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Author: Michael Nofer Publisher: Springer ISBN: 3658095083 Category : Computers Languages : en Pages : 140
Book Description
Michael Nofer examines whether and to what extent Social Media can be used to predict stock returns. Market-relevant information is available on various platforms on the Internet, which largely consist of user generated content. For instance, emotions can be extracted in order to identify the investors' risk appetite and in turn the willingness to invest in stocks. Discussion forums also provide an opportunity to identify opinions on certain companies. Taking Social Media platforms as examples, the author examines the forecasting quality of user generated content on the Internet.
Author: Michael Nofer Publisher: Springer ISBN: 3658095083 Category : Computers Languages : en Pages : 140
Book Description
Michael Nofer examines whether and to what extent Social Media can be used to predict stock returns. Market-relevant information is available on various platforms on the Internet, which largely consist of user generated content. For instance, emotions can be extracted in order to identify the investors' risk appetite and in turn the willingness to invest in stocks. Discussion forums also provide an opportunity to identify opinions on certain companies. Taking Social Media platforms as examples, the author examines the forecasting quality of user generated content on the Internet.
Author: Mohammad Al Ridhawi Publisher: ISBN: Category : Languages : en Pages :
Book Description
Given the volatility of the stock market and the multitude of financial variables at play, forecasting the value of stocks can be a challenging task. Nonetheless, such prediction task presents a fascinating problem to solve using machine learning. The stock market can be affected by news events, social media posts, political changes, investor emotions, and the general economy among other factors. Predicting the stock value of a company by simply using financial stock data of its price may be insufficient to give an accurate prediction. Investors often openly express their attitudes towards various stocks on social medial platforms. Hence, combining sentiment analysis from social media and the financial stock value of a company may yield more accurate predictions. This thesis proposes a method to predict the stock market using sentiment analysis and financial stock data. To estimate the sentiment in social media posts, we use an ensemble-based model that leverages Multi-Layer Perceptron (MLP), Long Short-Term Memory (LSTM), and Convolutional Neural Network (CNN) models. We use an LSTM model for the financial stock prediction. The models are trained on the AAPL, CSCO, IBM, and MSFT stocks, utilizing a combination of the financial stock data and sentiment extracted from social media posts on Twitter between the years 2015-2019. Our experimental results show that the combination of the financial and sentiment information can improve the stock market prediction performance. The proposed solution has achieved a prediction performance of 74.3%.
Author: Hailiang Chen Publisher: ISBN: Category : Languages : en Pages : 52
Book Description
Social media has become a popular venue for individuals to share the results of their own analysis on financial securities. This paper investigates the extent to which investor opinions transmitted through social media predict future stock returns and earnings surprises. We conduct textual analysis of articles published on one of the most popular social-media platforms for investors in the United States. We also consider the readers' perspective as inferred via commentaries written in response to these articles. We find that the views expressed in both articles and commentaries predict future stock returns and earnings surprises.
Author: Tianyou Hu Publisher: ISBN: Category : Languages : en Pages : 7
Book Description
The effect of social media sentiments on stock market returns is well-established. However, the quality of content and expertise of content creators vary on social media platforms, and the stocks vary in characteristics. In this research, we examine the effect of sentiment expressed in free content from a social media platform on stock abnormal returns. We also examine the moderating effect of the market capitalisation of stocks on the strength of this relationship. Using data collected from a well-known equity research platform, we demonstrate that the size of the market cap plays an important role in this relationship. The smaller the market cap, the higher the predicting power of the social media sentiment on stock abnormal returns. Considering different holding periods from 1 month to 1 year, we show that sentiments from social media have a long wear in effect on stock abnormal returns. Our results shed light on the importance of market cap and holding period when studying the effect of social media sentiments on stock market returns.
Author: Atefeh Farzindar Publisher: Springer Nature ISBN: 3031021576 Category : Computers Languages : en Pages : 158
Book Description
In recent years, online social networking has revolutionized interpersonal communication. The newer research on language analysis in social media has been increasingly focusing on the latter's impact on our daily lives, both on a personal and a professional level. Natural language processing (NLP) is one of the most promising avenues for social media data processing. It is a scientific challenge to develop powerful methods and algorithms which extract relevant information from a large volume of data coming from multiple sources and languages in various formats or in free form. We discuss the challenges in analyzing social media texts in contrast with traditional documents. Research methods in information extraction, automatic categorization and clustering, automatic summarization and indexing, and statistical machine translation need to be adapted to a new kind of data. This book reviews the current research on Natural Language Processing (NLP) tools and methods for processing the non-traditional information from social media data that is available in large amounts (big data), and shows how innovative NLP approaches can integrate appropriate linguistic information in various fields such as social media monitoring, health care, business intelligence, industry, marketing, and security and defense. We review the existing evaluation metrics for NLP and social media applications, and the new efforts in evaluation campaigns or shared tasks on new datasets collected from social media. Such tasks are organized by the Association for Computational Linguistics (such as SemEval tasks) or by the National Institute of Standards and Technology via the Text REtrieval Conference (TREC) and the Text Analysis Conference (TAC). In the concluding chapter, we discuss the importance of this dynamic discipline and its great potential for NLP in the coming decade, in the context of changes in mobile technology, cloud computing, and social networking.
