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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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20405979 · Oct 202519922001200920172026
48 results for Financial Twitter

Research shows Twitter is permeable to financial events, influencing its content and sentiment.

problem Investigating how Twitter reacts to financial events.
method Conducted experiments on a specific financial event (Tesco PLC and Booker Group PLC merger announcement).
result Twitter is permeable to financial events, affecting its content and sentiment.

Study shows frequent 'stock' mentions on Twitter correlate with stock market declines.

problem Understanding how social media impacts financial markets during pandemics.
method Collected over 26 million tweets about COVID-19, analyzed using natural language processing.
result More frequent use of 'stock' in tweets predicts substantial declines in stock market indices.

System detects financial forecasts in tweets, achieving high precision.

problem Detecting financial forecasts in social media messages.
method Natural Language Processing and Machine Learning techniques for real-time analysis.
result Achieves over 90% precision for financial forecasts.

DeepTrust uses NLP to quickly identify and verify financial anomalies on Twitter.

problem Unreliable information in financial markets leading to unexpected price changes.
method Machine learning for anomaly detection, NLP for information retrieval and reliability assessment.
result DeepTrust outperforms baseline classifiers in identifying financial anomalies.

A new Twitter sentiment model predicts stock market trends with high accuracy.

problem Real-time prediction of future stock market prices.
method Baseline correlation approach using polynomial regression, classification, and lexicon-based sentiment analysis.
result Predicts stock market trends with 67.22% accuracy, up to 15 time samples in advance.

Study predicts cryptocurrency price movements using Twitter sentiment analysis.

problem Predicting short-term price movements of cryptocurrencies.
method Conditional examination of return and excess return rates following tweet publication.
result Statistically significant increases in return rates within the first three minutes after tweet publication.

The Efficient Market Hypothesis (EMH) is widely accepted to hold true under certain assumptions. One of its implications is that the prediction of stock prices at least in the short run cannot outperform the random walk model. Yet, recently many studies stressing the psychological and social dimension of financial beha…

2013-10-20abs ↗pdf ↗

Twitter has been proven to be a notable source for predictive modelling on various domains such as the stock market, the dissemination of diseases or sports outcomes. However, such a study has not been conducted in football (soccer) so far. The purpose of this research was to study whether data mined from Twitter can b…

2014-11-05abs ↗pdf ↗

In recent years, we have been faced with a series of natural disasters causing a tremendous amount of financial, environmental, and human losses. The unpredictable nature of natural disasters' behavior makes it hard to have a comprehensive situational awareness (SA) to support disaster management. Using opinion surveys…

2019-03-07abs ↗pdf ↗

PreBit predicts Bitcoin price movements using social media and financial data.

problem Predicting extreme price movements of Bitcoin due to its volatility and speculative trading.
method Hybrid model combining FinBERT embeddings of Twitter content with candlestick data and technical indicators.
result The hybrid model can predict significant market movements with a profitable trading strategy.

The problem of predicting the location of users on large social networks like Twitter has emerged from real-life applications such as social unrest detection and online marketing. Twitter user geolocation is a difficult and active research topic with a vast literature. Most of the proposed methods follow either a conte…

2017-12-21abs ↗pdf ↗

Twitter has provided a great opportunity for public libraries to disseminate information for a variety of purposes. Twitter data have been applied in different domains such as health, politics, and history. There are thousands of public libraries in the US, but no study has yet investigated the content of their social …

2018-08-17abs ↗pdf ↗

This paper examines feature selection for extracting user intentions from Twitter.

problem Extracting user intentions from informal, misspelled tweets.
method Developed a dataset from Twitter feeds, used two feature selection techniques (Information Gain and hybrid forward selection), and applied four classification algorithms.
result The hybrid feature selection approach outperformed the Information Gain method.

This paper studies users' perception regarding a controversial product, namely self-driving (autonomous) cars. To find people's opinion regarding this new technology, we used an annotated Twitter dataset, and extracted the topics in positive and negative tweets using an unsupervised, probabilistic model known as topic …

2018-04-05abs ↗pdf ↗

Study finds Twitter activity correlates with stock volatility but not sentiment.

problem Understanding the impact of social media on stock market dynamics.
method Collected and analyzed tweets from Twitter and Reddit, examining their sentiment and correlation with stock volatility.
result Twitter activity correlates with stock volatility but not sentiment.

Adversarial tweets can fool stock prediction models, causing financial loss.

problem Vulnerability of stock prediction models to adversarial attacks on social media.
method Solving combinatorial optimization problems with semantic and budget constraints to generate adversarial tweets.
result Adversarial tweets can fool stock prediction models and cause significant financial loss.

Twitmo analyzes geo-tagged Twitter data for topic modeling and visualization.

problem Analyzing public discourse on Twitter for various topics, parties, or individuals.
method Collects and preprocesses geo-tagged Tweets, applies LDA, CTM, STM, and visualizes results.
result Automatic pooling of Tweets into pseudo-documents improves topic coherence.

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 of the stock market. Indeed, the algorithm is specifically developed to take adv…

2018-01-16abs ↗pdf ↗

Study uses machine learning to analyze Twitter sentiments about COVID-19.

problem Examining public concerns and sentiments about COVID-19 from Twitter.
method Machine learning (Latent Dirichlet Allocation) to identify topics and sentiments.
result Identified 13 topics and categorized into five themes, revealing dominant fears and mixed feelings.

This paper forecasts cryptocurrency log-returns using LASSO-VAR and sentiment analysis.

problem Forecasting log-returns of cryptocurrencies using social media sentiment.
method LASSO-VAR model combined with Twitter and Reddit sentiment data.
result The model predicts the correct direction of cryptocurrency returns more than 50% of the time.

Taureau uses Twitter sentiment analysis to predict stock market movement.

problem Predicting stock market movement using public opinion on Twitter.
method Obtained historical tweets, filtered and labeled, generated word embeddings, assessed sentiment scores, correlated with stock price movement, designed and evaluated predictive model.
result Taureau can predict stock price movement from lagged sentiment scores.

Fast, global, and sensitively reacting to political, economic and social events of any kind, these are attributes that social media like Twitter share with foreign exchange markets. The leading assumption of this paper is that information which can be distilled from public debates on Twitter has predictive content for …

2014-02-07abs ↗pdf ↗