Study compares sentiment spillover networks from news and social media in tech companies.
problem Understanding how sentiment information flows between companies through news and social media.
method Network-based transfer entropy method to measure and compare sentiment spillover.
result News shows stronger information flow among tech companies after COVID-19.
In online social networks people often express attitudes towards others, which forms massive sentiment links among users. Predicting the sign of sentiment links is a fundamental task in many areas such as personal advertising and public opinion analysis. Previous works mainly focus on textual sentiment classification, …
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.
Information transfer between time series is calculated by using the asymmetric information-theoretic measure known as transfer entropy. Geweke's autoregressive formulation of Granger causality is used to find linear transfer entropy, and Schreiber's general, non-parametric, information-theoretic formulation is used to …
Study finds financial YouTube channel 3PROTV predicts stock market performance and sentiment changes.
problem Determining the informational value of financial YouTube channels.
method Analyzing 3PROTV's content and its impact on stock market performance and sentiment.
result 3PROTV's content, particularly negative sentiment, predicts stock market performance and sentiment changes.
Improved crude oil price forecasting using multi-dimensional LLM sentiment signals.
problem Challenges in predicting crude oil prices due to unstructured news.
method Extracted five sentiment dimensions from GPT-4o, Llama 3.2-3b, and FinBERT models on energy-sector news articles.
result Combining GPT-4o and FinBERT yields the best predictive performance for weekly WTI crude oil futures returns.
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.
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.
This study improves stock price forecasting by analyzing daily news sentiment.
problem Improving stock price forecasting accuracy using news sentiment.
method Data collection, preprocessing, and sentiment analysis of NITY50 stocks' news.
result LSTM models with sentiment scores outperform without them in forecasting stock prices.
This paper uses deep learning to analyze sentiment in financial forums and improve stock market prediction.
problem Improving stock market prediction accuracy through sentiment analysis.
method Crawling financial forum data, training BERT model on financial corpus, and using maximum information coefficient.
result Sentiment features from financial text can reflect stock market fluctuations and improve prediction accuracy.
In this project we analysed how much semantic information images carry, and how much value image data can add to sentiment analysis of the text associated with the images. To better understand the contribution from images, we compared models which only made use of image data, models which only made use of text data, an…
Paper proposes deep learning for fake claim detection on social media.
problem Spread of false information on social media.
method Extended LIAR dataset with sentiment analysis; BERT-Base model for classification.
result 70% accuracy in classifying claims as genuine or fake.
This paper analyzes financial sentiment using LLMs and FinBERT, improving accuracy with few-shot examples.
problem Financial sentiment analysis for market evaluation.
method Application of large language models and FinBERT, with focus on prompt engineering and few-shot learning.
result GPT-4o achieves similar sentiment classification accuracy to FinBERT with fewer examples.
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…
New method reconstructs stable sentiment signals from sparse news data.
problem Transforming raw news sentiment outputs into reliable temporal series.
method Modular three-stage pipeline: aggregation, gap filling, and smoothing.
result Three-week lead-lag pattern between reconstructed sentiment and stock prices.
This study uses NLP to predict stock performance based on analyst reports.
problem Predicting stock performance using textual information from analyst reports.
method Natural language processing (NLP) and a customized BERT deep learning model for Chinese text.
result Strong positive sentiment in analyst reports increases excess return and intraday volatility, while strong negative sentiment increases volatility and trading volume but decreases excess return.
This paper presents a financial analysis over Twitter sentiment analytics extracted from listed retail brands. We investigate whether there is statistically-significant information between the Twitter sentiment and volume, and stock returns and volatility. Traditional newswires are also considered as a proxy for the ma…
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.
Hybrid model predicts stock prices using online forum sentiments and popularity.
problem Predicting stock prices accurately considering investor sentiment.
method XLNET for sentiment analysis, BiLSTM-highway model integration, combining post popularity.
result Hybrid model outperforms traditional methods in stock price prediction.
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.
This paper optimizes cryptocurrency portfolios by integrating sentiment analysis with technical indicators.
problem Effective portfolio management in volatile cryptocurrency markets.
method Dynamic portfolio strategy using technical indicators and sentiment analysis.
result The integrated approach outperforms traditional benchmarks and achieves stronger risk-adjusted returns.
Cross-domain sentiment classification (CDSC) is an importance task in domain adaptation and sentiment classification. Due to the domain discrepancy, a sentiment classifier trained on source domain data may not works well on target domain data. In recent years, many researchers have used deep neural network models for c…
Analyzes ESG impact on stock market performance using social media and news data.
problem Understanding the impact of ESG news on stock market performance.
method Summarized live ESG data from social media and news, created sentiment index, calculated stock price changes, and compared sentiment to performance.
result ESG sentiment correlates with stock price changes, indicating its impact on market performance.
Study shows publicly available news impacts financial markets.
problem Impact of publicly available news on financial markets.
method Extracted news from Common Crawl, identified relevant companies, used sentiment analysis and information theory.
result Publicly available news has significant impact on financial markets.
A new framework predicts stock movements using news sentiment and relational data.
problem Predicting stock prices from textual information is challenging due to market uncertainty and natural language complexity.
method Multi-Graph Recurrent Network (MGRN) combining textual sentiment from financial news and relational data.
result The model outperforms benchmarks in predicting stock movements.
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.
