MétaCan
Menu
Back to cohort
Record W3209537010 · doi:10.32920/ryerson.14653824.v1

Investor Sentiment in the Financial Market: a Survey

2021· preprint· en· W3209537010 on OpenAlexaff
Charles A. Aziegbemhin

Bibliographic record

Venuenot available
Typepreprint
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsToronto Metropolitan University
Fundersnot available
KeywordsMarket sentimentSentiment analysisDebtEquity (law)Financial economicsBusinessFinancial marketValuation (finance)EconomicsFinanceComputer scienceArtificial intelligence

Abstract

fetched live from OpenAlex

Many techniques like technical analysis, fundamental analysis, neural networks etc are used to forecast market behavior but none of these methods has been consistently acceptable forecasting tool. This thesis surveys more than 200 related published articles that study investor sentiment techniques as derived and applied to forecasting equity, debt and alternative markets. From the literatures, it shows that the application of investor sentiment for evaluating market behavior is gaining wide acceptance. Changes in investor sentiment can trigger changes in the valuation and pricing of assets, therefore offering the ability to forecasting market directions more accurately than other techniques. This study is the most comprehensive survey on investor sentiment techniques and its impact on forecasting a panel of assets in the equity, debt, derivative and other alternative investment markets. It examines forecasting as it affects sentiment, investor sentiment, it influence on market returns, news analytics and its use as profit and risk management tool.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.003
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: Review
Teacher disagreement score0.003
Threshold uncertainty score0.006

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0030.004
Science and technology studies0.0000.000
Scholarly communication0.0020.002
Open science0.0000.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.255
GPT teacher head0.437
Teacher spread0.182 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreReview

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2021
Admission routes1
Has abstractyes

Explore more

Same topicStock Market Forecasting MethodsFrench-language works237,207