Author: Sulabh Bansal Publisher: CRC Press ISBN: 1000917967 Category : Technology & Engineering Languages : en Pages : 296
Book Description
The text comprehensively discusses the fundamental aspects of human–computer interaction, and applications of artificial intelligence in diverse areas including disaster management, smart infrastructures, and healthcare. It employs a solution-based approach in which recent methods and algorithms are used for identifying solutions to real-life problems. This book: Discusses the application of artificial intelligence in the areas of user interface development, computing power analysis, and data management Uses recent methods/algorithms to present solution-based approaches to real-life problems in different sectors Showcases the applications of artificial intelligence and automation techniques to respond to disaster situations Covers important topics such as smart intelligence learning, interactive multimedia systems, and modern communication systems Highlights the importance of artificial intelligence for smart industrial automation and systems intelligence The book elaborates on the application of artificial intelligence in user interface development, computing power analysis, and data management. It explores the use of human–computer interaction for intelligence signal and image processing techniques. The text covers important concepts such as modern communication systems, smart industrial automation, interactive multimedia systems, and machine learning interface for the internet of things. It will serve as an ideal text for senior undergraduates, and graduate students in the fields of electrical engineering, electronics and communication engineering, computer engineering, and information technology.
Author: Atefeh Farzindar Publisher: Springer Nature ISBN: 3031021673 Category : Computers Languages : en Pages : 188
Book Description
In recent years, online social networking has revolutionized interpersonal communication. The newer research on language analysis in social media has been increasingly focusing on the latter's impact on our daily lives, both on a personal and a professional level. Natural language processing (NLP) is one of the most promising avenues for social media data processing. It is a scientific challenge to develop powerful methods and algorithms which extract relevant information from a large volume of data coming from multiple sources and languages in various formats or in free form. We discuss the challenges in analyzing social media texts in contrast with traditional documents. Research methods in information extraction, automatic categorization and clustering, automatic summarization and indexing, and statistical machine translation need to be adapted to a new kind of data. This book reviews the current research on NLP tools and methods for processing the non-traditional information from social media data that is available in large amounts (big data), and shows how innovative NLP approaches can integrate appropriate linguistic information in various fields such as social media monitoring, healthcare, business intelligence, industry, marketing, and security and defence. We review the existing evaluation metrics for NLP and social media applications, and the new efforts in evaluation campaigns or shared tasks on new datasets collected from social media. Such tasks are organized by the Association for Computational Linguistics (such as SemEval tasks) or by the National Institute of Standards and Technology via the Text REtrieval Conference (TREC) and the Text Analysis Conference (TAC). In the concluding chapter, we discuss the importance of this dynamic discipline and its great potential for NLP in the coming decade, in the context of changes in mobile technology, cloud computing, virtual reality, and social networking. In this second edition, we have added information about recent progress in the tasks and applications presented in the first edition. We discuss new methods and their results. The number of research projects and publications that use social media data is constantly increasing due to continuously growing amounts of social media data and the need to automatically process them. We have added 85 new references to the more than 300 references from the first edition. Besides updating each section, we have added a new application (digital marketing) to the section on media monitoring and we have augmented the section on healthcare applications with an extended discussion of recent research on detecting signs of mental illness from social media.
Author: Amit V. Deokar Publisher: Springer ISBN: 3319580973 Category : Computers Languages : en Pages : 299
Book Description
This book explores emerging research and pedagogy in analytics and data science that have become core to many businesses as they work to derive value from data. The chapters examine the role of analytics and data science to create, spread, develop and utilize analytics applications for practice. Selected chapters provide a good balance between discussing research advances and pedagogical tools in key topic areas in analytics and data science in a systematic manner. This book also focuses on several business applications of these emerging technologies in decision making, i.e., business analytics. The chapters in Analytics and Data Science: Advances in Research and Pedagogy are written by leading academics and practitioners that participated at the Business Analytics Congress 2015. Applications of analytics and data science technologies in various domains are still evolving. For instance, the explosive growth in big data and social media analytics requires examination of the impact of these technologies and applications on business and society. As organizations in various sectors formulate their IT strategies and investments, it is imperative to understand how various analytics and data science approaches contribute to the improvements in organizational information processing and decision making. Recent advances in computational capacities coupled by improvements in areas such as data warehousing, big data, analytics, semantics, predictive and descriptive analytics, visualization, and real-time analytics have particularly strong implications on the growth of analytics and data science.
Author: Michael Nofer
Author: Michael Nofer
Author: Mohammad Al Ridhawi
Author: Hailiang Chen
Author: Jan Burger
Author: Bahaaeddin Alareeni
Author: Tianyou Hu
Author: Atefeh Farzindar
Author: Sulabh Bansal
Author: Atefeh Farzindar
Author: Amit V. Deokar