Natural language based financial forecasting: a survey

FZ Xing, E Cambria, RE Welsch - Artificial Intelligence Review, 2018 - Springer
Natural language processing (NLP), or the pragmatic research perspective of computational
linguistics, has become increasingly powerful due to data availability and various …

Big data opportunities for accounting and finance practice and research

S Cockcroft, M Russell - Australian Accounting Review, 2018 - Wiley Online Library
We examine the research opportunities for the use of 'big data'in accounting and finance.
The purpose of the study is to present a snapshot of big data academic research in …

An optimal deep learning-based LSTM for stock price prediction using twitter sentiment analysis

T Swathi, N Kasiviswanath, AA Rao - Applied Intelligence, 2022 - Springer
Abstract Stock Price Prediction is one of the hot research topics in financial engineering,
influenced by economic, social, and political factors. In the present stock market, the positive …

A survey on classification techniques for opinion mining and sentiment analysis

F Hemmatian, MK Sohrabi - Artificial intelligence review, 2019 - Springer
Opinion mining is considered as a subfield of natural language processing, information
retrieval and text mining. Opinion mining is the process of extracting human thoughts and …

[HTML][HTML] The impact of sentiment and attention measures on stock market volatility

F Audrino, F Sigrist, D Ballinari - International Journal of Forecasting, 2020 - Elsevier
We analyze the impact of sentiment and attention variables on the stock market volatility by
using a novel and extensive dataset that combines social media, news articles, information …

More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?

C Liang, L Wang, D Duong - Journal of Economic Behavior & Organization, 2024 - Elsevier
This paper aims to explore the impact of war attention on stock volatility predictability by
constructing a new war attention index and employing an extended GARCH-MIDAS-ES …

[HTML][HTML] Machine learning sentiment analysis, COVID-19 news and stock market reactions

M Costola, O Hinz, M Nofer, L Pelizzon - Research in International Business …, 2023 - Elsevier
The recent COVID-19 pandemic represents an unprecedented worldwide event to study the
influence of related news on the financial markets, especially during the early stage of the …

Multilayer network analysis of investor sentiment and stock returns

GJ Wang, L Xiong, Y Zhu, C Xie, M Foglia - Research in International …, 2022 - Elsevier
We propose multilayer networks, including an investor sentiment layer and a stock return
layer, to study similarities and differences between investor sentiment connectedness and …

A new financial data forecasting model using genetic algorithm and long short-term memory network

Y Huang, Y Gao, Y Gan, M Ye - Neurocomputing, 2021 - Elsevier
Financial data forecasting is conducive to get a better understanding of the future economic
situation. Recently, variational mode decomposition (VMD) is introduced into the field of …

Leveraging social media news to predict stock index movement using RNN-boost

W Chen, CK Yeo, CT Lau, BS Lee - Data & Knowledge Engineering, 2018 - Elsevier
News from traditional media has been used to facilitate the prediction of stock movement for
a long time. However, in recent times, online social networks (OSN) have played an …