Collaborative filtering (CF) recommenders based on User-Item rating matrix as explicitly obtained from end users have recently appeared promising in recommender systems. However, User-Item rating matrix is not always available or very sparse in some web applications, which has critical impact to the application of CF recommenders. In this article we aim to enhance the online recommender system by fusing virtual ratings as derived from user reviews. Specifically, taking into account of Chinese reviews' characteristics, we propose to fuse the self-supervised emotion-integrated sentiment classification results into CF recommenders, by which the User-Item Rating Matrix can be inferred by decomposing item reviews that users gave to the items. The main advantage of this approach is that it can extend CF recommenders to some web applications without user rating information. In the experiments, we have first identified the self-supervised sentiment classification's higher precision and recall by comparing it with traditional classification methods. Furthermore, the classification results, as behaving as virtual ratings, were incorporated into both user-based and item-based CF algorithms. We have also conducted an experiment to evaluate the proximity between the virtual and real ratings and clarified the effectiveness of the virtual ratings. The experimental results demonstrated the significant impact of virtual ratings on increasing system's recommendation accuracy in different data conditions (i.e., conditions with real ratings and without).

Although much research is devoted to the analysis and prediction of individuals' behavior in social networks, very few studies analyze firms' performance with respect to business networks. Empowered by recent research on the automated mining of business networks, this article illustrates the design of a novel business network-based model called the energy cascading model (ECM) for predicting directional stock price movements of related firms. More specifically, the proposed network-based predictive analytics model considers both influential business relationships and Twitter sentiments to infer a firm's middle to long-term directional stock price movements. The reported empirical experiments are based on a publicly available financial corpus and social media postings that reveal the proposed ECM model to be effective for predicting directional stock price movements. It outperforms the best baseline model, the Pearson correlation-based prediction model, in upward stock price movement prediction by 11.7 percent in terms of F-measure.