Investigating Predictive Power of Stock Micro Blog Sentiment in Forecasting Future Stock Price Directional Movement.
Chong OhOlivia ShengPublished in: ICIS (2011)
Keyphrases
- stock price
- predictive power
- exchange rate
- micro blog
- financial time series
- technical indicators
- stock market
- sentiment analysis
- logistic regression
- short term
- non stationary
- prediction accuracy
- long term
- stock exchange
- historical data
- social networks
- financial markets
- micro blogging
- predictive accuracy
- news articles
- stock data
- online social networks
- information propagation
- trading systems
- financial data
- user generated content
- social graphs
- topic specific
- real world
- chinese stock market
- decision trees
- data mining
- text mining
- natural language processing
- semi supervised