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Human emotional speech is, by its very nature, a variant signal. This results in dynamics intrinsic to automatic emotion classification based on speech. In this work, we explore a spectral decomposition method stemming from fluid-dynamics,…
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…
Volatility prediction in the financial market helps to understand the profit and involved risks in investment. However, due to irregularities, high fluctuations, and noise in the time series, predicting volatility poses a challenging task.…
The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…
Accurate prediction of financial market volatility is critical for risk management, derivatives pricing, and investment strategy. In this study, we propose a multitude of regime-switching methods to improve the prediction of S&P 500…
With the increasing popularity of video sharing websites such as YouTube and Facebook, multimodal sentiment analysis has received increasing attention from the scientific community. Contrary to previous works in multimodal sentiment…
Multimodal sentiment analysis, a pivotal task in affective computing, seeks to understand human emotions by integrating cues from language, audio, and visual signals. While many recent approaches leverage complex attention mechanisms and…
The purpose of the study is to investigate the relative effectiveness of four different sentiment analysis techniques: (1) unsupervised lexicon-based model using Sent WordNet; (2) traditional supervised machine learning model using logistic…
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…
Automatic prediction of emotion promises to revolutionise human-computer interaction. Recent trends involve fusion of multiple data modalities - audio, visual, and physiological - to classify emotional state. However, in practice,…
Opinion prediction is an emerging research area with diverse real-world applications, such as market research and situational awareness. We identify two lines of approaches to the problem of opinion prediction. One uses topic-based…
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…
We study tail risk dynamics in high-frequency financial markets and their connection with trading activity and market uncertainty. We introduce a dynamic extreme value regression model accommodating both stationary and local unit-root…
We introduce a deep memory network for aspect level sentiment classification. Unlike feature-based SVM and sequential neural models such as LSTM, this approach explicitly captures the importance of each context word when inferring the…
Stock market prediction has been an important topic for investors, researchers, and analysts. Because it is affected by too many factors, stock market prediction is a difficult task to handle. In this study, we propose a novel method that…
This paper revisits the fractional cointegrating relationship between ex-ante implied volatility and ex-post realized volatility. We argue that the concept of corridor implied volatility (CIV) should be used instead of the popular…
This paper explores the application of Sample Entropy (SampEn) as a sophisticated tool for quantifying and predicting volatility in international oil price returns. SampEn, known for its ability to capture underlying patterns and predict…
We address the construction of Realized Variance (RV) forecasts by exploiting the hierarchical structure implicit in available decompositions of RV. By using data referred to the Dow Jones Industrial Average Index and to its constituents we…
We show that disentangling sentiment-induced biases from fundamental expectations significantly improves the accuracy and consistency of probabilistic forecasts. Using data from 1994 to 2017, we analyze 15 stochastic models and…
Artificial intelligence techniques have increasingly been applied to understand the complex relationship between public sentiment and financial market behaviour. This study explores the relationship between the sentiment of news related to…