Topic: Application of Sentiment Analysis and Machine Learning in Finance
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- : Extensive Reading
- : Intensive Reading
Social Science
- Scherer, Klaus R (2005). What are emotions? And how can they be measured?. Social science information, 44(4), 695—729
Marketing/Management Science
- Godes, David, Mayzlin, Dina (2004). Using online conversations to study word-of-mouth communication. Marketing science, 23(4), 545—560
- Chevalier, Judith A, Mayzlin, Dina (2006). The effect of word of mouth on sales: Online book reviews. Journal of marketing research, 43(3), 345—354
- Das, Sanjiv R, Chen, Mike Y (2007). Yahoo! for Amazon: Sentiment extraction from small talk on the web. Management science, 53(9), 1375—1388
- Archak, Nikolay, Ghose, Anindya, Ipeirotis, Panagiotis G (2011). Deriving the pricing power of product features by mining consumer reviews. Management science, 57(8), 1485—1509
- Ghose, Anindya, Han, Sang Pil (2011). An empirical analysis of user content generation and usage behavior on the mobile Internet. Management Science, 57(9), 1671—1691
Finance
- Barberis, Nicholas, Shleifer, Andrei, Vishny, Robert (1998). A model of investor sentiment. Journal of financial economics, 49(3), 307—343
- Seo, Young-Woo, Giampapa, Joseph, Sycara, Katia (2002). Text classification for intelligent portfolio management.
- Seo, Young-Woo, Giampapa, Joseph A, Sycara, Katia (2004). Financial news analysis for intelligent portfolio management.
- Antweiler, Werner, Frank, Murray Z (2004). Is all that talk just noise? The information content of internet stock message boards. The Journal of Finance, 59(3), 1259—1294
- Tetlock, Paul C, Saar-Tsechansky, Maytal, Macskassy, Sofus (2008). More than words: Quantifying language to measure firms’ fundamentals. The Journal of Finance, 63(3), 1437—1467
- Fang, Lily, Peress, Joel (2009). Media coverage and the cross-section of stock returns. The Journal of Finance, 64(5), 2023—2052
- Engelberg, Joseph E, Parsons, Christopher A (2011). The causal impact of media in financial markets. The Journal of Finance, 66(1), 67—97
- Engelberg, Joseph E, Reed, Adam V, Ringgenberg, Matthew C (2012). How are shorts informed?: Short sellers, news, and information processing. Journal of Financial Economics, 105(2), 260—278
- Das, Sanjiv Ranjan, others, (2014). Text and context: Language analytics in finance. Foundations and Trends{\textregistered} in Finance, 8(3), 145—261
IS
- Stewart, Katherine J (2006). How hypertext links influence consumer perceptions to build and degrade trust online. Journal of Management Information Systems, 23(1), 183—210
- Forman, Chris, Ghose, Anindya, Wiesenfeld, Batia (2008). Examining the relationship between reviews and sales: The role of reviewer identity disclosure in electronic markets. Information Systems Research, 19(3), 291—313
- Duan, Wenjing, Gu, Bin, Whinston, Andrew B (2009). Informational cascades and software adoption on the internet: an empirical investigation. Mis Quarterly, (), 23—48
- Yang, Christopher C, Tang, Xuning, Wong, YC, Wei, Chih-Ping (2010). Understanding online consumer review opinions with sentiment analysis using machine learning. Pacific Asia Journal of the Association for Information Systems, 2(3)
- Chau, Michael, Xu, Jennifer (2012). Business intelligence in blogs: Understanding consumer interactions and communities.. MIS quarterly, 36(4)
- Chen, Hailiang, De, Prabuddha, Hu, Yu Jeffrey, Hwang, Byoung-Hyoun (2013). Customers as advisors: The role of social media in financial markets.
