133 citations · 203 across the 8 of their papers we have counts for
8 papers
Forecasting Financial Market Structure from Network Features using Machine Learning
Douglas Castilho, Tharsis T. P. Souza, Soong Moon Kang +2
We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as…
Predicting future stock market structure by combining social and financial network information
Thársis T. P. Souza, Tomaso Aste
We demonstrate that future market correlation structure can be predicted with high out-of-sample accuracy using a multiplex network approach that combines information from social m…
Bull Bear Balance: A Cluster Analysis of Socially Informed Financial Volatility
Jonathan Manfield, Derek Lukacsko, Thársis T. P. Souza
Using a method rooted in information theory, we present results that have identified a large set of stocks for which social media can be informative regarding financial volatility.…
Is the public sector of your country a diffusion borrower? Empirical evidence from Brazil
Leno S. Rocha, Frederico S. A. Rocha, Thársis T. P. Souza
We propose a diffusion process to describe the global dynamic evolution of credit operations at a national level given observed operations at a subnational level in a sovereign cou…
A nonlinear impact: evidences of causal effects of social media on market prices
Thársis T. P. Souza, Tomaso Aste
Online social networks offer a new way to investigate financial markets' dynamics by enabling the large-scale analysis of investors' collective behavior. We provide empirical evide…
In Quest of Significance: Identifying Types of Twitter Sentiment Events that Predict Spikes in Sales
Olga Kolchyna, Th'arsis T. P. Souza, Tomaso Aste +1
We study the power of Twitter events to predict consumer sales events by analysing sales for 75 companies from the retail sector and over 150 million tweets mentioning those compan…
Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry
Thársis Tuani Pinto Souza, Olga Kolchyna, Philip C. Treleaven +1
This paper presents a financial analysis over Twitter sentiment analytics extracted from listed retail brands. We investigate whether there is statistically-significant information…
Twitter Sentiment Analysis: Lexicon Method, Machine Learning Method and Their Combination
Olga Kolchyna, Tharsis T. P. Souza, Philip Treleaven +1
This paper covers the two approaches for sentiment analysis: i) lexicon based method; ii) machine learning method. We describe several techniques to implement these approaches and…