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相关论文: A Novel Twitter Sentiment Analysis Model with Base…

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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

Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…

统计金融 · 定量金融 2023-09-04 Ali Asgarov

This paper proposes a novel adaptive algorithm for the automated short-term trading of financial instrument. The algorithm adopts a semantic sentiment analysis technique to inspect the Twitter posts and to use them to predict the behaviour…

社会与信息网络 · 计算机科学 2018-01-17 Paolo Cremonesi , Chiara Francalanci , Alessandro Poli , Roberto Pagano , Luca Mazzoni , Alberto Maggioni , Mehdi Elahi

We build a new measure of credit and financial market sentiment using Natural Language Processing on Twitter data. We find that the Twitter Financial Sentiment Index (TFSI) correlates highly with corporate bond spreads and other price- and…

综合经济学 · 经济学 2023-05-26 Travis Adams , Andrea Ajello , Diego Silva , Francisco Vazquez-Grande

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

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

机器学习 · 计算机科学 2021-05-05 Roderick Karlemstrand , Ebba Leckström

As microblogging services like Twitter are becoming more and more influential in today's globalised world, its facets like sentiment analysis are being extensively studied. We are no longer constrained by our own opinion. Others opinions…

社会与信息网络 · 计算机科学 2017-01-12 Tapan Sahni , Chinmay Chandak , Naveen Reddy Chedeti , Manish Singh

The increasing availability of "big" (large volume) social media data has motivated a great deal of research in applying sentiment analysis to predict the movement of prices within financial markets. Previous work in this field investigates…

计算工程、金融与科学 · 计算机科学 2018-11-08 Ellie Birbeck , Dave Cliff

One of the pillars to build a country's economy is the stock market. Over the years, people are investing in stock markets to earn as much profit as possible from the amount of money that they possess. Hence, it is vital to have a…

统计金融 · 定量金融 2022-03-17 Ishu Gupta , Tarun Kumar Madan , Sukhman Singh , Ashutosh Kumar Singh

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

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

机器学习 · 计算机科学 2024-12-02 Lida Shahbandari , Elahe Moradi , Mohammad Manthouri

Sentiment-based stock prediction systems aim to explore sentiment or event signals from online corpora and attempt to relate the signals to stock price variations. Both the feature-based and neural-networks-based approaches have delivered…

计算与语言 · 计算机科学 2020-08-19 Yue Zhou , Kerstin Voigt

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

Stock trend analysis has been an influential time-series prediction topic due to its lucrative and inherently chaotic nature. Many models looking to accurately predict the trend of stocks have been based on Recurrent Neural Networks (RNNs).…

统计金融 · 定量金融 2023-05-25 Harsimrat Kaeley , Ye Qiao , Nader Bagherzadeh

In this paper, we investigate the impact of the social media data in predicting the Tehran Stock Exchange (TSE) variables for the first time. We consider the closing price and daily return of three different stocks for this investigation.…

统计金融 · 定量金融 2020-03-05 Arezoo Hatefi Ghahfarrokhi , Mehrnoush Shamsfard

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

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…

计算工程、金融与科学 · 计算机科学 2024-03-08 Raffaele Giuseppe Cestari , Simone Formentin

Financial Sentiment Analysis (FSA) traditionally relies on human-annotated sentiment labels to infer investor sentiment and forecast market movements. However, inferring the potential market impact of words based on their human-perceived…

计算工程、金融与科学 · 计算机科学 2025-03-04 Hamid Moradi-Kamali , Mohammad-Hossein Rajabi-Ghozlou , Mahdi Ghazavi , Ali Soltani , Amirreza Sattarzadeh , Reza Entezari-Maleki

Stock market prediction presents considerable challenges for investors, financial institutions, and policymakers operating in complex market environments characterized by noise, non-stationarity, and behavioral dynamics. Traditional…

机器学习 · 计算机科学 2026-05-18 Mohammad Al Ridhawi , Mahtab Haj Ali , Hussein Al Osman

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
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