NLP Papers
Repository of NLP papers useful for applying NLP techniques to financial markets.
NLP Financial Applications
Direct applications of NLP research to financial markets.
- Analyzing Stock Market Movements Using Twitter Sentiment Analysis
- Deep Learning for Financial Sentiment Analysis on Finance News Providers
- Deep Learning for Stock Prediction Using Numerical and Textual Information
- Giving Content to Investor Sentiment: The Role of Media in the Stock Market
- The Impact of Structured Event Embeddings on Scalable Stock Forecasting Models
- Leverage Financial News to Predict Stock Price Movements Using Word Embeddings and Deep Neural Networks
- More Than Words: Quantifying Language to Measure Firms’ Fundamentals
- Predicting Stock Market Movement with Deep RNNs
- Predicting Stock Movement through Executive Tweets
- Sentiment Analysis in Financial News
- Sentiment Predictability for Stocks
- Textual Analysis of Stock Market Prediction Using Breaking Financial News: The AZFinText System
- Twitter mood predicts the stock market
- Natural Language Processing - Part 1: Primer
- An Analysis of Verbs in Financial News Articles and their Impact on Stock Prices
- Trading Strategies to Exploit Blog and News Sentiment
- From Word to Time Series Embedding
- The Effects of Conference Call Tones on Market Perceptions of Value Uncertainty
- The Capital Market Consequences of Language Barriers in the Conference Calls of Non-U.S. Firms
- Words versus Deeds: Evidence from Post-Call Manager Trades
- Linguistic Complexity in Firm Disclosures: Obfuscation or Information?
- When Managers Change Their Tone, Analysts and Investors Change Their Tune
- Buy-Side Analysts and Earnings Conference Calls
- Are Founder CEOs more Overconfident than Professional CEOs? Evidence from S&P 1500 Companies
- Speaking of the Short-Term: Disclosure Horizon and Managerial Myopia
- Finding Value in Earnings Transcripts Data with AlphaSense
- Using Unstructured and Qualitative Disclosures to Explain Accruals
- Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media
- Differences in Conference Call Tones: Managers Versus Analysts
- The Blame Game
- Can Investors Detect Managers’ Lack of Spontaneity? Adherence to Pre-determined Scripts during Earnings Conference Calls
NLP Research
Fundamental NLP research that could find applications in the financial markets. Fundamental research on Question Answering could be applied to credit analysis (default probability given a set of documents). Document Classification could be applied to ESG analysis to predict whether a company is sustainable or not. Sentiment Analysis could be applied to predict the impact a given document will have on the stock price.
- Reading Wikipedia to Answer Open Domain Questions
- Ask Me Anything: Dynamic Memory Network for Natural Language Processing
- Neural Generative Question Answering
- Question Answering Using Deep Learning
- Convolutional Neural Networks for Sentence Classification
- Enriching Word Vectors with Subword Information
- Fine-tuned Language Models for Text Classification
- From Word Embeddings To Document Distances
- Neural Text Generation: A Practical Guide
- A Deep Reinforcement Model for Abstractive Summarization
- Domain Adaptation using Stock Market Prices to Refine Sentiment Dictionaries
- Lancaster A at SemEval-2017 Task 5: Evaluation metrics matter and Code
Repos
- WayneDW/Sentiment-Analysis-in-Event-Driven-Stock-Price-Movement-Prediction
- v0d1ch/financial-news-scraper
- petrovsimeon/Financial-News-scraper
News
Contribution
Contributions more than welcome :-)