Idioma:

Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear”

Zhang, Xue ; Fuehres, Hauke ; Gloor, Peter A.

Procedia, social and behavioral sciences, 2011, Vol.26, p.55-62 [Periódico revisado por pares]

Sem texto completo

Citações Citado por

Título:
Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear”
Autor: Zhang, Xue ; Fuehres, Hauke ; Gloor, Peter A.
Assuntos: coolhunting ; economic indicator prediction ; Twitter ; Web buzz analysis
É parte de: Procedia, social and behavioral sciences, 2011, Vol.26, p.55-62
Descrição: This paper describes early work trying to predict stock market indicators such as Dow Jones, NASDAQ and S&P 500 by analyzing Twitter posts. We collected the twitter feeds for six months and got a randomized subsample of about one hundredth of the full volume of all tweets. We measured collective hope and fear on each day and analyzed the correlation between these indices and the stock market indicators. We found that emotional tweet percentage significantly negatively correlated with Dow Jones, NASDAQ and S&P 500, but displayed significant positive correlation to VIX. It therefore seems that just checking on twitter for emotional outbursts of any kind gives a predictor of how the stock market will be doing the next day.
Editor: Elsevier Ltd
Idioma: Inglês

Voltar para lista de resultados