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In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT-4 and a fine-tuned transformer-based BERT model for a…

Computational Finance · Quantitative Finance 2024-05-07 Xiaorui Zuo , Yao-Tsung Chen , Wolfgang Karl Härdle

Mining financial text documents and understanding the sentiments of individual investors, institutions and markets is an important and challenging problem in the literature. Current approaches to mine sentiments from financial texts largely…

Information Retrieval · Computer Science 2018-11-28 Srikumar Krishnamoorthy

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…

Computational Finance · Quantitative Finance 2020-09-18 Thomas Dierckx , Jesse Davis , Wim Schoutens

Sentiment analysis (SA) is an emerging field in text mining. It is the process of computationally identifying and categorizing opinions expressed in a piece of text over different social media platforms. Social media plays an essential role…

Artificial Intelligence · Computer Science 2023-11-21 Sudhanshu Kumar , Partha Pratim Roy , Debi Prosad Dogra , Byung-Gyu Kim

Sentiment analysis (SA) has become an extensive research area in recent years impacting diverse fields including ecommerce, consumer business, and politics, driven by increasing adoption and usage of social media platforms. It is…

Computation and Language · Computer Science 2021-06-03 Sarojadevi Palani , Prabhu Rajagopal , Sidharth Pancholi

Reddit's WallStreetBets (WSB) community has come to prominence in light of its notable role in affecting the stock prices of what are now referred to as meme stocks. Yet very little is known about the reliability of the highly speculative…

Statistical Finance · Quantitative Finance 2021-05-07 Tolga Buz , Gerard de Melo

This paper covers the two approaches for sentiment analysis: i) lexicon based method; ii) machine learning method. We describe several techniques to implement these approaches and discuss how they can be adopted for sentiment classification…

Computation and Language · Computer Science 2019-02-19 Olga Kolchyna , Tharsis T. P. Souza , Philip Treleaven , Tomaso Aste

In this paper, we are going to develop a natural language processing model to help us to predict stocks in the long term. The whole network includes two modules. The first module is a natural language processing model which seeks out…

Artificial Intelligence · Computer Science 2021-12-22 Tuo Sun , Wanrong Zheng , Shufan Yu , Mengxun Li , Jiarui Ou

This study conducted a comprehensive review of 71 papers published between 2000 and 2021 that employed various measures of investor sentiment to model returns. The analysis indicates that higher complexity of sentiment measures and models…

Portfolio Management · Quantitative Finance 2024-11-21 Szymon Lis

We build a new measure of credit and financial market sentiment using Natural Language Processing on Twitter data. We find that the Twitter Financial Sentiment Index (TFSI) correlates highly with corporate bond spreads and other price- and…

General Economics · Economics 2023-05-26 Travis Adams , Andrea Ajello , Diego Silva , Francisco Vazquez-Grande

The investment on the stock market is prone to be affected by the Internet. For the purpose of improving the prediction accuracy, we propose a multi-task stock prediction model that not only considers the stock correlations but also…

Machine Learning · Computer Science 2018-05-22 Jieyun Huang , Yunjia Zhang , Jialai Zhang , Xi Zhang

Extraction of sentiment signals from news text, stock message boards, and business reports, for stock movement prediction, has been a rising field of interest in finance. Building upon past literature, the most recent works attempt to…

Computation and Language · Computer Science 2023-01-26 Guijin Son , Hanwool Lee , Nahyeon Kang , Moonjeong Hahm

The study of public opinion can provide us with valuable information. The analysis of sentiment on social networks, such as Twitter or Facebook, has become a powerful means of learning about the users' opinions and has a wide range of…

Computation and Language · Computer Science 2020-06-08 Nhan Cach Dang , María N. Moreno-García , Fernando De la Prieta

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

The application of Machine learning to finance has become a familiar approach, even more so in stock market forecasting. The stock market is highly volatile, and huge amounts of data are generated every minute globally. The extraction of…

Computation and Language · Computer Science 2024-01-03 Sai Akash Bathini , Dagli Cihan

Sentiment analysis using big data from YouTube videos metadata can be conducted to analyze public opinions on various political figures who represent political parties. This is possible because YouTube has become one of the platforms for…

Computation and Language · Computer Science 2023-09-29 Danendra Athallariq Harya Putra , Arief Purnama Muharram

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

Sentiment analysis (or opinion mining) on Twitter data has attracted much attention recently. One of the system's key features, is the immediacy in communication with other users in an easy, user-friendly and fast way. Consequently, people…

Databases · Computer Science 2016-02-04 Nikolaos Nodarakis , Spyros Sioutas , Athanasios Tsakalidis , Giannis Tzimas

Google app market captures the school of thought of users via ratings and text reviews. The critique's viewpoint regarding an app is proportional to their satisfaction level. Consequently, this helps other users to gain insights before…

Information Retrieval · Computer Science 2020-06-18 Sakshi Ranjan , Subhankar Mishra

This paper explores the use of emojis in financial sentiment analysis, focusing on the social media platform StockTwits. Emojis, increasingly prevalent in digital communication, have potential as compact indicators of investor sentiment,…

Computation and Language · Computer Science 2026-05-12 Ahmed Mahrous , Roberto Di Pietro