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相关论文: Sentiment-Based Prediction of Alternative Cryptocu…

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In this paper, we propose a modified Levy jump diffusion model with market sentiment memory for stock prices, where the market sentiment comes from data mining implementation using Tweets on Twitter. We take the market sentiment process,…

统计金融 · 定量金融 2017-09-13 Zheqing Zhu , Jian-guo Liu , Lei Li

This study investigates how social media sentiment derived from Reddit comments can be used to enhance investment decisions in a way that offers higher returns with lower risk. Using BERTweet we analyzed over 2 million Reddit comments from…

社会与信息网络 · 计算机科学 2025-08-05 Gatik Goyal , Sharvil Phadke , Arnav Sharma , Huifang Qin

Cryptocurrency is a fast-moving space, with a continuous influx of new projects every year. However, an increasing number of incidents in the space, such as hacks and security breaches, threaten the growth of the community and the…

计算工程、金融与科学 · 计算机科学 2024-03-12 Inwon Kang , Maruf Ahmed Mridul , Abraham Sanders , Yao Ma , Thilanka Munasinghe , Aparna Gupta , Oshani Seneviratne

We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content,…

统计金融 · 定量金融 2024-10-28 Vincent Gurgul , Stefan Lessmann , Wolfgang Karl Härdle

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

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

With the advent of fast-paced information dissemination and retrieval, it has become inherently important to resort to automated means of predicting stock market prices. In this paper, we propose Taureau, a framework that leverages Twitter…

计算机与社会 · 计算机科学 2023-04-03 Nicholas Milikich , Joshua Johnson

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

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

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…

社会与信息网络 · 计算机科学 2017-09-20 Fani Tsapeli , Nikolaos Bezirgiannidis , Peter Tino , Mirco Musolesi

This paper analyzes correlations and causalities between Bitcoin market indicators and Twitter posts containing emotional signals on Bitcoin. Within a timeframe of 104 days (November 23rd 2013 - March 7th 2014), about 160,000 Twitter posts…

社会与信息网络 · 计算机科学 2016-01-19 Jermain Kaminski

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

交易与市场微观结构 · 定量金融 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

Accurately predicting short-term stock price movement remains a challenging task due to the market's inherent volatility and sensitivity to investor sentiment. This paper discusses a deep learning framework that integrates emotion features…

机器学习 · 计算机科学 2025-10-07 An Vuong , Susan Gauch

Using machine learning and alternative data for the prediction of financial markets has been a popular topic in recent years. Many financial variables such as stock price, historical volatility and trade volume have already been through…

计算金融 · 定量金融 2020-09-18 Thomas Dierckx , Jesse Davis , Wim Schoutens

The rise of ChatGPT has brought a notable shift to the AI sector, with its exceptional conversational skills and deep grasp of language. Recognizing its value across different areas, our study investigates ChatGPT's capacity to predict…

统计金融 · 定量金融 2023-11-14 Ummara Mumtaz , Summaya Mumtaz

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…

The goal of this project is to create and study novel techniques to identify early warning signals for socially disruptive events, like riots, wars, or revolutions using only publicly available data on social media. Such techniques need to…

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

Since Bitcoin first appeared on the scene in 2009, cryptocurrencies have become a worldwide phenomenon as important decentralized financial assets. Their decentralized nature, however, leads to notable volatility against traditional fiat…

统计金融 · 定量金融 2024-10-23 Zeyd Boukhers , Azeddine Bouabdallah , Cong Yang , Jan Jürjens

Artificial intelligence (AI)-powered recommender systems play a crucial role in determining the content that users are exposed to on social media platforms. However, the behavioural patterns of these systems are often opaque, complicating…

社会与信息网络 · 计算机科学 2023-09-20 Giulio Corsi