Social Market: Stock Market and Twitter Correlation.
Ivo BernardoRoberto HenriquesVictor Sousa LoboPublished in: KES-IDT (2) (2017)
Keyphrases
- stock market
- social media
- social networks
- stock price
- social networking
- micro blogging
- social networking sites
- stock exchange
- market prices
- short term
- stock market data
- stock returns
- financial data
- chinese stock market
- listed companies
- trading rules
- microblog posts
- financial time series
- financial markets
- user generated content
- information diffusion
- trading strategies
- online social
- stock index futures
- online social networks
- stock data
- financial news
- foreign exchange
- long term
- neural network
- non stationary
- technical indicators
- garch model
- portfolio optimization
- stock trading