Could Emotional Markers in Twitter Posts Add Information to the Stock Market ARMAX-GARCH Model
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چکیده
منابع مشابه
Using Emotional Markers' Frequencies in Stock Market ARMAX-GARCH Model
We analyze the possibility of improving the prediction of stock market indicators by adding information about public mood expressed in Twitter posts. To estimate public mood, we analysed frequencies of 175 emotional markers words, emoticons, acronyms and abbreviations in more than two billion tweets collected via Twitter API over a period from 13.02.2013 to 22.04.2015. We explored the Granger c...
متن کاملTwitter mood predicts the stock market
Behavioral economics tells us that emotions can profoundly affect individual behavior and decisionmaking. Does this also apply to societies at large, i.e. can societies experiencemood states that affect their collective decision making? By extension is the public mood correlated or even predictive of economic indicators? Here we investigate whether measurements of collective mood states derived...
متن کاملCan Twitter predict the stock market?
Last year, in a famous paper, Bollen et al. (2010) made the claim that Twitter mood is correlated with the Dow Jones Industrial Average (DJIA), and that it can be used to forecast the direction of DJIA changes with 87% accuracy. Besides its obvious significance in investing, this surprising result challenges several fundamental notions in the social sciences, such as the efficient market hypoth...
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Correspondence: [email protected] School of Computer Science, University of Birmingham, Edgbaston, B15 2TT Birmingham, United Kingdom Full list of author information is available at the end of the article Abstract Predicting investors reactions to financial and political news is important for the early detection of stock market jitters. Evidence from several recent studies suggests that o...
متن کاملStock Market Prediction Using Twitter Mood
-In the modern times of the information age, the magnitude of social media activity has reached unprecedented levels. Twitter is one such popular online social networking and micro-blogging service, which enables hundreds of millions of users share short messages in real time about events worth broad attention expressing public opinion. In this paper, we investigate the relationship between Twi...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2016
ISSN: 1556-5068
DOI: 10.2139/ssrn.2763583