3,140
Views
31
CrossRef citations to date
0
Altmetric
Articles

Analyzing the Brazilian Financial Market through Portuguese Sentiment Analysis in Social Media

, &

References

  • Arias, M., A. Arratia, and R. Xuriguera. 2013. Forecasting with twitter data. ACM Transactions on Intelligent Systems and Technology 5 (1):1–24. doi:10.1145/2542182.
  • Assis, C. A. S., E. J. Machado, A. C. M. Pereira, and E. G. Carrano. 2018. Hybrid deep learning approach for financial time series classification. Revista Brasileira De Computação Aplicada 10 (2):54–63. doi:10.5335/rbca.v10i2.7904.
  • Atsalakis, G. S., and K. P. Valavanis. 2009. Surveying stock market forecasting techniques–Part II: Soft computing methods. Expert Systems with Applications 36 (3):5932–41. doi:10.1016/j.eswa.2008.07.006.
  • Avanço, L. V., and M. D. G. Volpe Nunes. 2014. Lexicon-based sentiment analysis for reviews of products in Brazilian Portuguese. Intelligent Systems (BRACIS), 2014 Brazilian Conference on, 277–81. IEEE, São Carlos, SP, Brazil. doi:10.1094/PDIS-04-13-0439-PDN.
  • Bollen, J., H. Mao, and X. Zeng. 2011. Twitter mood predicts the stock market. Journal of Computational Science 2 (1):1–8. doi:10.1016/j.jocs.2010.12.007.
  • Corder, G. W., and D. I. Foreman. 2014. Nonparametric statistics: A step-by-step approach. Hoboken, NJ: John Wiley & Sons.
  • Economia, G. 1. G. 2018a. Bovespa bate recorde após eleição de Bolsonaro, mas fecha em queda à espera de detalhes do novo governo. Accessed April 16, 2019. https://g1.globo.com/economia/noticia/2018/10/29/bovespa-29102018.ghtml.
  • Economia, G. 1. G. 2018b. Bovespa fecha em queda de 2,8% com cenário eleitoral; Eletrobras recua forte. Accessed April 16, 2019. https://g1.globo.com/economia/noticia/2018/10/10/bovespa-10102018.ghtml.
  • Economia, U. O. L. 2018f. Dólar passa de R$ 4 após pesquisas eleitorais; até onde vai a moeda? Accessed April 16, 2019. https://economia.uol.com.br/cotacoes/noticias/redacao/2018/08/21/cotacao-dolar-alta-eleicoes-pesquisas-limite-maxima.htm.
  • Econômico, V. 2018. Jogo eleitoral pode levar Ibovespa a 45 mil ou a 170 mil pontos. Accessed April 16, 2019. https://www.valor.com.br/financas/5576153/jogo-eleitoral-pode-levar-ibovespa-45-mil-ou-170-mil-pontos.
  • Feuerriegel, S., and H. Prendinger. 2016. News-based trading strategies. Decision Support Systems 90:65–74. doi:10.1016/j.dss.2016.06.020.
  • Francis, J. C., and E. Kirzner. 1991. Investments: Analysis and management. New York, NY: McGraw-Hill.
  • Globo, O. 2018. Após 1° turno, Bolsa registra maior volume financeiro da história. Accessed April 16, 2019. https://oglobo.globo.com/economia/apos-1-turno-bolsa-registra-maior-volume-financeiro-da-historia-23139170.
  • Hájek, P. 2018. Combining bag-of-words and sentiment features of annual reports to predict abnormal stock returns. Neural Computing and Applications 29 (7):343–58. doi:10.1007/s00521-017-3194-2.
  • Haykin, S. 1994. Neural networks: A comprehensive foundation. Upper Saddle River, NJ: Prentice Hall PTR.
  • Hussein, D. M. E.-D. M. 2018. A survey on sentiment analysis challenges. Journal of King Saud University-Engineering Sciences 30 (4):330–38. doi:10.1016/j.jksues.2016.04.002.
  • Kibriya, A. M., E. Frank, B. Pfahringer, and G. Holmes. 2004. Multinomial naive bayes for text categorization revisited. Australasian Joint Conference on Artificial Intelligence, 488–99. Berlin, Heidelberg: Springer.
  • Kraus, M., and S. Feuerriegel. 2017. Decision support from financial disclosures with deep neural networks and transfer learning. Decision Support Systems 104:38–48. doi:10.1016/j.dss.2017.10.001.
  • Li, Q., T. Wang, L. Ping, L. Liu, Q. Gong, and Y. Chen. 2014. The effect of news and public mood on stock movements. Information Sciences 278:826–40. doi:10.1016/j.ins.2014.03.096.
  • Lima, M. L., T. P. Nascimento, S. Labidi, N. S. Timbó, M. V. L. Batista, G. N. Neto, E. A. M. Costa, and S. R. S. Sousa. 2016. Using sentiment analysis for stock exchange prediction. International Journal of Artificial Intelligence & Applications (IJAIA) 7 (1): 59–67.
