{"id":"https://openalex.org/W3161286432","doi":"https://doi.org/10.3390/e23050621","title":"Information Theoretic Causality Detection between Financial and Sentiment Data","display_name":"Information Theoretic Causality Detection between Financial and Sentiment Data","publication_year":2021,"publication_date":"2021-05-16","ids":{"openalex":"https://openalex.org/W3161286432","doi":"https://doi.org/10.3390/e23050621","mag":"3161286432","pmid":"https://pubmed.ncbi.nlm.nih.gov/34065756"},"language":"en","primary_location":{"id":"doi:10.3390/e23050621","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e23050621","pdf_url":"https://www.mdpi.com/1099-4300/23/5/621/pdf?version=1621793552","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj","pubmed"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/1099-4300/23/5/621/pdf?version=1621793552","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5046011088","display_name":"Roberta Scaramozzino","orcid":"https://orcid.org/0000-0003-1014-748X"},"institutions":[{"id":"https://openalex.org/I25217355","display_name":"University of Pavia","ror":"https://ror.org/00s6t1f81","country_code":"IT","type":"education","lineage":["https://openalex.org/I25217355"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Roberta Scaramozzino","raw_affiliation_strings":["Department of Economics and Management, University of Pavia, Via San Felice 7, 27100 Pavia, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics and Management, University of Pavia, Via San Felice 7, 27100 Pavia, Italy","institution_ids":["https://openalex.org/I25217355"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5021961823","display_name":"Paola Cerchiello","orcid":"https://orcid.org/0000-0002-4896-5552"},"institutions":[{"id":"https://openalex.org/I25217355","display_name":"University of Pavia","ror":"https://ror.org/00s6t1f81","country_code":"IT","type":"education","lineage":["https://openalex.org/I25217355"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Paola Cerchiello","raw_affiliation_strings":["Department of Economics and Management, University of Pavia, Via San Felice 7, 27100 Pavia, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics and Management, University of Pavia, Via San Felice 7, 27100 Pavia, Italy","institution_ids":["https://openalex.org/I25217355"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5050674002","display_name":"Tomaso Aste","orcid":"https://orcid.org/0000-0002-4219-0215"},"institutions":[{"id":"https://openalex.org/I4210140554","display_name":"Digital Catapult (United Kingdom)","ror":"https://ror.org/03wsc5672","country_code":"GB","type":"company","lineage":["https://openalex.org/I4210140554"]},{"id":"https://openalex.org/I4210155202","display_name":"Systemic Risk Centre","ror":"https://ror.org/05d88z031","country_code":"GB","type":"other","lineage":["https://openalex.org/I124357947","https://openalex.org/I4210155202","https://openalex.org/I909854389"]},{"id":"https://openalex.org/I45129253","display_name":"University College London","ror":"https://ror.org/02jx3x895","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I45129253"]},{"id":"https://openalex.org/I909854389","display_name":"London School of Economics and Political Science","ror":"https://ror.org/0090zs177","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I909854389"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Tomaso Aste","raw_affiliation_strings":["Department of Computer Science, University College London, Gower Street, London WC1E 6EA, UK","Systemic Risk Centre, London School of Economics and Political Sciences, London WC2A 2AE, UK","UCL Centre for Blockchain Technologies, University College London, London WC1E 6BT, UK"],"raw_orcid":"https://orcid.org/0000-0002-4219-0215","affiliations":[{"raw_affiliation_string":"Department of Computer Science, University College London, Gower Street, London WC1E 6EA, UK","institution_ids":["https://openalex.org/I45129253"]},{"raw_affiliation_string":"Systemic Risk Centre, London School of Economics and Political Sciences, London WC2A 2AE, UK","institution_ids":["https://openalex.org/I4210155202","https://openalex.org/I909854389"]},{"raw_affiliation_string":"UCL Centre for Blockchain Technologies, University College London, London WC1E 6BT, UK","institution_ids":["https://openalex.org/I4210140554","https://openalex.org/I45129253"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5046011088"],"corresponding_institution_ids":["https://openalex.org/I25217355"],"apc_list":{"value":2000,"currency":"CHF","value_usd":2227},"apc_paid":{"value":2000,"currency":"CHF","value_usd":2227},"fwci":2.0976,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.9039502,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":91,"max":99},"biblio":{"volume":"23","issue":"5","first_page":"621","last_page":"621"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9979000091552734,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9979000091552734,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9919999837875366,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10064","display_name":"Complex Network Analysis Techniques","score":0.9625999927520752,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/transfer-entropy","display_name":"Transfer entropy","score":0.8293921947479248},{"id":"https://openalex.org/keywords/granger-causality","display_name":"Granger causality","score":0.6446132063865662},{"id":"https://openalex.org/keywords/causality","display_name":"Causality (physics)","score":0.6339858174324036},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5734430551528931},{"id":"https://openalex.org/keywords/sentiment-analysis","display_name":"Sentiment analysis","score":0.5733373761177063},{"id":"https://openalex.org/keywords/social-media","display_name":"Social media","score":0.5671054124832153},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5026683807373047},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4978921413421631},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4801032841205597},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.43890145421028137},{"id":"https://openalex.org/keywords/information-flow","display_name":"Information flow","score":0.43466001749038696},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.4269486665725708},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.41604530811309814},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3695768117904663},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2785545289516449},{"id":"https://openalex.org/keywords/principle-of-maximum-entropy","display_name":"Principle of maximum entropy","score":0.24298349022865295},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.13891875743865967}],"concepts":[{"id":"https://openalex.org/C182049051","wikidata":"https://www.wikidata.org/wiki/Q17147155","display_name":"Transfer entropy","level":3,"score":0.8293921947479248},{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.6446132063865662},{"id":"https://openalex.org/C64357122","wikidata":"https://www.wikidata.org/wiki/Q1149766","display_name":"Causality (physics)","level":2,"score":0.6339858174324036},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5734430551528931},{"id":"https://openalex.org/C66402592","wikidata":"https://www.wikidata.org/wiki/Q2271421","display_name":"Sentiment analysis","level":2,"score":0.5733373761177063},{"id":"https://openalex.org/C518677369","wikidata":"https://www.wikidata.org/wiki/Q202833","display_name":"Social media","level":2,"score":0.5671054124832153},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5026683807373047},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4978921413421631},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4801032841205597},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.43890145421028137},{"id":"https://openalex.org/C2779136372","wikidata":"https://www.wikidata.org/wiki/Q10283002","display_name":"Information flow","level":2,"score":0.43466001749038696},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.4269486665725708},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.41604530811309814},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3695768117904663},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2785545289516449},{"id":"https://openalex.org/C9679016","wikidata":"https://www.wikidata.org/wiki/Q1417473","display_name":"Principle of maximum entropy","level":2,"score":0.24298349022865295},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.13891875743865967},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.3390/e23050621","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e23050621","pdf_url":"https://www.mdpi.com/1099-4300/23/5/621/pdf?version=1621793552","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},{"id":"pmid:34065756","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/34065756","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy (Basel, Switzerland)","raw_type":null},{"id":"pmh:oai:pubmedcentral.nih.gov:8156204","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/8156204","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy (Basel)","raw_type":"Text"},{"id":"pmh:oai:doaj.org/article:c1da235f23d9459d96b97c7d3185a01a","is_oa":true,"landing_page_url":"https://doaj.org/article/c1da235f23d9459d96b97c7d3185a01a","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy, Vol 23, Iss 5, p 621 (2021)","raw_type":"article"},{"id":"pmh:oai:mdpi.com:/1099-4300/23/5/621/","is_oa":true,"landing_page_url":"https://dx.doi.org/10.3390/e23050621","pdf_url":null,"source":{"id":"https://openalex.org/S4306400947","display_name":"MDPI (MDPI AG)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210097602","host_organization_name":"Multidisciplinary Digital Publishing Institute (Switzerland)","host_organization_lineage":["https://openalex.org/I4210097602"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy; Volume 23; Issue 5; Pages: 621","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.3390/e23050621","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e23050621","pdf_url":"https://www.mdpi.com/1099-4300/23/5/621/pdf?version=1621793552","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/1","display_name":"No poverty","score":0.7300000190734863}],"awards":[{"id":"https://openalex.org/G1247802247","display_name":null,"funder_award_id":"P031730","funder_id":"https://openalex.org/F4320334630","funder_display_name":"Economic and Social Research Council"},{"id":"https://openalex.org/G1844061666","display_name":null,"funder_award_id":"ES/K002309/1","funder_id":"https://openalex.org/F4320334630","funder_display_name":"Economic and Social Research Council"},{"id":"https://openalex.org/G2149259872","display_name":null,"funder_award_id":"EP/P031730/1","funder_id":"https://openalex.org/F4320334630","funder_display_name":"Economic and Social Research Council"},{"id":"https://openalex.org/G370142359","display_name":null,"funder_award_id":"825215","funder_id":"https://openalex.org/F4320332999","funder_display_name":"Horizon 2020 Framework