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In modern capital market the price of a stock is often considered to be highly volatile and unpredictable because of various social, financial, political and other dynamic factors. With calculated and thoughtful investment, stock market can…

This paper proposes a novel adaptive algorithm for the automated short-term trading of financial instrument. The algorithm adopts a semantic sentiment analysis technique to inspect the Twitter posts and to use them to predict the behaviour…

Social and Information Networks · Computer Science 2018-01-17 Paolo Cremonesi , Chiara Francalanci , Alessandro Poli , Roberto Pagano , Luca Mazzoni , Alberto Maggioni , Mehdi Elahi

The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…

Statistical Finance · Quantitative Finance 2023-09-14 Luke Sanborn , Matthew Sahagun

Background: Eating disorders are increasingly prevalent, and social networks offer valuable information. Objective: Our goal was to identify efficient machine learning models for categorizing tweets related to eating disorders. Methods:…

The nuisance of misinformation and fake news has escalated many folds since the advent of online social networks. Human consciousness and decision-making capabilities are negatively influenced by manipulated, fabricated, biased or…

Social and Information Networks · Computer Science 2021-09-28 Priyanka Meel , Dinesh Kumar Vishwakarma

Unsupervised representation learning for tweets is an important research field which helps in solving several business applications such as sentiment analysis, hashtag prediction, paraphrase detection and microblog ranking. A good tweet…

Computation and Language · Computer Science 2017-06-30 Ganesh J

Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…

Statistical Finance · Quantitative Finance 2024-10-29 Yuxin Liu , Jimin Lin , Achintya Gopal

Pretraining Bidirectional Encoder Representations from Transformers (BERT) for downstream NLP tasks is a non-trival task. We pretrained 5 BERT models that differ in the size of their training sets, mixture of formal and informal Arabic, and…

Computation and Language · Computer Science 2021-02-23 Ahmed Abdelali , Sabit Hassan , Hamdy Mubarak , Kareem Darwish , Younes Samih

Adding linguistic information (syntax or semantics) to neural machine translation (NMT) has mostly focused on using point estimates from pre-trained models. Directly using the capacity of massive pre-trained contextual word embedding models…

Computation and Language · Computer Science 2021-04-08 Hassan S. Shavarani , Anoop Sarkar

The extensive adoption of web technologies in the finance and investment sectors has led to an explosion of financial data, which contributes to the complexity of the forecasting task. Traditional machine learning models exhibit limitations…

Machine Learning · Computer Science 2026-01-21 Renjun Jia , Zian Liu , Peng Zhu , Dawei Cheng , Yuqi Liang

Language model pretraining has led to significant performance gains but careful comparison between different approaches is challenging. Training is computationally expensive, often done on private datasets of different sizes, and, as we…

Computation and Language · Computer Science 2019-07-29 Yinhan Liu , Myle Ott , Naman Goyal , Jingfei Du , Mandar Joshi , Danqi Chen , Omer Levy , Mike Lewis , Luke Zettlemoyer , Veselin Stoyanov

Social media contains useful information about people and the society that could help advance research in many different areas (e.g. by applying opinion mining, emotion/sentiment analysis, and statistical analysis) such as business and…

Computation and Language · Computer Science 2022-05-16 Zahra Movahedi Nia , Ali Ahmadi , Bruce Mellado , Jianhong Wu , James Orbinski , Ali Agary , Jude Dzevela Kong

Recently, pre-trained contextual models, such as BERT, have shown to perform well in language related tasks. We revisit the design decisions that govern the applicability of these models for the passage re-ranking task in open-domain…

Information Retrieval · Computer Science 2021-08-31 Jurek Leonhardt , Fabian Beringer , Avishek Anand

Pretraining deep language models has led to large performance gains in NLP. Despite this success, Schick and Sch\"utze (2020) recently showed that these models struggle to understand rare words. For static word embeddings, this problem has…

Computation and Language · Computer Science 2020-04-30 Timo Schick , Hinrich Schütze

Sentiment analysis is the computational study of opinions and emotions ex-pressed in text. Deep learning is a model that is currently producing state-of-the-art in various application domains, including sentiment analysis. Many researchers…

Computation and Language · Computer Science 2022-11-11 Hendri Murfi , Syamsyuriani , Theresia Gowandi , Gianinna Ardaneswari , Siti Nurrohmah

We present IndoBERTweet, the first large-scale pretrained model for Indonesian Twitter that is trained by extending a monolingually-trained Indonesian BERT model with additive domain-specific vocabulary. We focus in particular on efficient…

Computation and Language · Computer Science 2021-09-13 Fajri Koto , Jey Han Lau , Timothy Baldwin

Transformer Networks have established themselves as the de-facto state-of-the-art for trajectory forecasting but there is currently no systematic study on their capability to model the motion patterns of people, without interactions with…

Computer Vision and Pattern Recognition · Computer Science 2022-03-23 Luca Franco , Leonardo Placidi , Francesco Giuliari , Irtiza Hasan , Marco Cristani , Fabio Galasso

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

In the last few years, emotion detection in social-media text has become a popular problem due to its wide ranging application in better understanding the consumers, in psychology, in aiding human interaction with computers, designing smart…

Computation and Language · Computer Science 2021-03-02 Anshul Wadhawan , Akshita Aggarwal

We introduce a simple yet effective method of integrating contextual embeddings with commonsense graph embeddings, dubbed BERT Infused Graphs: Matching Over Other embeDdings. First, we introduce a preprocessing method to improve the speed…

Computation and Language · Computer Science 2019-10-18 Jeff Da