  • Long, D., J. Bradford, A. Shleifer, L. H. Summers, and R. J. Waldmann. 1990. Noise trader risk in financial markets. Journal of Political Economy 98 (4):703–38. doi:10.1086/261703.
  • Loughran, T., and B. Mcdonald. 2011. Combining bag-of-words and sentiment features of annual reports to predict abnormal stock returns. Journal of Finance 66 (1):35–65. doi:10.1111/j.1540-6261.2010.01625.x.
  • Makrehchi, M., S. Shah, and W. Liao. 2013. Stock prediction using event-based sentiment analysis. 2013 IEEE/WIC/ACM International Joint Conferences on Web Intelligence (WI) and Intelligent Agent Technologies (IAT), 337–42. IEEE, Atlanta, GA, USA, November.
  • Malkiel, B. G. 2003. The efficient market hypothesis and its critics. Journal of Economic Perspectives 17 (1):59–82. doi:10.1257/089533003321164958.
  • Malkiel, B. G., and E. F. Fama. 1970. Efficient capital markets: A review of theory and empirical work. The Journal of Finance 25 (2):383–417. doi:10.1111/j.1540-6261.1970.tb00518.x.
  • Martins, R. F., A. Pereira, and F. Benevenuto. 2015. An approach to sentiment analysis of web applications in portuguese. Proceedings of the 21st Brazilian Symposium on Multimedia and the Web, 105–12. Manaus, AM: ACM.
  • Mocherla, S., A. Danehy, and C. Impey. 2017. Evaluation of naive bayes and support vector machines for wikipedia. Applied Artificial Intelligence 31 (9–10):733–44. doi:10.1080/08839514.2018.1440907.
  • Nofer, M., and O. Hinz. 2015. Using Twitter to predict the stock market. Business & Information Systems Engineering 57 (4):229–42. doi:10.1007/s12599-015-0390-4.
  • Pang, B., L. Lee. 2008. Opinion mining and sentiment analysis. Foundations and Trends in Information Retrieval 2 (1–2):1–135. doi:10.1561/1500000011.
  • Pang, B., L. Lee, and S. Vaithyanathan. 2002. Thumbs up?: Sentiment classification using machine learning techniques. Proceedings of the ACL-02 Conference on Empirical Methods in Natural Language Processing - Volume 10, EMNLP ‘02, Stroudsburg, PA, USA, 79–86. Association for Computational Linguistics.
  • Ravi, K., and V. Ravi. 2015. A survey on opinion mining and sentiment analysis: Tasks, approaches and applications. Knowledge-Based Systems 89:14–46. doi:10.1016/j.knosys.2015.06.015.
  • Santos, H. S., A. H. Laender, and A. C. Pereira. 2015. A twitter view of the Brazilian stock exchange market. Lecture Notes in Business Information Processing 239:112–23.
  • Schumaker, R. P., Y. Zhang, C.-N. Huang, and H. Chen. 2012. Evaluating sentiment in financial news articles. Decision Support Systems 53 (3):458–64. doi:10.1016/j.dss.2012.03.001.
  • Sun, S., C. Luo, and J. Chen. 2017. A review of natural language processing techniques for opinion mining systems. Information Fusion 36:10–25. doi:10.1016/j.inffus.2016.10.004.
  • Taboada, M., J. Brooke, M. Tofiloski, K. Voll, and M. Stede. 2011. Lexicon-based methods for sentiment analysis. Technical Report 2.
  • Vargas, M. R., B. S. L. P. de Lima, and A. G. Evsukoff. 2017. Deep learning for stock market prediction from financial news articles. 2017 IEEE International Conference on Computational Intelligence and Virtual Environments for Measurement Systems and Applications (CIVEMSA), 60–65. IEEE, Annecy, France, June.
  • Yan, D., G. Zhou, X. Zhao, Y. Tian, and F. Yang. 2016. Predicting stock using microblog moods. China Communications 13 (8):244–57. doi:10.1109/CC.2016.7563727.
  • Yoshihara, A., K. Fujikawa, K. Seki, and K. Uehara. 2014. Predicting stock market trends by recurrent deep neural networks. In Springer International Publishing, ed. by D. N. Pham and S. P. Park, 759–69. Cham: Springer.
  • Zhao, B., H. Yongji, C. Yuan, and Y. Huang. 2016. Stock market prediction exploiting microblog sentiment analysis. 2016 International Joint Conference on Neural Networks (IJCNN), 4482–88. IEEE, Vancouver, BC, Canada, July.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.