Programme"},{"id":"https://openalex.org/G4207787170","display_name":null,"funder_award_id":"EP/P031730/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"},{"id":"https://openalex.org/G529956210","display_name":null,"funder_award_id":"K002309","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"},{"id":"https://openalex.org/G6041663485","display_name":null,"funder_award_id":"ES/R009724/1","funder_id":"https://openalex.org/F4320334630","funder_display_name":"Economic and Social Research Council"},{"id":"https://openalex.org/G6505460833","display_name":null,"funder_award_id":"825215","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"},{"id":"https://openalex.org/G684179404","display_name":"Systemic Risk Centre","funder_award_id":"ES/R009724/1","funder_id":"https://openalex.org/F4320334630","funder_display_name":"Economic and Social Research Council"},{"id":"https://openalex.org/G8011659743","display_name":null,"funder_award_id":"H2020-ICT-2018-2 825215","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"},{"id":"https://openalex.org/G807075021","display_name":null,"funder_award_id":"H2020-ICT-2018-2 825215","funder_id":"https://openalex.org/F4320334630","funder_display_name":"Economic and Social Research Council"},{"id":"https://openalex.org/G8188914663","display_name":"Blockchain technology for Algorithmic Regulation And Compliance (BARAC)","funder_award_id":"EP/P031730/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"},{"id":"https://openalex.org/G8430814231","display_name":"Systemic Risk Centre","funder_award_id":"ES/K002309/1","funder_id":"https://openalex.org/F4320334630","funder_display_name":"Economic and Social Research Council"},{"id":"https://openalex.org/G8910095441","display_name":null,"funder_award_id":"ES/K002309/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"}],"funders":[{"id":"https://openalex.org/F4320332999","display_name":"Horizon 2020 Framework Programme","ror":"https://ror.org/00k4n6c32"},{"id":"https://openalex.org/F4320334627","display_name":"Engineering and Physical Sciences Research Council","ror":"https://ror.org/0439y7842"},{"id":"https://openalex.org/F4320334630","display_name":"Economic and Social Research Council","ror":"https://ror.org/03n0ht308"}],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3161286432.pdf"},"referenced_works_count":38,"referenced_works":["https://openalex.org/W82712395","https://openalex.org/W810042281","https://openalex.org/W1593826142","https://openalex.org/W1597136917","https://openalex.org/W1947985544","https://openalex.org/W1981773538","https://openalex.org/W1989681298","https://openalex.org/W1995875735","https://openalex.org/W2021117460","https://openalex.org/W2037625889","https://openalex.org/W2041782669","https://openalex.org/W2049583040","https://openalex.org/W2068695154","https://openalex.org/W2099111195","https://openalex.org/W2126640908","https://openalex.org/W2127048411","https://openalex.org/W2130162792","https://openalex.org/W2131681506","https://openalex.org/W2171468534","https://openalex.org/W2178225550","https://openalex.org/W2317895244","https://openalex.org/W2527364597","https://openalex.org/W2618711984","https://openalex.org/W2901256916","https://openalex.org/W2949786120","https://openalex.org/W3085628920","https://openalex.org/W3099768174","https://openalex.org/W3102641634","https://openalex.org/W3107933677","https://openalex.org/W3122944446","https://openalex.org/W3123855506","https://openalex.org/W3124464173","https://openalex.org/W3124766520","https://openalex.org/W3153570613","https://openalex.org/W4288061437","https://openalex.org/W6675356903","https://openalex.org/W6679109501","https://openalex.org/W6789564880"],"related_works":["https://openalex.org/W1989349725","https://openalex.org/W2945806310","https://openalex.org/W2583159834","https://openalex.org/W2339734569","https://openalex.org/W2884017454","https://openalex.org/W4295126097","https://openalex.org/W2888645009","https://openalex.org/W2056895937","https://openalex.org/W2050334647","https://openalex.org/W2271321208"],"abstract_inverted_index":{"The":[0,89],"interaction":[1],"between":[2,97,100,129],"the":[3,13,16,26,44,49,56,72,125,136],"flow":[4],"of":[5,15,83,92],"sentiment":[6,42,114,130],"expressed":[7],"on":[8],"blogs":[9],"and":[10,12,38,99,117,131],"media":[11,41],"dynamics":[14],"stock":[17,36],"market":[18],"prices":[19,98,116,119,132],"are":[20],"analyzed":[21,34,66],"through":[22],"an":[23],"information-theoretic":[24],"measure,":[25],"transfer":[27],"entropy,":[28],"to":[29,61,115,120],"quantify":[30],"causality":[31],"relations.":[32],"We":[33,64,75,122],"daily":[35,39],"price":[37],"social":[40],"for":[43],"top":[45],"50":[46],"companies":[47,70],"in":[48],"Standard":[50],"&":[51],"Poor":[52],"(S&P)":[53],"index":[54],"during":[55,71],"period":[57],"from":[58,113,118],"November":[59,62],"2018":[60],"2020.":[63],"also":[65,105],"news":[67],"mentioning":[68],"these":[69],"same":[73],"period.":[74],"found":[76],"that":[77,85,124],"there":[78,103],"is":[79,96,104,133],"a":[80],"causal":[81,94,107,127],"flux":[82],"information":[84,108],"links":[86,95],"those":[87],"companies.":[88],"largest":[90],"fraction":[91],"significant":[93,106],"sentiments,":[101],"but":[102],"which":[109],"goes":[110],"both":[111],"ways":[112],"sentiment.":[121],"observe":[123],"strongest":[126],"signal":[128],"associated":[134],"with":[135],"Tech":[137],"sector.":[138]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":7}],"updated_date":"2026-08-11T07:18:39.950985","created_date":"2025-10-10T00:00:00"}
