The integration of Artificial Intelligence (AI) in financial markets has revolutionized media analytics, enabling real-time sentiment analysis, news impact assessment, and market forecasting. AI-driven algorithms process vast amounts of financial news, social media data, and economic reports to identify patterns, predict market movements, and inform investment strategies. This chapter explores the role of AI in analyzing media sentiment and its influence on stock prices, currency fluctuations, and investor behavior. It examines machine learning techniques, natural language processing (NLP), and deep learning models used for financial sentiment analysis. Additionally, the chapter discusses the challenges of misinformation, bias in AI models, and the need for robust risk management in AI-driven financial media analytics. The insights provided aim to help financial professionals, investors, and researchers leverage AI for data-driven decision-making in the rapidly evolving financial landscape.