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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

How the online social media, like Twitter or its variant Weibo, interacts with the stock market and whether it can be a convincing proxy to predict the stock market have been debated for years, especially for China. As the traditional…

Computers and Society · Computer Science 2017-05-02 Zhenkun Zhou , Ke Xu , Jichang Zhao

The analysis of students' emotions and behaviors is crucial for enhancing learning outcomes and personalizing educational experiences. Traditional methods often rely on intrusive visual and physiological data collection, posing privacy…

Computation and Language · Computer Science 2024-08-14 Kaito Tanaka , Benjamin Tan , Brian Wong

This paper covers the two approaches for sentiment analysis: i) lexicon based method; ii) machine learning method. We describe several techniques to implement these approaches and discuss how they can be adopted for sentiment classification…

Computation and Language · Computer Science 2019-02-19 Olga Kolchyna , Tharsis T. P. Souza , Philip Treleaven , Tomaso Aste

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

Statistical Finance · Quantitative Finance 2020-10-16 Qi Zhao

With the popularity of social networks, and e-commerce websites, sentiment analysis has become a more active area of research in the past few years. On a high level, sentiment analysis tries to understand the public opinion about a specific…

Computation and Language · Computer Science 2019-04-14 Shervin Minaee , Elham Azimi , AmirAli Abdolrashidi

In high-frequency trading (HFT), leveraging limit order books (LOB) to model stock price movements is crucial for achieving profitable outcomes. However, this task is challenging due to the high-dimensional and volatile nature of the…

Trading and Market Microstructure · Quantitative Finance 2025-05-30 Jiahao Yang , Ran Fang , Ming Zhang , Jun Zhou

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

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

Sentiment analysis is the process of identifying and categorizing people's emotions or opinions regarding various topics. Analyzing political sentiment is critical for understanding the complexities of public opinion processes, especially…

Midterm stock price prediction is crucial for value investments in the stock market. However, most deep learning models are essentially short-term and applying them to midterm predictions encounters large cumulative errors because they…

Statistical Finance · Quantitative Finance 2019-08-06 Xinyi Li , Yinchuan Li , Xiao-Yang Liu , Christina Dan Wang

Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…

Computation and Language · Computer Science 2020-08-04 Shaan Aryaman , Nguwi Yok Yen

Emojis are being frequently used in todays digital world to express from simple to complex thoughts more than ever before. Hence, they are also being used in sentiment analysis and targeted marketing campaigns. In this work, we performed…

Computation and Language · Computer Science 2025-02-20 Sirisha Velampalli , Chandrashekar Muniyappa , Ashutosh Saxena

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

This project explores emoji prediction from short text sequences using four deep learning architectures: a feed-forward network, CNN, transformer, and BERT. Using the TweetEval dataset, we address class imbalance through focal loss and…

Computation and Language · Computer Science 2025-08-15 Ethan Gordon , Nishank Kuppa , Rigved Tummala , Sriram Anasuri

I explore the relationship between investor emotions expressed on social media and asset prices. The field has seen a proliferation of models aimed at extracting firm-level sentiment from social media data, though the behavior of these…

Pricing of Securities · Quantitative Finance 2024-04-08 Domonkos F. Vamossy

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

Machine Learning · Computer Science 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

Large Language Models (LLMs) have demonstrated impressive performance across various tasks, including sentiment analysis. However, data quality--particularly when sourced from social media--can significantly impact their accuracy. This…

Computation and Language · Computer Science 2025-04-09 Naman Bhargava , Mohammed I. Radaideh , O Hwang Kwon , Aditi Verma , Majdi I. Radaideh

Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…

Computational Finance · Quantitative Finance 2018-11-16 Huicheng Liu

Facial affective behavior analysis (FABA) is crucial for understanding human mental states from images. However, traditional approaches primarily deploy models to discriminate among discrete emotion categories, and lack the fine granularity…

Computer Vision and Pattern Recognition · Computer Science 2024-07-15 Yifan Li , Anh Dao , Wentao Bao , Zhen Tan , Tianlong Chen , Huan Liu , Yu Kong