Correlating Twitter with the stock market through non-Gaussian SVAR.
Shaohua TanXinhai LiuShuai ZhaoYunhai TongPublished in: ICACI (2016)
Keyphrases
- stock market
- social media
- stock market data
- short term
- stock price
- non stationary
- stock exchange
- financial data
- stock index futures
- trading rules
- online social networks
- social networks
- stock trading
- independent component analysis
- listed companies
- financial time series
- portfolio optimization
- micro blogging
- social networking
- technical indicators
- long term
- stock data
- garch model
- stock returns
- chinese stock market
- autoregressive
- data mining
- investment strategies
- heavy tailed
- topic detection