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Whether the online social media, like Twitter or its variant Weibo, can be a convincing proxy to predict the stock market has been debated for years, especially for China. However, as the traditional theory in behavioral finance states, the…

Social and Information Networks · Computer Science 2016-04-29 Zhenkun Zhou , Jichang Zhao , Ke Xu

Opinion mining, also known as sentiment analysis, is a subfield of natural language processing (NLP) that focuses on identifying and extracting subjective information in textual material. This can include determining the overall sentiment…

Computation and Language · Computer Science 2023-08-08 Nour Eddine Zekaoui , Siham Yousfi , Maryem Rhanoui , Mounia Mikram

Large language models (LLMs) play an increasingly important role in financial markets analysis by capturing signals from complex and heterogeneous textual data sources, such as tweets, news articles, reports, and microblogs. However, their…

Computation and Language · Computer Science 2025-12-19 Alvaro Paredes Amorin , Andre Python , Christoph Weisser

Large pre-trained language models (LPLM) have shown spectacular success when fine-tuned on downstream supervised tasks. Yet, it is known that their performance can drastically drop when there is a distribution shift between the data used…

Computation and Language · Computer Science 2022-11-04 Kostadin Cvejoski , Ramsés J. Sánchez , César Ojeda

The objective of this research is to examine how sentiment analysis can be employed to generate trading signals for the Foreign Exchange (Forex) market. The author assessed sentiment in social media posts and news articles pertaining to the…

Statistical Finance · Quantitative Finance 2024-03-05 Oluwafemi F Olaiyapo

Forecasting crude oil prices remains challenging because market-relevant information is embedded in large volumes of unstructured news and is not fully captured by traditional polarity-based sentiment measures. This paper examines whether…

Statistical Finance · Quantitative Finance 2026-03-18 Dehao Dai , Ding Ma , Dou Liu , Kerui Geng , Yiqing Wang

In order to uncover users' attitudes towards ChatGPT in mental health, this study examines public opinions about ChatGPT in mental health discussions on Reddit. Researchers used the bert-base-multilingual-uncased-sentiment techniques for…

Computers and Society · Computer Science 2023-11-28 Yunna Cai , Fan Wang , Haowei Wang , Qianwen Qian

Large Language Models (LLM) have recently been shown to perform well at various tasks from language understanding, reasoning, storytelling, and information search to theory of mind. In an extension of this work, we explore the ability of…

Computation and Language · Computer Science 2023-10-31 Nutchanon Yongsatianchot , Tobias Thejll-Madsen , Stacy Marsella

The issue related to the quantification of the tail risk of cryptocurrencies is considered in this paper. The statistical methods used in the study are those concerning recent developments in Extreme Value Theory (EVT) for weakly dependent…

Risk Management · Quantitative Finance 2023-11-30 Andrea Teruzzi

This paper investigates the emotional reasoning abilities of the GPT family of large language models via a component perspective. The paper first examines how the model reasons about autobiographical memories. Second, it systematically…

Computation and Language · Computer Science 2023-07-27 Ala N. Tak , Jonathan Gratch

This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022. Market activity measures - logarithmic returns, volume, and…

Trading and Market Microstructure · Quantitative Finance 2023-08-22 Marcin Wątorek , Maria Skupień , Jarosław Kwapień , Stanisław Drożdż

Automatic analysis of user reviews to understand user sentiments toward app functionality (i.e. app features) helps align development efforts with user expectations and needs. Recent advances in Large Language Models (LLMs) such as ChatGPT…

Computation and Language · Computer Science 2025-02-11 Faiz Ali Shah , Ahmed Sabir , Rajesh Sharma , Dietmar Pfahl

Due to the superior performance, large-scale pre-trained language models (PLMs) have been widely adopted in many aspects of human society. However, we still lack effective tools to understand the potential bias embedded in the black-box…

Computation and Language · Computer Science 2022-04-18 Apoorv Garg , Deval Srivastava , Zhiyang Xu , Lifu Huang

Sentiment analysis is a pivotal task in the domain of natural language processing. It encompasses both text-level sentiment polarity classification and word-level Part of Speech(POS) sentiment polarity determination. Such analysis…

Computation and Language · Computer Science 2023-09-15 Chengguang Gan , Qinghao Zhang , Tatsunori Mori

Transformer-based large-scale language models (LLMs) are able to generate highly realistic text. They are duly able to express, and at least implicitly represent, a wide range of sentiments and color, from the obvious, such as valence and…

Computation and Language · Computer Science 2023-07-06 Chris Gagne , Peter Dayan

With the growth of social medias, such as Twitter, plenty of user-generated data emerge daily. The short texts published on Twitter -- the tweets -- have earned significant attention as a rich source of information to guide many…

Artificial Intelligence · Computer Science 2021-06-01 Sérgio Barreto , Ricardo Moura , Jonnathan Carvalho , Aline Paes , Alexandre Plastino

The widespread adoption of automatic sentiment and emotion classifiers makes it important to ensure that these tools perform reliably across different populations. Yet their reliability is typically assessed using benchmarks that rely on…

Computation and Language · Computer Science 2026-01-09 Ivan Smirnov , Segun T. Aroyehun , Paul Plener , David Garcia

Recently, sentiment analysis has seen remarkable advance with the help of pre-training approaches. However, sentiment knowledge, such as sentiment words and aspect-sentiment pairs, is ignored in the process of pre-training, despite the fact…

Computation and Language · Computer Science 2020-05-21 Hao Tian , Can Gao , Xinyan Xiao , Hao Liu , Bolei He , Hua Wu , Haifeng Wang , Feng Wu

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…

Statistical Finance · Quantitative Finance 2025-10-21 Domenica Mino , Cillian Williamson

Large language models (LLMs) have transformed sentiment analysis, yet balancing accuracy, efficiency, and explainability remains a critical challenge. This study presents the first comprehensive evaluation of DeepSeek-R1--an open-source…

Computation and Language · Computer Science 2026-02-05 Donghao Huang , Zhaoxia Wang
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