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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

It is reported that financial news, especially financial events expressed in news, provide information to investors' long/short decisions and influence the movements of stock markets. Motivated by this, we leverage financial event streams…

Statistical Finance · Quantitative Finance 2020-10-30 Xianchao Wu

We propose a neural machine translation (NMT) approach that, instead of pursuing adequacy and fluency ("human-oriented" quality criteria), aims to generate translations that are best suited as input to a natural language processing…

Computation and Language · Computer Science 2019-10-02 Amirhossein Tebbifakhr , Luisa Bentivogli , Matteo Negri , Marco Turchi

We check the claims that data from Google Trends contain enough data to predict future financial index returns. We first discuss the many subtle (and less subtle) biases that may affect the backtest of a trading strategy, particularly when…

Statistical Finance · Quantitative Finance 2014-03-19 Damien Challet , Ahmed Bel Hadj Ayed

Sentiment analysis is an important task in understanding social media content like customer reviews, Twitter and Facebook feeds etc. In multilingual communities around the world, a large amount of social media text is characterized by the…

Computation and Language · Computer Science 2021-10-04 Akshat Gupta , Sargam Menghani , Sai Krishna Rallabandi , Alan W Black

We present SpanBERT, a pre-training method that is designed to better represent and predict spans of text. Our approach extends BERT by (1) masking contiguous random spans, rather than random tokens, and (2) training the span boundary…

Computation and Language · Computer Science 2020-01-22 Mandar Joshi , Danqi Chen , Yinhan Liu , Daniel S. Weld , Luke Zettlemoyer , Omer Levy

Most existing methods focus on sentiment analysis of textual data. However, recently there has been a massive use of images and videos on social platforms, motivating sentiment analysis from other modalities. Current studies show that…

Machine Learning · Computer Science 2022-10-13 Guilherme Lourenço de Toledo , Ricardo Marcondes Marcacini

Financial sentiment analysis is crucial for trading and investment decision-making. This study introduces an adaptive retrieval augmented framework for Large Language Models (LLMs) that aligns with human instructions through Instruction…

Computational Engineering, Finance, and Science · Computer Science 2024-10-22 Zijie Zhao , Roy E. Welsch

The increasing influence of unstructured external information, such as news articles, on stock prices has attracted growing attention in financial markets. Despite recent advances, most existing newsbased forecasting models represent all…

Computational Engineering, Finance, and Science · Computer Science 2025-10-28 Jinwoong Kim , Sangjin Park

Social media has become a crucial open-access platform for individuals to express opinions and share experiences. However, leveraging low-resource language data from Twitter is challenging due to scarce, poor-quality content and the major…

Computation and Language · Computer Science 2025-02-11 Naome A. Etori , Maria L. Gini

Predicting investors reactions to financial and political news is important for the early detection of stock market jitters. Evidence from several recent studies suggests that online social media could improve prediction of stock market…

Social and Information Networks · Computer Science 2017-09-20 Fani Tsapeli , Nikolaos Bezirgiannidis , Peter Tino , Mirco Musolesi

Inferring socioeconomic attributes of social media users such as occupation and income is an important problem in computational social science. Automated inference of such characteristics has applications in personalised recommender…

Computation and Language · Computer Science 2018-04-12 Nikolaos Aletras , Benjamin Paul Chamberlain

Large language models are reshaping quantitative investing by turning unstructured financial information into evidence-grounded signals and executable decisions. This survey synthesizes research with a focus on equity return prediction and…

Portfolio Management · Quantitative Finance 2025-10-08 Weilong Fu

In this paper, we extend financial sentiment analysis~(FSA) to event-level since events usually serve as the subject of the sentiment in financial text. Though extracting events from the financial text may be conducive to accurate sentiment…

Computation and Language · Computer Science 2024-11-28 Tianyu Chen , Yiming Zhang , Guoxin Yu , Dapeng Zhang , Li Zeng , Qing He , Xiang Ao

The ubiquity of the contemporary language understanding tasks gives relevance to the development of generalized, yet highly efficient models that utilize all knowledge, provided by the data source. In this work, we present SocialBERT - the…

Computation and Language · Computer Science 2021-11-16 Ilia Karpov , Nick Kartashev

Financial sentiment analysis (FSA) has attracted significant attention, and recent studies increasingly explore large language models (LLMs) for this field. Yet most work evaluates only classification metrics, leaving unclear whether…

Computational Engineering, Finance, and Science · Computer Science 2025-09-17 Zijian Zhang , Rong Fu , Yangfan He , Xinze Shen , Yanlong Wang , Xiaojing Du , Haochen You , Jiazhao Shi , Simon Fong

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

With the rising participation of the common mass in social media, it is increasingly common now for policymakers/journalists to create online polls on social media to understand the political leanings of people in specific locations. The…

Computers and Society · Computer Science 2022-09-26 Souvic Chakraborty , Pawan Goyal , Animesh Mukherjee

Microblogs have become a social platform for people to express their emotions in real-time, and it is a trend to analyze user emotional tendencies from the information on Microblogs. The dynamic features of emojis can affect the sentiment…

Computation and Language · Computer Science 2022-06-27 Deng Yang , Liu Kejian , Yang Cheng , Feng Yuanyuan , Li Weihao

Public opinion influences events, especially related to stock market movement, in which a subtle hint can influence the local outcome of the market. In this paper, we present a dataset that allows for company-level analysis of tweet based…

Computation and Language · Computer Science 2020-06-18 Karolina Sowinska , Pranava Madhyastha