Enhances price sentiment index using survey comments.
problem Improving accuracy in price sentiment analysis.
method Classified comments from Economy Watchers Survey using LLMs.
result Higher correlation with existing indices.
On-device research index
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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48 results for “business sentiment”
Transformer model predicts stock trends using technical data and sentiment analysis.
problem Lack of accurate long-term stock trend prediction using traditional models.
method Developed a Transformer-based model integrating technical stock data and sentiment analysis.
result Transformer model shows significant improvement in directional accuracy over RNNs, especially for longer sequence lengths.
The ability to identify sentiment in text, referred to as sentiment analysis, is one which is natural to adult humans. This task is, however, not one which a computer can perform by default. Identifying sentiments in an automated, algorithmic manner will be a useful capability for business and research in their search …
CFOs Meet LLMsq-fin.CP
LLMs can predict CFO responses to economic surveys
problem Measuring business sentiment
method Prompting an LLM to role-play as a CFO
result LLM reproduces individual human responses
Improved sentiment analysis in Korean finance using masked PLMs.
problem Fine-grained sentiment analysis in non-English finance literature is lacking due to limited annotated data.
method Developed KorFinASC dataset and applied TGT-Masking to PLMs to remove non-stationary knowledge.
result Improved classification accuracy by 22.63% on KorFinASC.
Effectiveness of Artificial Intelligence in Stock Market Prediction based on Machine Learningq-fin.ST
AI models predict stock trends using historical data and public sentiment.
problem Improving stock market prediction accuracy using AI.
method Employed regression and classification ML algorithms for technical and fundamental analysis respectively.
result Median performance suggests AI is not yet superior to stock markets.
This research aims to identify how Bitcoin-related news publications and online discourse are expressed in Bitcoin exchange movements of price and volume. Being inherently digital, all Bitcoin-related fundamental data (from exchanges, as well as transactional data directly from the blockchain) is available online, some…
Study uses LLMs for financial sentiment analysis without fine-tuning.
problem Lack of prescriptive knowledge to leverage generative models in FSA.
method Proposes a design framework with heterogeneous LLM agents based on Minsky's theory.
result Framework yields better accuracies, especially with substantial discussions.
The study distills news sources to analyze stock reactions, finding sentiment has asymmetric and sector-specific effects.
problem Analyzing the influence of financial text sources on stock reactions.
method Mixed text sources from professional platforms, blogs, and message boards were distilled using different lexica to analyze sentiment variables.
result Sentiment has an asymmetric and sector-specific effect on stock reactions.
Predict stock prices using financial news sentiment analysis.
problem Predicting stock market trends for better investment returns.
method Deep Learning (MLP, LSTM, FinBERT-LSTM) integrating news sentiment.
result FinBERT-LSTM model predicts stock prices more accurately.
Study improves retail demand forecasting by integrating macroeconomic data.
problem Lack of accurate demand forecasting due to incomplete data.
method Enriched time series data with macroeconomic variables; compared regression and machine learning models.
result Improved accuracy in predicting retail demand through comprehensive data integration.
Analyzes stock trends and e-commerce user behavior using Twitter data.
problem Understanding the relationship between stock prices, stock news, and e-commerce user behavior.
method Cross-domain analysis using Hadoop, Hive, and Tableau on three datasets.
result Identified correlations between stock sentiment, stock trends, and e-commerce user behavior.
Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firmsq-fin.ST
Study uses TV news to measure climate risks affecting clean energy firms.
problem Understanding how climate risks impact clean energy firms' financial stability.
method Developed climate risk measures from TV news coverage and analyzed their effects on clean energy firms' risks.
result Increased TV news coverage of climate risks correlates with higher systematic risk and lower idiosyncratic risk for clean energy firms.
This paper analyzes how banking risks spread through sentiment and policy shocks.
problem Systemic risk in the U.S. banking system during the 2023 crisis.
method Time-Varying Parameter Vector Autoregression (TVP-VAR) model with 30-day rolling windows.
result Risk spillovers were driven by perceived similarities in bank business models under interest rate pressure.
Developed text classification system for Azerbaijani language.
problem Text clustering problem in Azerbaijani language.
method Machine learning and embedding techniques.
result System successfully categorizes news, product reviews, and more.
The paper compares advanced deep learning models for Indian stock price forecasting.
problem Complexity of stock price forecasting due to numerous influencing factors.
method Utilizes historical data from national banks in India, combines deep learning models and sentiment analysis.
result Achieved higher accuracy in stock price forecasting compared to traditional methods.
