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We explore how to crawl financial forum data such as stock bars and combine them with deep learning models for sentiment analysis. In this paper, we will use the BERT model to train against the financial corpus and predict the SZSE…

计算金融 · 定量金融 2022-05-11 Chenrui Zhang

The fusion of public sentiment data in the form of text with stock price prediction is a topic of increasing interest within the financial community. However, the research literature seldom explores the application of investor sentiment in…

投资组合管理 · 定量金融 2022-03-14 Mufhumudzi Muthivhi , Terence L. van Zyl

Temporal data distribution shift is prevalent in the financial text. How can a financial sentiment analysis system be trained in a volatile market environment that can accurately infer sentiment and be robust to temporal data distribution…

计算与语言 · 计算机科学 2023-10-20 Yue Guo , Chenxi Hu , Yi Yang

Cryptocurrencies have gained significant attention in recent years due to their decentralized nature and potential for financial innovation. Thus, the ability to accurately predict its price has become a subject of great interest for…

机器学习 · 计算机科学 2024-10-21 Arthur Emanuel de Oliveira Carosia

Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic…

综合金融 · 定量金融 2019-04-01 Rosdyana Mangir Irawan Kusuma , Trang-Thi Ho , Wei-Chun Kao , Yu-Yen Ou , Kai-Lung Hua

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

综合金融 · 定量金融 2020-09-08 Qiao Zhou , Ningning Liu

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…

机器学习 · 计算机科学 2019-09-30 Yancong Xie , Hongxun Jiang

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…

计算与语言 · 计算机科学 2024-04-05 Enmin Zhu , Jerome Yen

We have applied a Long Short-Term Memory neural network to model S&P 500 volatility, incorporating Google domestic trends as indicators of the public mood and macroeconomic factors. In a held-out test set, our Long Short-Term Memory model…

计算金融 · 定量金融 2016-02-17 Ruoxuan Xiong , Eric P. Nichols , Yuan Shen

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

统计金融 · 定量金融 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

Effective representation of a text is critical for various natural language processing tasks. For the particular task of Chinese sentiment analysis, it is important to understand and choose an effective representation of a text from…

计算与语言 · 计算机科学 2018-08-10 Pengfei Liu , Ji Zhang , Cane Wing-Ki Leung , Chao He , Thomas L. Griffiths

Understanding customer sentiments is of paramount importance in marketing strategies today. Not only will it give companies an insight as to how customers perceive their products and/or services, but it will also give them an idea on how to…

计算与语言 · 计算机科学 2020-06-17 Abien Fred Agarap

Stock market prediction has been an important topic for investors, researchers, and analysts. Because it is affected by too many factors, stock market prediction is a difficult task to handle. In this study, we propose a novel method that…

人工智能 · 计算机科学 2021-07-05 Anil Berk Altuner , Zeynep Hilal Kilimci

This study addressed the complex task of sentiment analysis on a dataset of 119,988 original tweets from Weibo using a Convolutional Neural Network (CNN), offering a new approach to Natural Language Processing (NLP). The data, sourced from…

计算与语言 · 计算机科学 2023-07-14 Yufei Xie , Rodolfo C. Raga

In today's complex and volatile financial market environment, risk management of multi-asset portfolios faces significant challenges. Traditional risk assessment methods, due to their limited ability to capture complex correlations between…

风险管理 · 定量金融 2025-02-14 Fu Lei , Ge Shi

Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…

计算工程、金融与科学 · 计算机科学 2019-03-11 Ran Zhao , Yuntian Deng , Mark Dredze , Arun Verma , David Rosenberg , Amanda Stent

This paper is to explore the possibility to use alternative data and artificial intelligence techniques to trade stocks. The efficacy of the daily Twitter sentiment on predicting the stock return is examined using machine learning methods.…

人工智能 · 计算机科学 2018-01-09 Catherine Xiao , Wanfeng Chen

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…

计算与语言 · 计算机科学 2019-04-14 Shervin Minaee , Elham Azimi , AmirAli Abdolrashidi

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

Mining financial text documents and understanding the sentiments of individual investors, institutions and markets is an important and challenging problem in the literature. Current approaches to mine sentiments from financial texts largely…

信息检索 · 计算机科学 2018-11-28 Srikumar Krishnamoorthy