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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

Volatility prediction--an essential concept in financial markets--has recently been addressed using sentiment analysis methods. We investigate the sentiment of annual disclosures of companies in stock markets to forecast volatility. We…

Information Retrieval · Computer Science 2018-04-05 Navid Rekabsaz , Mihai Lupu , Artem Baklanov , Allan Hanbury , Alexander Duer , Linda Anderson

An important part of the information gathering and data analysis is to find out what people think about, either a product or an entity. Twitter is an opinion rich social networking site. The posts or tweets from this data can be used for…

Information Retrieval · Computer Science 2024-09-05 Dwarampudi Mahidhar Reddy , N V Subba Reddy , N V Subba Reddy

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

Nowadays, an abundance of short text is being generated that uses nonstandard writing styles influenced by regional languages. Such informal and code-switched content are under-resourced in terms of labeled datasets and language models even…

Computation and Language · Computer Science 2020-04-07 Muhammad Haroon Shakeel , Asim Karim

The rapid advancement of Large Language Models (LLMs) has spurred discussions about their potential to enhance quantitative trading strategies. LLMs excel in analyzing sentiments about listed companies from financial news, providing…

Computation and Language · Computer Science 2024-05-07 Haohan Zhang , Fengrui Hua , Chengjin Xu , Hao Kong , Ruiting Zuo , Jian Guo

Domain adaptation is important in sentiment analysis as sentiment-indicating words vary between domains. Recently, multi-domain adaptation has become more pervasive, but existing approaches train on all available source domains including…

Computation and Language · Computer Science 2017-02-09 Sebastian Ruder , Parsa Ghaffari , John G. Breslin

What are the limits of automated Twitter sentiment classification? We analyze a large set of manually labeled tweets in different languages, use them as training data, and construct automated classification models. It turns out that the…

Computation and Language · Computer Science 2021-08-31 Igor Mozetic , Miha Grcar , Jasmina Smailovic

Risk assessment across industries is paramount for ensuring a robust and sustainable economy. While previous studies have relied heavily on official statistics for their accuracy, they often lag behind real-time developments. Addressing…

Computation and Language · Computer Science 2024-07-16 Hongyin Zhu

The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via…

Statistical Finance · Quantitative Finance 2020-09-23 Junni L. Zhang , Wolfgang Karl Härdle , Cathy Y. Chen , Elisabeth Bommes

This paper introduces a large collection of time series data derived from Twitter, postprocessed using word embedding techniques, as well as specialized fine-tuned language models. This data comprises the past five years and captures…

Computation and Language · Computer Science 2023-08-07 Daniel Loureiro , Kiamehr Rezaee , Talayeh Riahi , Francesco Barbieri , Leonardo Neves , Luis Espinosa Anke , Jose Camacho-Collados

Sentiment analysis possesses the potential of diverse applicability on digital platforms. Sentiment analysis extracts the polarity to understand the intensity and subjectivity in the text. This work uses a lexicon-based method to perform…

Computation and Language · Computer Science 2024-09-20 Muhammad Raees , Samina Fazilat

The topic of aspect-based sentiment analysis (ABSA) has been explored for a variety of industries, but it still remains much unexplored in finance. The recent release of data for an open challenge (FiQA) from the companion proceedings of…

Computation and Language · Computer Science 2018-08-27 Steve Yang , Jason Rosenfeld , Jacques Makutonin

Cross-lingual aspect-based sentiment analysis (ABSA) involves detailed sentiment analysis in a target language by transferring knowledge from a source language with available annotated data. Most existing methods depend heavily on often…

Computation and Language · Computer Science 2025-08-14 Jakub Šmíd , Pavel Přibáň , Pavel Král

The growing prominence of cryptocurrencies has triggered widespread public engagement and increased speculative activity, particularly on social media platforms. This study introduces a novel classification framework for identifying…

Artificial Intelligence · Computer Science 2026-03-27 Moein Shahiki Tash , Zahra Ahani , Mohim Tash , Mostafa Keikhay Farzaneh , Ari Y. Barrera-Animas , Olga Kolesnikova

Predicting investors reactions to financial and political news is important for the early detection of stock market jitters. Evidence from several recent studies suggests that online social media could improve prediction of stock market…

Social and Information Networks · Computer Science 2017-09-20 Fani Tsapeli , Nikolaos Bezirgiannidis , Peter Tino , Mirco Musolesi

Sentiment analysis (SA) has been, and is still, a thriving research area. However, the task of Arabic sentiment analysis (ASA) is still underrepresented in the body of research. This study offers the first in-depth and in-breadth analysis…

Computation and Language · Computer Science 2024-03-05 Latifah Almurqren , Ryan Hodgson , Alexandra Cristea

Stock price prediction can be made more efficient by considering the price fluctuations and understanding the sentiments of people. A limited number of models understand financial jargon or have labelled datasets concerning stock price…

Statistical Finance · Quantitative Finance 2021-03-31 Mukul Jaggi , Priyanka Mandal , Shreya Narang , Usman Naseem , Matloob Khushi

This study performs analysis of Predictive statements, Hope speech, and Regret Detection behaviors within cryptocurrency-related discussions, leveraging advanced natural language processing techniques. We introduce a novel classification…

Computation and Language · Computer Science 2024-09-05 Moein Shahiki Tash , Zahra Ahani , Mohim Tash , Olga Kolesnikova , Grigori Sidorov

Opinion prediction on Twitter is challenging due to the transient nature of tweet content and neighbourhood context. In this paper, we model users' tweet posting behaviour as a temporal point process to jointly predict the posting time and…

Social and Information Networks · Computer Science 2020-05-28 Lixing Zhu , Yulan He , Deyu Zhou