Study finds investor sentiment has a significant positive relationship with stock returns in Moroccan and Tunisian markets.
problem Investor sentiment and stock returns relationship in Moroccan and Tunisian markets.
method Used indirect measures of investor sentiment (SENT and ARMS) and Granger causality tests.
result Sentiment has a significant positive relationship with stock returns, but not the other way around.
News sentiment in U.S. economic newspapers has become more persistent over 45 years.
problem Understanding the temporal dynamics of U.S. economic news sentiment over time.
method Daily economic news sentiment index from 1980-2025, analyzed using sentiment indexes.
result News sentiment states have become more persistent, with longer residence times in optimistic or pessimistic regimes.
LLMs improve financial sentiment analysis in finance.
problem Defining and measuring financial sentiment.
method Investigation of sentiment measurement methods and LLMs.
result LLMs enhance financial sentiment analysis.
Study uses Granger causality to show investor sentiment influences stock prices.
problem Understanding the relationship between investor sentiment and stock market movements.
method Applied Granger causality to analyze the relationship between close price index and sentiment score.
result Sentiment analysis shows a positive correlation with stock price movements.
Can textual data be compressed intelligently without losing accuracy in evaluating sentiment? In this study, we propose a novel evolutionary compression algorithm, PARSEC (PARts-of-Speech for sEntiment Compression), which makes use of Parts-of-Speech tags to compress text in a way that sacrifices minimal classification…
Investor sentiment improves model accuracy but complexity doesn't always boost predictive power.
problem Determining the optimal complexity of investor sentiment measures in asset pricing models.
method Comprehensive review of 71 papers from 2000-2021, analyzing various sentiment measures and models.
result Higher complexity of sentiment measures does not necessarily improve predictive power.
Enhanced portfolio selection using sentiment data and LSTM.
problem Improving portfolio selection through sentiment analysis and price prediction.
method Semantic Attention Model for sentiment prediction, LSTM for price prediction, mean-variance strategy for portfolio optimization.
result Sentiment-aware portfolio strategies outperform non-sentiment aware models on average.
Sentiment analysis of DAX40 stocks improves performance by 5.38% annually.
problem Creating a more responsive stock market index using sentiment analysis.
method Extract sentiment from news articles, adjust index weights based on sentiment, compare performance to existing indices.
result Sentiment index outperforms DAX40 by 7.51% annually, adjusted for costs.
Study enhances cryptocurrency sentiment analysis using TikTok and Twitter data.
problem Lack of comprehensive sentiment analysis in cryptocurrency markets.
method Multimodal analysis of TikTok and Twitter data using large language models.
result TikTok's video sentiment influences speculative assets and short-term trends.
\emph{Sentiment Quantification} (i.e., the task of estimating the relative frequency of sentiment-related classes -- such as \textsf{Positive} and \textsf{Negative} -- in a set of unlabelled documents) is an important topic in sentiment analysis, as the study of sentiment-related quantities and trends across a populati…
Constructing Financial Sentimental Factors in Chinese Market Using Natural Language Processingq-fin.CP
In this paper, we design an integrated algorithm to evaluate the sentiment of Chinese market. Firstly, with the help of the web browser automation, we crawl a lot of news and comments from several influential financial websites automatically. Secondly, we use techniques of Natural Language Processing(NLP) under Chinese…
Twitter Permeability to financial events: an experiment towards a model for sensing irregularitiesq-fin.ST
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 uses sentiment analysis to predict implied volatility surface, improving prediction accuracy.
problem Improving prediction accuracy of implied volatility surface.
method Constructed daily high-frequency sentiment data, used VAR method, deep learning (BERT, LSTM), FFT, EMD for sentiment decomposition.
result High-frequency sentiment correlates with ATM options' implied volatility, low-frequency with DOTM options.
BERT improves fine-grained sentiment classification.
problem Fine-grained sentiment classification of text.
method Used BERT for fine-grained sentiment classification.
result BERT outperforms other models for fine-grained sentiment classification.
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 stochastic process. To characterize the joint evolution of sentiment, price, and volatili…
MANA-Net improves market predictions by dynamically weighting news sentiments.
problem Aggregated Sentiment Homogenization in financial news data.
method Dynamic market-news attention mechanism to aggregate sentiments.
result MANA-Net outperforms recent market prediction methods by 1.1% Profit & Loss and 0.252 daily Sharpe ratio.