Paper presents a hybrid framework combining sentiment analysis and market indicators for financial portfolio optimization.
problem Improving financial portfolio optimization through better integration of sentiment and market data.
method A three-tier hierarchical RL framework integrating LLMs, DRL, and market data.
result Achieved a 26% annualized return and Sharpe ratio of 1.2, outperforming benchmarks.
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 product or topic, or trends from reviews or tweets. Sentiment analysis plays an…
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. We collected our social media data from Sahamyab.com/stocktwits for about three m…
Detecting and aggregating sentiments toward people, organizations, and events expressed in unstructured social media have become critical text mining operations. Early systems detected sentiments over whole passages, whereas more recently, target-specific sentiments have been of greater interest. In this paper, we pres…
Study analyzes deep learning models for financial sentiment in earnings calls.
problem Leveraging NLP for sentiment analysis in financial transcripts.
method Comparative analysis of BERT, FinBERT, and ULMFiT models.
result Models' strengths and limitations in financial sentiment analysis.
Paper proposes a hybrid model for financial time series prediction using sentiment analysis.
problem Challenges in forecasting in non-stationary, complex environments with heterogeneous data.
method Hybrid model combining GANs with NLP-based sentiment analysis.
result Hybrid model enhances robustness in non-stationary environments.
Automated sentiment analysis and opinion mining is a complex process concerning the extraction of useful subjective information from text. The explosion of user generated content on the Web, especially the fact that millions of users, on a daily basis, express their opinions on products and services to blogs, wikis, so…
With the increasing popularity of video sharing websites such as YouTube and Facebook, multimodal sentiment analysis has received increasing attention from the scientific community. Contrary to previous works in multimodal sentiment analysis which focus on holistic information in speech segments such as bag of words re…
In this paper we introduce score embedding, a neural network based model to learn interpretable vector representations for words. Score embedding is a supervised method that takes advantage of the labeled training data and the neural network architecture to learn interpretable representations for words. Health care has…
Anonymization reduces economic signal extraction from financial texts.
problem Reducing meaningful economic signals from financial texts due to anonymization.
method Analyzed the impact of anonymization on textual understanding and economic signal extraction.
result Information loss due to anonymization is severe and pervasive, outweighing its benefits in certain financial applications.
Multimodal machine learning is a core research area spanning the language, visual and acoustic modalities. The central challenge in multimodal learning involves learning representations that can process and relate information from multiple modalities. In this paper, we propose two methods for unsupervised learning of j…
Predicting market volatility from financial news and tweets.
problem Quantifying future volatility and returns in financial modeling.
method Topic modeling and sentiment analysis of financial news and tweets.
result Positive sentiment in tweets is negatively correlated with market volatility.
This paper combines a node transformer with BERT sentiment analysis for more accurate stock market predictions.
problem Challenges in predicting stock markets due to noise, non-stationarity, and behavioral dynamics.
method Integrates a node transformer architecture with BERT sentiment analysis to forecast stock prices.
result The integrated model reduces prediction error by 10% overall and 25% during earnings announcements.
Study uses topic modeling and sentiment analysis to uncover hedge fund performance insights.
problem Hedge fund opacity and limited disclosure make them hard to analyze.
method Applied topic modeling and sentiment analysis to hedge fund documents using DistilBERT and Top2Vec.
result Automated topic modeling and sentiment analysis can predict hedge fund performance.
Weibo experts predict stock market better than non-experts.
problem Improving stock market prediction accuracy using sentiment analysis.
method Combining BERT for sentiment classification and LSTM for time-series prediction on Weibo data.
result AFA group users' predictions are 39.67% more accurate than UFA group users.
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.
The study improves sentiment analysis of 10-K filings, revealing aggregation effects on accuracy and correlation with market outcomes.
problem Lack of sentiment analysis for 10-K filings, particularly for risk disclosures.
method Supervised lexicon-learning approach applied to 10-K filings and Item 1A risk-factor sections, trained against return and volatility labels at different levels of aggregation.
result Sentiment analysis of Item 1A sections performs better at the individual-firm level, while full-filing text is more accurate at sector and portfolio levels.
Our study employs sentiment analysis to evaluate the compatibility of Amazon.com reviews with their corresponding ratings. Sentiment analysis is the task of identifying and classifying the sentiment expressed in a piece of text as being positive or negative. On e-commerce websites such as Amazon.com, consumers can subm…
A new term weighting scheme TF-IDFC-RF outperforms others in sentiment analysis.
problem Improving text classification in sentiment analysis.
method Proposes a novel supervised term weighting scheme TF-IDFC-RF and compares it with other schemes.
result TF-IDFC-RF outperforms all other schemes on two sentiment analysis datasets.
Study uses LLMs to categorize financial tweets, revealing useful sentiment signals.
problem Discovering meaningful sentiment signals from unstructured financial social media data.
method Leveraged LLMs to automatically label financial tweets with event categories and aligned with returns.
result Certain event labels consistently yield negative alpha, with statistically significant Sharpe ratios and information coefficients.
The study analyzes sentiment of European tweets during the pandemic.
problem Understanding public sentiment during the COVID-19 pandemic.
method Cross-language sentiment analysis of multilingual tweets using neural networks and sentence embeddings.
result Sentiment analysis reveals that lockdown announcements correlate with a deterioration of mood, which recovers quickly.
The marvel of markets lies in the fact that dispersed information is instantaneously processed and used to adjust the price of goods, services and assets. Financial markets are particularly efficient when it comes to processing information; such information is typically embedded in textual news that is then interpreted…