…