- Stieglitz, Stefan, Dang-Xuan, Linh (2013). Emotions and information diffusion in social media—sentiment of microblogs and sharing behavior. Journal of Management Information Systems, 29(4), 217—248
- Goh, Khim-Yong, Heng, Cheng-Suang, Lin, Zhijie (2013). Social media brand community and consumer behavior: Quantifying the relative impact of user-and marketer-generated content. Information Systems Research, 24(1), 88—107
- Luo, Xueming, Zhang, Jie, Duan, Wenjing (2013). Social media and firm equity value. Information Systems Research, 24(1), 146—163
- Chen, Hailiang, De, Prabuddha, Hu, Yu, Hwang, Byoung-Hyoun (2014). Wisdom of crowds: The value of stock opinions transmitted through social media. The Review of Financial Studies, 27(5), 1367—1403
- Ghiassi, Manoochehr, Zimbra, David, Lee, Sean (2016). Targeted Twitter Sentiment Analysis for Brands Using Supervised Feature Engineering and the Dynamic Architecture for Artificial Neural Networks. Journal of Management Information Systems, 33(4), 1034—1058
DSS
- Duan, Wenjing, Gu, Bin, Whinston, Andrew B (2008). Do online reviews matter?-An empirical investigation of panel data. Decision support systems, 45(4), 1007—1016
- Martens, David, Bruynseels, Liesbeth, Baesens, Bart, Willekens, Marleen, Vanthienen, Jan (2008). Predicting going concern opinion with data mining. Decision Support Systems, 45(4), 765—777
- Li, Nan, Wu, Desheng Dash (2010). Using text mining and sentiment analysis for online forums hotspot detection and forecast. Decision support systems, 48(2), 354—368
- Groth, Sven S, Muntermann, Jan (2011). An intraday market risk management approach based on textual analysis. Decision Support Systems, 50(4), 680—691
- Cao, Qing, Duan, Wenjing, Gan, Qiwei (2011). Exploring determinants of voting for the “helpfulness” of online user reviews: A text mining approach. Decision Support Systems, 50(2), 511—521
- Schumaker, Robert P, Zhang, Yulei, Huang, Chun-Neng, Chen, Hsinchun (2012). Evaluating sentiment in financial news articles. Decision Support Systems, 53(3), 458—464
- Duric, Adnan, Song, Fei (2012). Feature selection for sentiment analysis based on content and syntax models. Decision Support Systems, 53(4), 704—711
- Maks, Isa, Vossen, Piek (2012). A lexicon model for deep sentiment analysis and opinion mining applications. Decision Support Systems, 53(4), 680—688
- Montoyo, Andr{\’e}s, Mart{\’\i}Nez-Barco, Patricio, Balahur, Alexandra (2012). Subjectivity and sentiment analysis: An overview of the current state of the area and envisaged developments. Decision Support Systems
- Yu, Yang, Duan, Wenjing, Cao, Qing (2013). The impact of social and conventional media on firm equity value: A sentiment analysis approach. Decision Support Systems, 55(4), 919—926
- Hagenau, Michael, Liebmann, Michael, Neumann, Dirk (2013). Automated news reading: Stock price prediction based on financial news using context-capturing features. Decision Support Systems, 55(3), 685—697
- Wang, Gang, Sun, Jianshan, Ma, Jian, Xu, Kaiquan, Gu, Jibao (2014). Sentiment classification: The contribution of ensemble learning. Decision support systems, 57(), 77—93
- Khan, Farhan Hassan, Bashir, Saba, Qamar, Usman (2014). TOM: Twitter opinion mining framework using hybrid classification scheme. Decision Support Systems, 57(), 245—257
- Da Silva, Nadia FF, Hruschka, Eduardo R, Hruschka, Estevam R (2014). Tweet sentiment analysis with classifier ensembles. Decision Support Systems, 66(), 170—179
ESWA
- Ghiassi, Manoochehr, Skinner, James, Zimbra, David (2013). Twitter brand sentiment analysis: A hybrid system using n-gram analysis and dynamic artificial neural network. Expert Systems with applications, 40(16), 6266—6282
- Nassirtoussi, Arman Khadjeh, Aghabozorgi, Saeed, Wah, Teh Ying, Ngo, David Chek Ling (2014). Text mining for market prediction: A systematic review. Expert Systems with Applications, 41(16), 7653—7670
- Cavalcante, Rodolfo C, Brasileiro, Rodrigo C, Souza, Victor LF, Nobrega, Jarley P, Oliveira, Adriano LI (2016). Computational intelligence and financial markets: A survey and future directions. Expert Systems with Applications, 55(), 194—211
CS/IEEE
- Hatzivassiloglou, Vasileios, McKeown, Kathleen R (1997). Predicting the semantic orientation of adjectives. , (), 174—181
