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Investors are interested in predicting future success of startup companies, preferably using publicly available data which can be gathered using free online sources. Using public-only data has been shown to work, but there is still much…

Machine Learning · Computer Science 2023-12-12 Emily Gavrilenko , Foaad Khosmood , Mahdi Rastad , Sadra Amiri Moghaddam

The financial domain presents a complex environment for stock market prediction, characterized by volatile patterns and the influence of multifaceted data sources. Traditional models have leveraged either Convolutional Neural Networks (CNN)…

Statistical Finance · Quantitative Finance 2025-04-08 Arya Chakraborty , Auhona Basu

In this paper we seek to demonstrate the predictability of stock market returns and explain the nature of this return predictability. To this end, we introduce investors with different investment horizons into the news-driven, analytic,…

General Finance · Quantitative Finance 2016-03-30 Dimitri Kroujiline , Maxim Gusev , Dmitry Ushanov , Sergey V. Sharov , Boris Govorkov

Social media platforms enable the rapid dissemination and consumption of information. However, users instantly consume such content regardless of the reliability of the shared data. Consequently, the latter crowdsourcing model is exposed to…

Computation and Language · Computer Science 2024-09-06 Francisco de Arriba-Pérez , Silvia García-Méndez , Fátima Leal , Benedita Malheiro , Juan Carlos Burguillo

This paper presents a cross-domain trend analysis that aims to identify and analyze the relationships between stock prices, stock news on Twitter, and users' behaviors on e-commerce websites. The analysis is based on three datasets: a US…

Statistical Finance · Quantitative Finance 2023-01-02 Aditya Pandey , Haseeba Fathiya , Nivedita Patel

Businesses communicate using Twitter for a variety of reasons -- to raise awareness of their brands, to market new products, to respond to community comments, and to connect with their customers and potential customers in a targeted manner.…

Social and Information Networks · Computer Science 2019-10-29 Renhao Cui , Gagan Agrawal , Rajiv Ramnath

In modern financial markets, news plays a critical role in shaping investor sentiment and influencing stock price movements. However, most existing studies aggregate daily news sentiment into a single score, potentially overlooking…

Computational Engineering, Finance, and Science · Computer Science 2025-10-09 Qizhao Chen

The intricate dynamics of stock markets have led to extensive research on models that are able to effectively explain their inherent complexities. This study leverages the econometrics literature to explore the dynamic factor model as an…

Statistical Finance · Quantitative Finance 2026-01-09 Brian Godwin Lim , Dominic Dayta , Benedict Ryan Tiu , Renzo Roel Tan , Len Patrick Dominic Garces , Kazushi Ikeda

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

MarketSenseAI is a novel framework for holistic stock analysis which leverages Large Language Models (LLMs) to process financial news, historical prices, company fundamentals and the macroeconomic environment to support decision making in…

Computational Finance · Quantitative Finance 2025-10-06 George Fatouros , Kostas Metaxas , John Soldatos , Manos Karathanassis

Political discourse on Twitter is a moving target: politicians continuously make statements about their positions. It is therefore crucial to track their discourse on social media to understand their ideological positions and goals.…

Computation and Language · Computer Science 2024-10-22 Maximilian Maurer , Tanise Ceron , Sebastian Padó , Gabriella Lapesa

The task of financial analysis primarily encompasses two key areas: stock trend prediction and the corresponding financial question answering. Currently, machine learning and deep learning algorithms (ML&DL) have been widely applied for…

Computation and Language · Computer Science 2024-03-20 Xiang Li , Zhenyu Li , Chen Shi , Yong Xu , Qing Du , Mingkui Tan , Jun Huang , Wei Lin

We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content,…

Statistical Finance · Quantitative Finance 2024-10-28 Vincent Gurgul , Stefan Lessmann , Wolfgang Karl Härdle

This study investigates the relationship between tweet sentiment across diverse categories: news, company opinions, CEO opinions, competitor opinions, and stock market behavior in the biotechnology sector, with a focus on understanding the…

Statistical Finance · Quantitative Finance 2024-02-07 C. Sarai R. Avila

Sentiment analysis of online user generated content is important for many social media analytics tasks. Researchers have largely relied on textual sentiment analysis to develop systems to predict political elections, measure economic…

Computer Vision and Pattern Recognition · Computer Science 2015-09-22 Quanzeng You , Jiebo Luo , Hailin Jin , Jianchao Yang

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions…

Statistical Finance · Quantitative Finance 2021-08-31 Sidra Mehtab , Jaydip Sen , Abhishek Dutta

Today, the use of social networking data has attracted a lot of academic and commercial attention in predicting the stock market. In most studies in this area, the sentiment analysis of the content of user posts on social networks is used…

Machine Learning · Computer Science 2021-02-16 Ramin Mousa , Sara Nazari , Ali Karhe Abadi , Reza Shoukhcheshm , Mohammad Niknam Pirzadeh , Leila Safari

Since internet technologies have advanced, one of the primary factors in company development is customer happiness. Online platforms have become prominent places for sharing reviews. Twitter is one of these platforms where customers…

Machine Learning · Computer Science 2024-08-31 Md Mahmudul Hasan , Shaikh Anowarul Fattah

In this work, we present our findings and experiments for stock-market prediction using various textual sentiment analysis tools, such as mood analysis and event extraction, as well as prediction models, such as LSTMs and specific…

Computation and Language · Computer Science 2018-01-22 Jordan Prosky , Xingyou Song , Andrew Tan , Michael Zhao

In recent days, the amount of Cyber Security text data shared via social media resources mainly Twitter has increased. An accurate analysis of this data can help to develop cyber threat situational awareness framework for a cyber threat.…

Computation and Language · Computer Science 2020-04-02 Simran K , Prathiksha Balakrishna , Vinayakumar R , Soman KP