Stock market prediction using twitter

By: ChicagoCUBS On: 03.07.2017
stock market prediction using twitter

This service is more advanced with JavaScript available, learn more at http: Behavioral finance researchers have shown that the stock market can be driven by emotions of market participants.

In a number of recent studies mood levels have been extracted from Social Media applications in order to predict stock returns. The paper tries to replicate these findings by measuring the mood states on Twitter. The sample consists of roughly million tweets that were published in Germany between January, and November, In a first analysis, a significant relationship between aggregate Twitter mood states and the stock market is not found.

However, further analyses also consider mood contagion by integrating the number of Twitter followers into the analysis. The results show that it is necessary to take into account the spread of mood states among Internet users. Based on the results in the training period, a trading strategy for the German stock market is created. The online version of this article doi: Part of Springer Nature. Not logged in Not affiliated Using Twitter to Predict the Stock Market Where is the Mood Effect?

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Twitter 'predicts' stock prices more accurately than any investment tactic, say scientists | Daily Mail Online

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