- Pang, Bo, Lee, Lillian, Vaithyanathan, Shivakumar (2002). Thumbs up?: sentiment classification using machine learning techniques, 79—86
- Turney, Peter D (2002). Thumbs up or thumbs down?: semantic orientation applied to unsupervised classification of reviews. , (), 417—424
- Riloff, Ellen, Wiebe, Janyce (2003). Learning extraction patterns for subjective expressions. , (), 105—112
- Hu, Minqing, Liu, Bing (2004). Mining and summarizing customer reviews. , (), 168—177
- Kim, Soo-Min, Hovy, Eduard (2004). Determining the sentiment of opinions. , (), 1367
- Wilson, Theresa, Wiebe, Janyce, Hoffmann, Paul (2005). Recognizing contextual polarity in phrase-level sentiment analysis. , (), 347—354
- Wiebe, Janyce, Riloff, Ellen (2005). Creating Subjective and Objective Sentence Classifiers from Unannotated Texts.. , 5(), 486—497
- Schumaker, Robert P, Chen, Hsinchun (2009). Textual analysis of stock market prediction using breaking financial news: The AZFin text system. ACM Transactions on Information Systems (TOIS), 27(2), 12
- Go, Alec, Bhayani, Richa, Huang, Lei (2009). Twitter sentiment classification using distant supervision. CS224N Project Report, Stanford, 1(2009), 12
- Potts, Christopher (2010). On the negativity of negation. , 20(), 636—659
- Cambria, Erik, Schuller, Bj{\”o}rn, Xia, Yunqing, Havasi, Catherine (2013). New avenues in opinion mining and sentiment analysis. IEEE Intelligent Systems, 28(2), 15—21
- Baccianella, Stefano, Esuli, Andrea, Sebastiani, Fabrizio (2010). SentiWordNet 3.0: An Enhanced Lexical Resource for Sentiment Analysis and Opinion Mining.. , 10(), 2200—2204
- Chen, Hsinchun, Zimbra, David (2010). AI and opinion mining. IEEE Intelligent Systems, 25(3), 74—80
- Bollen, Johan, Mao, Huina, Zeng, Xiaojun (2011). Twitter mood predicts the stock market. Journal of computational science, 2(1), 1—8
- Taboada, Maite, Brooke, Julian, Tofiloski, Milan, Voll, Kimberly, Stede, Manfred (2011). Lexicon-based methods for sentiment analysis. Computational linguistics, 37(2), 267—307
- Paltoglou, Georgios, Thelwall, Mike (2012). Twitter, MySpace, Digg: Unsupervised sentiment analysis in social media. ACM Transactions on Intelligent Systems and Technology (TIST), 3(4), 66
- Feldman, Ronen (2013). Techniques and applications for sentiment analysis. Communications of the ACM, 56(4), 82—89
- Ranganath, Rajesh, Jurafsky, Dan, McFarland, Daniel A (2013). Detecting friendly, flirtatious, awkward, and assertive speech in speed-dates. Computer Speech \& Language, 27(1), 89—115
- Cataldi, Mario, Ballatore, Andrea, Tiddi, Ilaria, Aufaure, Marie-Aude (2013). Good location, terrible food: detecting feature sentiment in user-generated reviews. Social Network Analysis and Mining, 3(4), 1149—1163
- Medhat, Walaa, Hassan, Ahmed, Korashy, Hoda (2014). Sentiment analysis algorithms and applications: A survey. Ain Shams Engineering Journal, 5(4), 1093—1113
- Dos Santos, C{\’\i}cero Nogueira, Gatti, Maira (2014). Deep Convolutional Neural Networks for Sentiment Analysis of Short Texts.. , (), 69—78
- Li, Bin, Hoi, Steven CH (2014). Online portfolio selection: A survey. ACM Computing Surveys (CSUR), 46(3), 35
- Severyn, Aliaksei, Moschitti, Alessandro (2015). Twitter sentiment analysis with deep convolutional neural networks. , (), 959—962
- Ding, Xiao, Zhang, Yue, Liu, Ting, Duan, Junwen (2015). Deep Learning for Event-Driven Stock Prediction.. , (), 2327—2333
- Kumar, B Shravan, Ravi, Vadlamani (2016). A survey of the applications of text mining in financial domain. Knowledge-Based Systems, 114(), 128—147
- Chen, Huimin, Sun, Maosong, Tu, Cunchao, Lin, Yankai, Liu, Zhiyuan (2016). Neural Sentiment Classification with User and Product Attention. , (), 1650—1659
- Sahu, Ishan, Majumdar, Debapriyo (2017). Detecting Factual and Non-Factual Content in News Articles. , (), 17
Others
- Vinodhini, G, Chandrasekaran, RM (2012). Sentiment analysis and opinion mining: a survey. International Journal, 2(6), 282—292
- Smailovi{\’c}, Jasmina, Gr{\v{c}}ar, Miha, Lavra{\v{c}}, Nada, {\v{Z}}nidar{\v{s}}i{\v{c}}, Martin (2013). Predictive sentiment analysis of tweets: A stock market application. , (), 77—88
- Day, Min-Yuh, Lee, Chia-Chou (2016). Deep learning for financial sentiment analysis on finance news providers. , (), 1127—1134