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The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices.

Nuno OliveiraPaulo CortezNelson Areal
Published in: Expert Syst. Appl. (2017)
Keyphrases
  • data collection
  • data sets
  • training data
  • historical data
  • public opinion
  • social networks
  • high quality
  • multiscale
  • social media
  • wavelet transform
  • sentiment analysis
  • social media data
  • stock market data