Evidence map›Paper›PMID 38855200›Full record

ArticlePeerJ. Computer science2024

Deep learning in finance assessing twitter sentiment impact and prediction on stocks.

Kaifeng Guo, Haoling Xie

Abstract read
In one paragraph

Article in PeerJ. Computer science, 2024. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.

0numbers the graph read from it
0cells of the map it votes in
0citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

0 citing papers in PubMed.

No citing paper in PubMed yet.

4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

2 authors.

Kaifeng GuoMaynooth International Engineering College, Fuzhou University, Fuzhou, Fujian, China.ORCID 0009-0004-2484-1004
Haoling XieMaynooth International Engineering College, Fuzhou University, Fuzhou, Fujian, China.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

The widespread adoption of social media platforms has led to an influx of data that reflects public sentiment, presenting a novel opportunity for market analysis. This research aims to quantify the correlation between the fleeting sentiments expressed on social media and the measurable fluctuations in the stock market. By adapting a pre-existing sentiment analysis algorithm, we refined a model specifically for evaluating the sentiment of tweets associated with financial markets. The model was trained and validated against a comprehensive dataset of stock-related discussions on Twitter, allowing for the identification of subtle emotional cues that may predict changes in stock prices. Our quantitative approach and methodical testing have revealed a statistically significant relationship between sentiment expressed on Twitter and subsequent stock market activity. These findings suggest that machine learning algorithms can be instrumental in enhancing the analytical capabilities of financial experts. This article details the technical methodologies used, the obstacles overcome, and the potential benefits of integrating machine learning-based sentiment analysis into the realm of economic forecasting.

Indexed as

Artificial intelligenceDeep learningNatural language processingSentiment analysisStock price forecastTime series forecast

Identifiers

PMID38855200
PMCPMC11157597

What OpenQuestion holds

Textmetadata
LicenceCC BY
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Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.