On the Predictability of Stock Market Behavior Using StockTwits Sentiment and Posting Volume.
Nuno OliveiraPaulo CortezNelson ArealPublished in: EPIA (2013)
Keyphrases
- stock market
- financial news
- short term
- stock price
- stock exchange
- financial time series
- financial data
- stock index futures
- trading rules
- sentiment analysis
- listed companies
- stock data
- stock trading
- technical indicators
- long term
- sentiment classification
- financial markets
- garch model
- artificial neural networks
- portfolio optimization