Stock Market Prediction by Regression Model with Social Moods
نویسندگان
چکیده
This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model, where document topics are extracted using LDA. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models. Keywords—Regression model, social mood, stock market prediction, Twitter.
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