An overview of machine learning, deep learning, and reinforcement learning-based techniques in quantitative finance: recent progress and challenges

SK Sahu, A Mokhade, ND Bokde - Applied Sciences, 2023 - mdpi.com
Forecasting the behavior of the stock market is a classic but difficult topic, one that has
attracted the interest of both economists and computer scientists. Over the course of the last …

[HTML][HTML] Measuring dynamic interlinkages between energy uncertainty, investor sentiment and financial market volatility: Fresh insights from the R² decomposed …

TT Thanh - Energy Reports, 2025 - Elsevier
The growing complexity of energy-related uncertainties and their influence on financial
markets necessitates a deeper knowledge of their associations with investor sentiment …

Harmonizing Macro-Financial Factors and Twitter Sentiment Analysis in Forecasting Stock Market Trends

MS Amin, EH Ayon, BP Ghosh… - Journal of …, 2024 - al-kindipublisher.com
The surge in generative artificial intelligence technologies, exemplified by systems such as
ChatGPT, has sparked widespread interest and discourse prominently observed on social …

Information environment quantifiers as investment analysis basis

DG Rodionov, PA Pashinina, EA Konnikov… - Economies, 2022 - mdpi.com
The combination of the processes of widespread digitalization and globalization of the world
economy has led to a significant expansion of the global information environment. The …

Integrating EEMD and ensemble CNN with X (Twitter) sentiment for enhanced stock price predictions

N Das, B Sadhukhan, SS Bhakta… - Social Network Analysis …, 2024 - Springer
This research proposes a novel method for enhancing the accuracy of stock price prediction
by combining ensemble empirical mode decomposition (EEMD), ensemble convolutional …

Polarity-based sentiment analysis of georeferenced tweets related to the 2022 twitter acquisition

S Schmidt, C Zorenböhmer, D Arifi, B Resch - Information, 2023 - mdpi.com
Twitter, one of the most important social media platforms, has been in the headlines
regularly since its acquisition by Elon Musk in October 2022. This acquisition has had a …

The Impact of Sentiment Indices on the Stock Exchange—The Connections between Quantitative Sentiment Indicators, Technical Analysis, and Stock Market

FC Dumiter, F Turcaș, ȘA Nicoară, C Bențe, M Boiță - Mathematics, 2023 - mdpi.com
The stock market represents one of the most complex mechanisms in the financial world. It
can be seen as a living being with complex ways to enact, interact, evolve, defend, and …

Causality-driven multivariate stock movement forecasting

A Díaz Berenguer, Y Da, MN Bossa, MC Oveneke… - Plos one, 2024 - journals.plos.org
Our study aims to investigate the interdependence between international stock markets and
sentiments from financial news in stock forecasting. We adopt the Temporal Fusion …

Multi-scale characteristics of investor sentiment transmission based on wavelet, transfer entropy and network analysis

M Han, J Zhou - Entropy, 2022 - mdpi.com
Investor sentiment transmission is significantly influential over financial markets. Prior
studies do not reach a consensus about the multi-scale transmission patterns of investor …

Social sentiment and impact in US equity market: an automated approach

JA Nuñez-Mora, RA Mendoza-Urdiales - Social Network Analysis and …, 2023 - Springer
In this study, a database of approximately 50 million tweets was used for the estimation of
the positive and negative sentiment factors for 2557 companies operating in US stock …