Can social microblogging be used to forecast intraday exchange rates?
Panagiotis PapaioannouLucia RussoGeorge PapaioannouConstantinos I. SiettosPublished in: CoRR (2013)
Keyphrases
- exchange rate
- social networks
- social media
- social relations
- social networking sites
- currency exchange
- social networking
- short run
- foreign exchange
- stock price
- social interaction
- public opinion
- long run
- user generated content
- short term
- social behavior
- online social
- social relationships
- social graph
- sina weibo
- information diffusion
- risk aversion
- short text
- knowledge discovery
- association rules