Volatility forecasting for stock market incorporating media reports, investors' sentiment, and attention based on MTGNN model
Sign Up to like & getrecommendations! Published in 2024 at "Journal of Forecasting"
DOI: 10.1002/for.3101
Abstract: In this paper, the self‐monitoring learning model FinBERT is used to identify text emotions, and the sliding time window time‐lagged cross‐correlation (WTLCC) method is utilized to screen Baidu Index keywords for the Shanghai Stock Exchange… read more here.
Keywords: attention; model; stock; volatility forecasting ... See more keywords
Investor Sentiment, Mispricing, and Limited Arbitrage in the Futures Market
Sign Up to like & getrecommendations! Published in 2025 at "Journal of Futures Markets"
DOI: 10.1002/fut.22594
Abstract: We examine how investor sentiment influences KOSPI 200 futures mispricing under varying market conditions, including volatility, short‐sale restrictions, and regulatory changes. The sentiment–mispricing relationship intensifies during high volatility, as arbitrageurs face greater constraints in correcting… read more here.
Keywords: investor sentiment; market; arbitrage; sentiment mispricing ... See more keywords
AI‐Driven Sentiment Analysis for Retail Management: A Graph‐Based DSS Comparing Franchise and Company‐Owned Stores
Sign Up to like & getrecommendations! Published in 2024 at "Managerial and Decision Economics"
DOI: 10.1002/mde.4462
Abstract: This paper introduces an AI‐driven Decision Support System (DSS) for sentiment analysis of customer reviews in Starbucks UK. The methodology involves three main steps: collecting customer reviews from trusted sources, applying AI‐driven preprocessing techniques to… read more here.
Keywords: analysis; graph based; sentiment; customer ... See more keywords
Exploration of social media for sentiment analysis using deep learning
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DOI: 10.1007/s00500-019-04402-8
Abstract: With the rapid growth of web content from social media, such studies as online opinion mining or sentiment analysis of text have started receiving attention from government, industry, and academic sectors. In recent years, sentiment… read more here.
Keywords: social media; sentiment analysis; deep learning; sentiment ... See more keywords
High performing sentiment analysis based on fast Fourier transform over temporal intuitionistic fuzzy value
Sign Up to like & getrecommendations! Published in 2022 at "Soft Computing"
DOI: 10.1007/s00500-021-06444-3
Abstract: Sentiment analysis or opinion mining has an extensive area in the field of research. Today we consider the huge amount of structured and unstructured data available in the web for a particular subject to get… read more here.
Keywords: analysis; temporal intuitionistic; sentiment; intuitionistic fuzzy ... See more keywords
Aspect-based sentiment analysis using deep networks and stochastic optimization
Sign Up to like & getrecommendations! Published in 2019 at "Neural Computing and Applications"
DOI: 10.1007/s00521-019-04105-z
Abstract: Sentiment analysis, also known as opinion mining, is a computational study of unstructured textual information which is used to analyze a persons attitude from a piece of text. This paper proposes an efficient method for… read more here.
Keywords: based sentiment; sentiment; aspect based; optimization ... See more keywords
A novel aspect-based sentiment classifier using whale optimized adaptive neural network
Sign Up to like & getrecommendations! Published in 2022 at "Neural Computing and Applications"
DOI: 10.1007/s00521-021-06660-w
Abstract: In the field of e-commerce applications, nowadays the aspect-based sentiment analysis has become vital and every consumer started focusing on various aspects of the product before making the purchase decision through online portals like Amazon,… read more here.
Keywords: aspect based; sentiment classification; sentiment; neural network ... See more keywords
Exploring overall opinions for document level sentiment classification with structural SVM
Sign Up to like & getrecommendations! Published in 2017 at "Multimedia Systems"
DOI: 10.1007/s00530-017-0550-0
Abstract: As a fundamental task of sentiment analysis, document level sentiment classification aims to predict user’s overall sentiment (e.g., positive or negative) towards the target in a document. The document usually consists of various opinion sentences… read more here.
Keywords: sentiment classification; document; opinion sentences; sentiment ... See more keywords
User-aware topic modeling of online reviews
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DOI: 10.1007/s00530-017-0557-6
Abstract: The online reviews are one type of social media which are opinions generated by the users to comment on some special items. Since the sentiments are dependent on topics, probabilistic topic models have been widely… read more here.
Keywords: user; online reviews; sentiment; user aware ... See more keywords
What investors say is what the market says: measuring China’s real investor sentiment
Sign Up to like & getrecommendations! Published in 2021 at "Personal and Ubiquitous Computing"
DOI: 10.1007/s00779-021-01542-3
Abstract: This paper describes a novel approach to measure individual investor sentiment using text-based analysis of millions of posts extracted from Chinese financial online forums. We describe how we built a database of more than 200… read more here.
Keywords: investor sentiment; market; sentiment; individual investor ... See more keywords
A valences-totaling model for English sentiment classification
Sign Up to like & getrecommendations! Published in 2017 at "Knowledge and Information Systems"
DOI: 10.1007/s10115-017-1054-0
Abstract: Sentiment classification plays an important role in everyday life, in political activities, activities of commodity production and commercial activities. Finding a time-effective and highly accurate solution to the classification of emotions is challenging. Today, there… read more here.
Keywords: new model; english sentiment; sentiment; model ... See more keywords