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Extraction of sentiment signals from news text, stock message boards, and business reports, for stock movement prediction, has been a rising field of interest in finance. Building upon past literature, the most recent works attempt to…

Computation and Language · Computer Science 2023-01-26 Guijin Son , Hanwool Lee , Nahyeon Kang , Moonjeong Hahm

There is empirical evidence that recovery rates tend to go down just when the number of defaults goes up in economic downturns. This has to be taken into account in estimation of the capital against credit risk required by Basel II to cover…

Risk Management · Quantitative Finance 2014-11-03 Pavel V. Shevchenko , Xiaolin Luo

The increasing digitization of political speech has opened the door to studying a new dimension of political behavior using text analysis. This work investigates the value of word-level statistical data from the US Congressional…

General Economics · Economics 2018-09-05 Eitan Sapiro-Gheiler

The growing incidents of counterfeiting and associated economic and health consequences necessitate the development of active surveillance systems capable of producing timely and reliable information for all stake holders in the…

Social and Information Networks · Computer Science 2015-10-20 Haruna Isah , Daniel Neagu , Paul Trundle

Insider threats wield an outsized influence on organizations, disproportionate to their small numbers. This is due to the internal access insiders have to systems, information, and infrastructure. %One example of this influence is where…

Cryptography and Security · Computer Science 2025-06-05 Haywood Gelman , John D. Hastings

Annual Reports of publicly listed companies contain vital information about their financial health which can help assess the potential impact on Stock price of the firm. These reports are comprehensive in nature, going up to, and sometimes…

Statistical Finance · Quantitative Finance 2023-09-07 Udit Gupta

The application of Machine learning to finance has become a familiar approach, even more so in stock market forecasting. The stock market is highly volatile, and huge amounts of data are generated every minute globally. The extraction of…

Computation and Language · Computer Science 2024-01-03 Sai Akash Bathini , Dagli Cihan

With uncertain changes of the economic environment, macroeconomic downturns during recessions and crises can hardly be explained by a Gaussian structural shock. There is evidence that the distribution of macroeconomic variables is skewed…

Econometrics · Economics 2021-05-25 Sune Karlsson , Stepan Mazur , Hoang Nguyen

Reasonable pricing of data products enables data trading platforms to maximize revenue and foster the growth of the data trading market. The textual semantics of data products are vital for pricing and contain significant value that remains…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Ruize Gao , Feng Xiao , Jinpu Li , Shaoze Cui

News items have a significant impact on stock markets but the ways are obscure. Many previous works have aimed at finding accurate stock market forecasting models. In this paper, we use text mining and sentiment analysis on Chinese online…

Machine Learning · Computer Science 2019-09-30 Yancong Xie , Hongxun Jiang

This paper discusses how to crawl the data of financial forums such as stock bar, and conduct emotional analysis combined with the in-depth learning model. This paper will use the Bert model to train the financial corpus and predict the…

Statistical Finance · Quantitative Finance 2022-05-16 Chenrui Zhang

With the proliferation of its applications in various industries, sentiment analysis by using publicly available web data has become an active research area in text classification during these years. It is argued by researchers that…

Computation and Language · Computer Science 2013-08-06 Jimmy SJ. Ren , Wei Wang , Jiawei Wang , Stephen Shaoyi Liao

Today, the economy is greatly influenced by Artificial General Intelligence (AGI). The purpose of this paper is to determine the impact of the quantitative relations of AGI on the country's economic parameters. The authors use the analysis…

General Finance · Quantitative Finance 2025-06-05 Davit Gondauri

A multitude of interconnected risk events -- ranging from regulatory changes to geopolitical tensions -- can trigger ripple effects across firms. Identifying inter-firm risk relations is thus crucial for applications like portfolio…

Computation and Language · Computer Science 2025-12-01 Wei-Ning Chiu , Yu-Hsiang Wang , Andy Hsiao , Yu-Shiang Huang , Chuan-Ju Wang

Manner and result verbs encode different aspects of event structure and have been discussed in developmental work as a potentially informative distinction for studying early verb learning. However, this distinction remains difficult to…

Compositional data are contemporarily defined as positive vectors, the ratios among whose elements are of interest to the researcher. Financial statement analysis by means of accounting ratios a.k.a. financial ratios fulfils this definition…

Statistical Finance · Quantitative Finance 2026-05-29 Germà Coenders , Núria Arimany Serrat

Sentiment analysis, widely used in product reviews, also impacts financial markets by influencing asset prices through microblogs and news articles. Despite research in sentiment-driven finance, many studies focus on sentence-level…

Financial sentiment analysis is crucial for trading and investment decision-making. This study introduces an adaptive retrieval augmented framework for Large Language Models (LLMs) that aligns with human instructions through Instruction…

Computational Engineering, Finance, and Science · Computer Science 2024-10-22 Zijie Zhao , Roy E. Welsch

Sentiment analysis plays a crucial role in understanding the sentiment expressed in text data. While sentiment analysis research has been extensively conducted in English and other Western languages, there exists a significant gap in…

Computation and Language · Computer Science 2023-10-03 Aabha Pingle , Aditya Vyawahare , Isha Joshi , Rahul Tangsali , Geetanjali Kale , Raviraj Joshi

Detecting opportunities and threats from massive text data is a challenging task for most. Traditionally, companies would rely mainly on structured data to detect and predict risks, losing a huge amount of information that could be…

Computation and Language · Computer Science 2022-11-24 Hasna Najmi , Mounia Mikram , Maryem Rhanoui , Siham Yousfi
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