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Financial market prediction on the basis of online sentiment tracking has drawn a lot of attention recently. However, most results in this emerging domain rely on a unique, particular combination of data sets and sentiment tracking tools.…

统计金融 · 定量金融 2012-04-19 Huina Mao , Scott Counts , Johan Bollen

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…

机器学习 · 计算机科学 2025-02-11 SriVarsha Mulakala , Umesh Vangapally , Benjamin Larkey , Aidan Henrichs , Corey Wojslaw

Stock market forecasting is very important in the planning of business activities. Stock price prediction has attracted many researchers in multiple disciplines including computer science, statistics, economics, finance, and operations…

计算与语言 · 计算机科学 2019-07-23 Dev Shah , Haruna Isah , Farhana Zulkernine

Financial market forecasting is one of the most attractive practical applications of sentiment analysis. In this paper, we investigate the potential of using sentiment \emph{attitudes} (positive vs negative) and also sentiment…

计算与语言 · 计算机科学 2019-03-14 Andrius Mudinas , Dell Zhang , Mark Levene

We live in a computerized and networked society where many of our actions leave a digital trace and affect other people's actions. This has lead to the emergence of a new data-driven research field: mathematical methods of computer science,…

The stock market is heavily influenced by investor sentiment, which can drive buying or selling behavior. Sentiment analysis helps in gauging the overall sentiment of market participants towards a particular stock or the market as a whole.…

统计金融 · 定量金融 2025-10-21 Tamoghna Mukherjee

Predicting future prices of a stock is an arduous task to perform. However, incorporating additional elements can significantly improve our predictions, rather than relying solely on a stock's historical price data to forecast its future…

统计金融 · 定量金融 2023-08-21 S. Srinivas , R. Gadela , R. Sabu , A. Das , G. Nath , V. Datla

Nowadays, internet has changed the world into a global village. Social Media has reduced the gaps among the individuals. Previously communication was a time consuming and expensive task between the people. Social Media has earned fame…

社会与信息网络 · 计算机科学 2016-10-20 Saqib Iqbal , Ali Zulqurnain , Yaqoob Wani , Khalid Hussain

Social media are increasingly reflecting and influencing behavior of other complex systems. In this paper we investigate the relations between a well-know micro-blogging platform Twitter and financial markets. In particular, we consider, in…

计算机与社会 · 计算机科学 2015-09-30 Gabriele Ranco , Darko Aleksovski , Guido Caldarelli , Miha Grčar , Igor Mozetič

Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

信息检索 · 计算机科学 2016-10-31 Venkata Sasank Pagolu , Kamal Nayan Reddy Challa , Ganapati Panda , Babita Majhi

Macroeconomic variables are known to significantly impact equity markets, but their predictive power for price fluctuations has been underexplored due to challenges such as infrequency and variability in timing of announcements, changing…

综合金融 · 定量金融 2025-03-26 Martina Halousková , Štefan Lyócsa

Emerging interest of trading companies and hedge funds in mining social web has created new avenues for intelligent systems that make use of public opinion in driving investment decisions. It is well accepted that at high frequency trading,…

计算工程、金融与科学 · 计算机科学 2012-12-06 Tushar Rao , Saket Srivastava

The objective of this research is to examine how sentiment analysis can be employed to generate trading signals for the Foreign Exchange (Forex) market. The author assessed sentiment in social media posts and news articles pertaining to the…

统计金融 · 定量金融 2024-03-05 Oluwafemi F Olaiyapo

The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…

机器学习 · 计算机科学 2023-03-28 Andrei Zaichenko , Aleksei Kazakov , Elizaveta Kovtun , Semen Budennyy

Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced short-term market volatility, primarily influenced by…

计算金融 · 定量金融 2024-01-02 Vahidin Jeleskovic , Stephen Mackay

In an increasingly connected global market, news sentiment towards one company may not only indicate its own market performance, but can also be associated with a broader movement on the sentiment and performance of other companies from the…

社会与信息网络 · 计算机科学 2021-02-16 Xingchen Wan , Jie Yang , Slavi Marinov , Jan-Peter Calliess , Stefan Zohren , Xiaowen Dong

We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…

综合金融 · 定量金融 2019-06-04 Jozef Barunik , Cathy Yi-Hsuan Chen , Jan Vecer

We quantify the propagation and absorption of large-scale publicly available news articles from the World Wide Web to financial markets. To extract publicly available information, we use the news archives from the Common Crawl, a nonprofit…

统计金融 · 定量金融 2020-10-26 Metod Jazbec , Barna Pásztor , Felix Faltings , Nino Antulov-Fantulin , Petter N. Kolm

The forecasting of political, economic, and public health indicators using internet activity has demonstrated mixed results. For example, while some measures of explicitly surveyed public opinion correlate well with social media proxies,…

Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…

统计金融 · 定量金融 2020-12-14 Justina Deveikyte , Helyette Geman , Carlo Piccari , Alessandro Provetti
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