News attention to financial intermediaries and crises predicts excess bond premium and macroeconomic movements.
problem Drivers of the excess bond premium (EBP).
method News attention to 180 topics captures up to 80% of EBP variation and forecasts macroeconomic movements.
result News attention to financial intermediaries and crises drives up the EBP and predicts macroeconomic downturns.
Python models predict stock sentiment for market-beating returns.
problem Predicting public sentiment for stock trading.
method Crowd-sourced labeled data, trained and evaluated various models.
result Best models predict market-beating returns from public sentiment.
Sentiment analysis from news and social media predicts forex market movements.
problem Forecasting forex market movements using sentiment analysis.
method Lexicon-based analysis and Naive Bayes machine learning.
result Sentiment analysis is effective in predicting forex market movements.
Unifying Topic, Sentiment & Preference in an HDP-Based Rating Regression Model for Online Reviewscs.LG
This paper proposes a new HDP based online review rating regression model named Topic-Sentiment-Preference Regression Analysis (TSPRA). TSPRA combines topics (i.e. product aspects), word sentiment and user preference as regression factors, and is able to perform topic clustering, review rating prediction, sentiment ana…
Transformer models improve financial sentiment measurement.
problem Capturing nuanced sentiment from financial news articles.
method Transformer-based language models for sentiment classification and aggregation.
result Transformer models outperform traditional dictionary-based methods in sentiment classification.
R package sentometrics analyzes text sentiment for predictions.
problem Unlocking value from textual data using sentiment analysis.
method Optimized textual sentiment indexation with R package sentometrics.
result Forecasted CBOE Volatility Index using text sentiment data.
Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Modelsq-fin.CP
Study evaluates if LLMs have company-specific biases in financial sentiment analysis.
problem Evaluating if large language models exhibit company-specific biases in financial sentiment analysis.
method Comparing sentiment scores with and without company names, constructing economic models, and empirical analysis.
result LLMs show company-specific biases in sentiment analysis, impacting investor behavior and stock prices.
Study shows investor sentiment boosts intraday trading in Chinese markets.
problem Impact of investor sentiment on intraday overtrading in Chinese A-share markets.
method High-frequency sentiment indices from social media analyzed for intraday overtrading in CSI 300 and CSI 500 constituents.
result Investor sentiment significantly increases intraday overtrading, especially among institutional investors.
FinEAS models financial sentiment using BERT embeddings.
problem Financial sentiment analysis in markets.
method Supervised fine-tuning of BERT embeddings for financial texts.
result FinEAS outperforms vanilla BERT, LSTM, and FinBERT.
The paper analyzes how news sentiment of companies can affect market movements.
problem Understanding how news sentiment impacts market performance and volatility.
method Applied NLP techniques to analyze news sentiment of 87 companies over 7 years.
result Strong media sentiment towards one company can indicate significant changes in sentiment towards related companies.
Study combines sentiment analysis with traditional models for better S&P 500 trading.
problem Improving trading performance in volatile markets.
method Sentiment analysis from financial news, GPT-2, FinBERT, combined with technical indicators and time-series models.
result Combining sentiment-driven insights with traditional models improves trading performance.
Research integrates sentiment analysis with reinforcement learning for better trading strategies.
problem Improving trading performance by integrating sentiment data.
method Developed a sentiment-driven trading system using a large language model and reinforcement learning.
result Sentiment signals from FinGPT improve trading performance when combined with technical indicators.
ArSentD-LEV: A Multi-Topic Corpus for Target-based Sentiment Analysis in Arabic Levantine Tweetscs.CL
Sentiment analysis is a highly subjective and challenging task. Its complexity further increases when applied to the Arabic language, mainly because of the large variety of dialects that are unstandardized and widely used in the Web, especially in social media. While many datasets have been released to train sentiment …
New formula classifies product reviews into higher and lower ratings based on sentiment analysis.
problem Lack of research on using sentiment analysis for classifying text into ratings.
method Redefined sentiment proportions as a triangle structure to derive variables for classifying text into higher and lower ratings.
result Proved a dependence exists between sentiments and ratings.
Improved sentiment analysis with multimodal data.
problem Cross-modal sentiment analysis in social media, customer service, and video blogs.
method Gated mechanism for attention-based learning of cross-modal interactions, with experiments on CMU-MOSI and CMU-MOSEI datasets.
result 1.6% and 1.34% absolute improvement over state-of-the-art.
In this paper we continue the study of the simulated stock market framework defined by the driving sentiment processes. We focus on the market environment driven by the buy/sell trading sentiment process of the Markov chain type. We apply the methodology of the Hidden Markov Models and the Recurrent Neural Networks to …