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The increasing richness in volume, and especially types of data in the financial domain provides unprecedented opportunities to understand the stock market more comprehensively and makes the price prediction more accurate than before.…

Computational Finance · Quantitative Finance 2018-05-16 Huiwen Wang , Shan Lu , Jichang Zhao

Researchers and financial professionals require robust computerized tools that allow users to rapidly operationalize and assess the semantic textual content in financial news. However, existing methods commonly work at the document-level…

Information Retrieval · Computer Science 2019-01-03 Bernhard Lutz , Nicolas Pröllochs , Dirk Neumann

Share valuations are known to adjust to new information entering the market, such as regulatory disclosures. We study whether the language of such news items can improve short-term and especially long-term (24 months) forecasts of stock…

Applications · Statistics 2018-06-27 Stefan Feuerriegel , Julius Gordon

This paper introduces MarketSenseAI, an innovative framework leveraging GPT-4's advanced reasoning for selecting stocks in financial markets. By integrating Chain of Thought and In-Context Learning, MarketSenseAI analyzes diverse data…

Computational Finance · Quantitative Finance 2025-02-04 Georgios Fatouros , Konstantinos Metaxas , John Soldatos , Dimosthenis Kyriazis

Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective. Previous researches focus mostly on sentiment…

Computation and Language · Computer Science 2022-10-28 Qinkai Chen , Christian-Yann Robert

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

Several studies have shown that deep learning models can provide more accurate volatility forecasts than the traditional methods used within this domain. This paper presents a composite model that merges a deep learning approach with…

Machine Learning · Computer Science 2022-11-18 V Ncume , T. L van Zyl , A Paskaramoorthy

A sentiment analysis system powered by machine learning was created in this study to improve real-time social network public opinion monitoring. For sophisticated sentiment identification, the suggested approach combines cutting-edge…

Computation and Language · Computer Science 2025-02-25 Arsen Tolebay Nurlanuly

The fusion of public sentiment data in the form of text with stock price prediction is a topic of increasing interest within the financial community. However, the research literature seldom explores the application of investor sentiment in…

Portfolio Management · Quantitative Finance 2022-03-14 Mufhumudzi Muthivhi , Terence L. van Zyl

In this paper, we propose a model to analyze sentiment of online stock forum and use the information to predict the stock volatility in the Chinese market. We have labeled the sentiment of the online financial posts and make the dataset…

Social and Information Networks · Computer Science 2017-05-09 Yifan Liu , Zengchang Qin , Pengyu Li , Tao Wan

In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been…

Statistical Finance · Quantitative Finance 2020-05-29 Xinyue Cui , Zhaoyu Xu , Yue Zhou

Financial Sentiment Analysis (FSA) traditionally relies on human-annotated sentiment labels to infer investor sentiment and forecast market movements. However, inferring the potential market impact of words based on their human-perceived…

Computational Engineering, Finance, and Science · Computer Science 2025-03-04 Hamid Moradi-Kamali , Mohammad-Hossein Rajabi-Ghozlou , Mahdi Ghazavi , Ali Soltani , Amirreza Sattarzadeh , Reza Entezari-Maleki

We are living in an information era from Twitter to Fitocracy every episode of peoples life is converted to numbers. That abundance of data is also available in information technologies. From Stackoverflow to GitHub many big data sources…

Computers and Society · Computer Science 2017-03-29 Mahmut Ali Ozkuran

Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a…

Statistical Finance · Quantitative Finance 2026-04-14 Xiang Ao , Jingxuan Zhang , Xinyu Zhao

Application of machine learning for stock prediction is attracting a lot of attention in recent years. A large amount of research has been conducted in this area and multiple existing results have shown that machine learning methods could…

Statistical Finance · Quantitative Finance 2022-02-14 Yuxuan Huang , Luiz Fernando Capretz , Danny Ho

Stock prices, as an economic indicator, reflect changes in economic development and market conditions. Traditional stock price prediction models often only consider time-series data and are limited by the mechanisms of the models…

Computational Engineering, Finance, and Science · Computer Science 2024-07-02 Fengting Mo , Shanshan Yan , Yinhao Xiao

In this paper we apply evolutionary optimization techniques to compute optimal rule-based trading strategies based on financial sentiment data. The sentiment data was extracted from the social media service StockTwits to accommodate the…

Portfolio Management · Quantitative Finance 2015-04-14 Ronald Hochreiter

In todays fast pacing, highly competing,volatile and challenging world, companies highly rely on data analysis obtained from both offline as well as online way to make their future strategy, to sustain in the market. This paper reviews the…

Computers and Society · Computer Science 2014-11-11 Shruti Kohli , Ankit Gupta

The Web is a vast virtual space where people can share their opinions, impacting all aspects of life and having implications for marketing and communication. The most up-to-date and comprehensive information can be found on social media…

Machine Learning · Computer Science 2023-02-15 Melvin Mokhtari , Ali Seraj , Niloufar Saeedi , Adel Karshenas

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
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