Over a decade of social opinion mining: a systematic review
Social media popularity and importance is on the increase due to people using it for various
types of social interaction across multiple channels. This systematic review focuses on the …
types of social interaction across multiple channels. This systematic review focuses on the …
International review of financial analysis: A retrospective evaluation between 1992 and 2020
We provide a comprehensive analysis of the International Review of Financial Analysis
(IRFA) between 1992 and 2020 using bibliometrics, regression analysis, and structural topic …
(IRFA) between 1992 and 2020 using bibliometrics, regression analysis, and structural topic …
Forecasting gold price with the XGBoost algorithm and SHAP interaction values
Financial institutions, investors, mining companies and related firms need an effective
accurate forecasting model to examine gold price fluctuations in order to make correct …
accurate forecasting model to examine gold price fluctuations in order to make correct …
Does twitter predict Bitcoin?
This paper adds to the growing literature of Bitcoin by examining the link between investor
attention and Bitcoin returns, trading volume and realized volatility. Unlike previous studies …
attention and Bitcoin returns, trading volume and realized volatility. Unlike previous studies …
The influence of investor sentiment on the green bond market
Stock market price prediction has improved due to social network activity since social
networks can provide useful information, for example, on message sentiment. Few studies …
networks can provide useful information, for example, on message sentiment. Few studies …
Quantile connectedness between sentiment and financial markets: evidence from the S&P 500 twitter sentiment index
We examine the quantile connectedness of returns between the recently developed S&P
500 Twitter Sentiment Index and various asset classes. Rather than a mean-based …
500 Twitter Sentiment Index and various asset classes. Rather than a mean-based …
Which sentiment index is more informative to forecast stock market volatility? Evidence from China
C Liang, L Tang, Y Li, Y Wei - International Review of Financial Analysis, 2020 - Elsevier
In this paper, we investigate the predictive ability of three sentiment indices constructed by
social media, newspaper, and Internet media news to forecast the realized volatility (RV) of …
social media, newspaper, and Internet media news to forecast the realized volatility (RV) of …
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies
There is considerable interest in the impact of investor attention on investment returns,
especially for cryptocurrencies. However, previous research does not distinguish between …
especially for cryptocurrencies. However, previous research does not distinguish between …
[HTML][HTML] A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence
The paper presents a framework to forecast futures prices of stocks listed on the National
Stock Exchange (NSE) in India during normal (unaffected by the COVID-19 pandemic) and …
Stock Exchange (NSE) in India during normal (unaffected by the COVID-19 pandemic) and …
[HTML][HTML] Fuzzy rule-based prediction of gold prices using news affect
P Hajek, J Novotny - Expert Systems with Applications, 2022 - Elsevier
Because of gold's value, systems for predicting its price have attracted extensive interest in
the scientific and industrial communities. Diverse artificial intelligence methods outperform …
the scientific and industrial communities. Diverse artificial intelligence methods outperform …