Correlating financial time series with micro-blogging activity.
Eduardo J. RuizVagelis HristidisCarlos CastilloAristides GionisAlejandro JaimesPublished in: WSDM (2012)
Keyphrases
- financial time series
- micro blogging
- stock market
- financial time series forecasting
- social networking
- financial data
- social networks
- turning points
- non stationary
- stock exchange
- stock price
- information overload
- online social networks
- exchange rate
- multivariate time series
- short term
- information retrieval
- databases
- social network analysis
- long term