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Social aspects of software projects become increasingly important for research and practice. Different approaches analyze the sentiment of a development team, ranging from simply asking the team to so-called sentiment analysis on text-based…

Software Engineering · Computer Science 2022-07-19 Marc Herrmann , Martin Obaidi , Larissa Chazette , Jil Klünder

Using the Crypto Fear & Greed Index and Bitcoin daily data, we document that sentiment extremity predicts excess uncertainty beyond realized volatility. Extreme fear and extreme greed regimes exhibit significantly higher spreads than…

Statistical Finance · Quantitative Finance 2026-02-17 Murad Farzulla

Predicting cryptocurrency price trends remains a major challenge due to the volatility and complexity of digital asset markets. Artificial intelligence (AI) has emerged as a powerful tool to address this problem. This study proposes a…

As machine learning ascends the peak of computer science zeitgeist, the usage and experimentation with sentiment analysis using various forms of textual data seems pervasive. The effect is especially pronounced in formulating securities…

Computational Finance · Quantitative Finance 2018-02-23 Raeid Saqur , Nicole Langballe

This paper explores the intersection of Natural Language Processing (NLP) and financial analysis, focusing on the impact of sentiment analysis in stock price prediction. We employ BERTopic, an advanced NLP technique, to analyze the…

Computation and Language · Computer Science 2024-04-05 Enmin Zhu , Jerome Yen

We investigate the efficacy of large language models (LLMs) in sentiment analysis of U.S. financial news and their potential in predicting stock market returns. We analyze a dataset comprising 965,375 news articles that span from January 1,…

Computational Finance · Quantitative Finance 2024-12-30 Kemal Kirtac , Guido Germano

Understanding emotion expressed in language has a wide range of applications, from building empathetic chatbots to detecting harmful online behavior. Advancement in this area can be improved using large-scale datasets with a fine-grained…

Computation and Language · Computer Science 2020-06-04 Dorottya Demszky , Dana Movshovitz-Attias , Jeongwoo Ko , Alan Cowen , Gaurav Nemade , Sujith Ravi

Following the financial crisis of the late 2000s, policy makers have shown considerable interest in monitoring financial stability. Several central banks now publish indices of financial stress, which are essentially based upon market…

General Finance · Quantitative Finance 2015-08-24 Paul Ormerod , Rickard Nyman , David Tuckett

Newsletters and social networks can reflect the opinion about the market and specific stocks from the perspective of analysts and the general public on products and/or services provided by a company. Therefore, sentiment analysis of these…

Computation and Language · Computer Science 2021-12-28 Elvys Linhares Pontes , Mohamed Benjannet

Cryptocurrency markets are characterized by extreme volatility, making accurate forecasts essential for effective risk management and informed trading strategies. Traditional deterministic (point) forecasting methods are inadequate for…

Statistical Finance · Quantitative Finance 2025-08-25 Grzegorz Dudek , Witold Orzeszko , Piotr Fiszeder

The main approaches to sentiment analysis are rule-based methods and ma-chine learning, in particular, deep neural network models with the Trans-former architecture, including BERT. The performance of neural network models in the tasks of…

Computation and Language · Computer Science 2021-11-22 Elena Razova , Sergey Vychegzhanin , Evgeny Kotelnikov

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

Micro-blogging sources such as the Twitter social network provide valuable real-time data for market prediction models. Investors' opinions in this network follow the fluctuations of the stock markets and often include educated speculations…

Speech is the most common way humans express their feelings, and sentiment analysis is the use of tools such as natural language processing and computational algorithms to identify the polarity of these feelings. Even though this field has…

This study explores the comparative performance of cutting-edge AI models, i.e., Finaance Bidirectional Encoder representations from Transsformers (FinBERT), Generatice Pre-trained Transformer GPT-4, and Logistic Regression, for sentiment…

Machine Learning · Computer Science 2024-12-11 Olamilekan Shobayo , Sidikat Adeyemi-Longe , Olusogo Popoola , Bayode Ogunleye

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

Digital cryptocurrencies such as Bitcoin have exploded in recent years in both popularity and value. By their novelty, cryptocurrencies tend to be both volatile and highly speculative. The capricious nature of these coins is helped…

Social and Information Networks · Computer Science 2023-03-06 Aos Mulahuwaish , Matthew Loucks , Basheer Qolomany , Ala Al-Fuqaha

This study integrates real-time sentiment analysis from financial news, GPT-2 and FinBERT, with technical indicators and time-series models like ARIMA and ETS to optimize S&P 500 trading strategies. By merging sentiment data with momentum…

Computational Finance · Quantitative Finance 2025-07-15 Haojie Liu , Zihan Lin , Randall R. Rojas

This thesis explores the ways by how people express their opinions on German Twitter, examines current approaches to automatic mining of these feelings, and proposes novel methods, which outperform state-of-the-art techniques. For this…

Computation and Language · Computer Science 2019-12-02 Wladimir Sidorenko

We investigate whether pre-trained bidirectional transformers with sentiment and emotion information improve stance detection in long discussions of contemporary issues. As a part of this work, we create a novel stance detection dataset…

Computation and Language · Computer Science 2020-06-02 Marjan Hosseinia , Eduard Dragut , Arjun Mukherjee