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Finance-related news such as Bloomberg News, CNN Business and Forbes are valuable sources of real data for market screening systems. In news, an expert shares opinions beyond plain technical analyses that include context such as political,…

Computation and Language · Computer Science 2024-04-03 Silvia García-Méndez , Francisco de Arriba-Pérez , Ana Barros-Vila , Francisco J. González-Castaño

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

Computational Finance · Quantitative Finance 2018-11-16 Huicheng Liu

Much of human knowledge sits in large databases of unstructured text. Leveraging this knowledge requires algorithms that extract and record metadata on unstructured text documents. Assigning topics to documents will enable intelligent…

Extracting and identifying latent topics in large text corpora has gained increasing importance in Natural Language Processing (NLP). Most models, whether probabilistic models similar to Latent Dirichlet Allocation (LDA) or neural topic…

Computation and Language · Computer Science 2023-03-31 Anton Thielmann , Quentin Seifert , Arik Reuter , Elisabeth Bergherr , Benjamin Säfken

Narratives about economic events and policies are widely recognised as influential drivers of economic and business behaviour. Yet the statistical identification of narrative emergence remains underdeveloped. Narratives evolve gradually,…

Methodology · Statistics 2026-02-25 Cynthia Medeiros , John Quigley , Matthew Revie

In this report, I present a deep learning approach to conduct a natural language processing (hereafter NLP) binary classification task for analyzing financial-fraud texts. First, I searched for regulatory announcements and enforcement…

Computation and Language · Computer Science 2023-08-09 Qiuru Li

Automatically detecting inappropriate content can be a difficult NLP task, requiring understanding context and innuendo, not just identifying specific keywords. Due to the large quantity of online user-generated content, automatic detection…

Computation and Language · Computer Science 2016-08-12 Stefania Raimondo , Frank Rudzicz

Traditional topic models such as Latent Dirichlet Allocation (LDA) have been widely used to uncover latent structures in text corpora, but they often struggle to integrate auxiliary information such as metadata, user attributes, or document…

Machine Learning · Computer Science 2025-11-04 Biyi Fang , Truong Vo , Kripa Rajshekhar , Diego Klabjan

We analyze methods for selecting topics in news articles to explain stock returns. We find, through empirical and theoretical results, that supervised Latent Dirichlet Allocation (sLDA) implemented through Gibbs sampling in a stochastic EM…

Statistical Finance · Quantitative Finance 2020-10-16 Paul Glasserman , Kriste Krstovski , Paul Laliberte , Harry Mamaysky

Financial news plays a crucial role in decision-making processes across the financial sector, yet the efficient processing of this information into a structured format remains challenging. This paper presents a novel approach to financial…

Computation and Language · Computer Science 2024-07-23 Rian Dolphin , Joe Dursun , Jonathan Chow , Jarrett Blankenship , Katie Adams , Quinton Pike

A text mining approach is proposed based on latent Dirichlet allocation (LDA) to analyze the Consumer Financial Protection Bureau (CFPB) consumer complaints. The proposed approach aims to extract latent topics in the CFPB complaint…

Information Retrieval · Computer Science 2018-07-20 Kaveh Bastani , Hamed Namavari , Jeffry Shaffer

Topic modelling in Natural Language Processing uncovers hidden topics in large, unlabelled text datasets. It is widely applied in fields such as information retrieval, content summarisation, and trend analysis across various disciplines.…

Computation and Language · Computer Science 2025-11-18 Saranzaya Magsarjav , Melissa Humphries , Jonathan Tuke , Lewis Mitchell

This paper explores the application of Natural Language Processing (NLP) in financial risk detection. By constructing an NLP-based financial risk detection model, this study aims to identify and predict potential risks in financial…

Risk Management · Quantitative Finance 2024-06-21 Liyang Wang , Yu Cheng , Ao Xiang , Jingyu Zhang , Haowei Yang

With the advent and popularity of big data mining and huge text analysis in modern times, automated text summarization became prominent for extracting and retrieving important information from documents. This research investigates aspects…

Information Retrieval · Computer Science 2023-05-31 Daniel F. O. Onah , Elaine L. L. Pang , Mahmoud El-Haj

Crowdfunding in the realm of the Social Web has received substantial attention, with prior research examining various aspects of campaigns, including project objectives, durations, and influential project categories for successful…

Computation and Language · Computer Science 2024-01-09 Prathamesh Muzumdar , George Kurian , Ganga Prasad Basyal

Topic modeling, a method for extracting the underlying themes from a collection of documents, is an increasingly important component of the design of intelligent systems enabling the sense-making of highly dynamic and diverse streams of…

Information Retrieval · Computer Science 2019-10-07 Chris Gropp , Alexander Herzog , Ilya Safro , Paul W. Wilson , Amy W. Apon

Starting from a corpus of economic articles from The Wall Street Journal, we present a novel systematic way to analyse news content that evolves over time. We leverage on state-of-the-art natural language processing techniques (i.e. GPT3.5)…

Computational Finance · Quantitative Finance 2023-11-27 Deborah Miori , Constantin Petrov

Topic Modelling (TM) is from the research branches of natural language understanding (NLU) and natural language processing (NLP) that is to facilitate insightful analysis from large documents and datasets, such as a summarisation of main…

Computation and Language · Computer Science 2023-04-19 Bernadeta Griciūtė , Lifeng Han , Goran Nenadic

While many models are purposed for detecting the occurrence of significant events in financial systems, the task of providing qualitative detail on the developments is not usually as well automated. We present a deep learning approach for…

Computation and Language · Computer Science 2018-02-01 Samuel Rönnqvist , Peter Sarlin

We present a method to automatically identify financially relevant news using stock price movements and news headlines as input. The method repurposes the attention weights of a neural network initially trained to predict stock prices to…

Computation and Language · Computer Science 2021-02-17 Luciano Del Corro , Johannes Hoffart
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