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Training machine learning models for predicting stock market share prices is an active area of research since the automatization of trading such papers was available in real time. While most of the work in this field of research is done by…

Statistical Finance · Quantitative Finance 2023-09-14 Mario Mitsuo Akita , Everton Josue da Silva

Financial sentiment has become a crucial yet complex concept in finance, increasingly used in market forecasting and investment strategies. Despite its growing importance, there remains a need to define and understand what financial…

Statistical Finance · Quantitative Finance 2025-04-07 Kemal Kirtac , Guido Germano

This study examined the endogenous nature of negative bubbles forming in meme stocks with the Log-Periodic Power Law (LPPL) Confidence Indicator (CI). A meme stock is a stock that has gained a significant amount of attention on a large…

Applications · Statistics 2021-10-13 Hideyuki Takagi

The role of social media in information dissemination and agenda-setting has significantly expanded in recent years. By offering real-time interactions, online platforms have become invaluable tools for studying societal responses to…

r/wallstreetbets (WallStreetBets or WSB) is a subreddit devoted to irreverent memes and high-risk options trading. As of March 30, 2020, the subreddit boasts a usership of nearly 1.1 millions subscribers and self-describes as "if 4chan…

Human-Computer Interaction · Computer Science 2021-01-29 Christian Boylston , Beatriz Palacios , Plamen Tassev , Amy Bruckman

Predicting financial returns accurately poses a significant challenge due to the inherent uncertainty in financial time series data. Enhancing prediction models' performance hinges on effectively capturing both social and financial…

Computational Engineering, Finance, and Science · Computer Science 2024-03-08 Raffaele Giuseppe Cestari , Simone Formentin

The primary objective of this work is to develop a Neural Network based on LSTM to predict stock market movements using tweets. Word embeddings, used in the LSTM network, are initialised using Stanford's GloVe embeddings, pretrained…

Artificial Intelligence · Computer Science 2021-01-25 Kavyashree Ranawat , Stefano Giani

Modeling user engagement dynamics on social media has compelling applications in user-persona detection and political discourse mining. Most existing approaches depend heavily on knowledge of the underlying user network. However, a large…

Social and Information Networks · Computer Science 2020-06-16 Subhabrata Dutta , Sarah Masud , Soumen Chakrabarti , Tanmoy Chakraborty

Social Networks represent one of the most important online sources to share content across a world-scale audience. In this context, predicting whether a post will have any impact in terms of engagement is of crucial importance to drive the…

Social and Information Networks · Computer Science 2023-06-21 Marco Arazzi , Marco Cotogni , Antonino Nocera , Luca Virgili

This document presents an in-depth examination of stock market sentiment through the integration of Convolutional Neural Networks (CNN) and Gated Recurrent Units (GRU), enabling precise risk alerts. The robust feature extraction capability…

Machine Learning · Computer Science 2024-12-16 You Wu , Mengfang Sun , Hongye Zheng , Jinxin Hu , Yingbin Liang , Zhenghao Lin

We propose a mathematical model for the word-of-mouth communications among stock investors through social networks and explore how the changes of the investors' social networks influence the stock price dynamics and vice versa. An investor…

Trading and Market Microstructure · Quantitative Finance 2016-02-22 Li-Xin Wang

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

Prior to November of 2022, the topic of synthetic media was largely buried within academic journals, constrained to conversations about national security, and often fundamentally misunderstood. The release of ChatGPT, however, has…

Computers and Society · Computer Science 2023-06-09 Nicholas Gerard Keeley

While sentiment analysis is the staple of financial NLP, capturing the nuances of 'why' behind that sentiment remains a challenge. There have been attempts to address this by analysing investor emotions alongside sentiment; however, this…

Computation and Language · Computer Science 2026-05-06 Gaurav Negi , Paul Buitelaar

Large language models (LLMs), including ChatGPT, can extract profitable trading signals from the sentiment in news text. However, backtesting such strategies poses a challenge because LLMs are trained on many years of data, and backtesting…

General Finance · Quantitative Finance 2023-10-02 Paul Glasserman , Caden Lin

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…

Computation and Language · Computer Science 2025-02-25 Arsen Tolebay Nurlanuly

Microblogs have become a social platform for people to express their emotions in real-time, and it is a trend to analyze user emotional tendencies from the information on Microblogs. The dynamic features of emojis can affect the sentiment…

Computation and Language · Computer Science 2022-06-27 Deng Yang , Liu Kejian , Yang Cheng , Feng Yuanyuan , Li Weihao

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

We present a machine learning approach for predicting social media engagement (comments and likes) from emotional and temporal features. The dataset contains 600 songs with annotations for valence, arousal, and related sentiment metrics. A…

Machine Learning · Computer Science 2025-09-01 Yunwoo Kim , Junhyuk Hwang

ChatGPT sets a new record with the fastest-growing user base, as a chatbot powered by a large language model (LLM). While it demonstrates state-of-the-art capabilities in a variety of language-generation tasks, it also raises widespread…

Computation and Language · Computer Science 2024-02-15 Ratanond Koonchanok , Yanling Pan , Hyeju Jang