Predicting Sector Index Movement with Microblogging Public Mood Time Series on Social Issues.
Yujie LuJinlong GuoKotaro SakamotoHideyuki ShibukiTatsunori MoriPublished in: PACLIC (2015)
Keyphrases
- social issues
- higher education
- subsequence matching
- public opinion
- index structure
- social media
- dynamic time warping
- computer science
- trajectory data
- inverted index
- web forums
- multivariate time series
- non stationary
- e learning
- social networks
- sequential data
- indexing method
- information retrieval
- indexing techniques
- sentiment analysis
- moving average
- garch model