Linking Twitter Events With Stock Market Jitters.
Fani TsapeliNikolaos BezirgiannidisPeter TiñoMirco MusolesiPublished in: CoRR (2017)
Keyphrases
- stock market
- stock market data
- short term
- stock index futures
- social media
- stock price
- financial data
- financial time series
- trading rules
- social networks
- social media data
- listed companies
- stock exchange
- stock trading
- online social networks
- stock returns
- stock data
- portfolio optimization
- social networking
- news media
- financial markets
- financial news
- twitter users
- trading strategies
- temporal information
- long term
- garch model
- technical indicators
- topic detection
- chinese stock market