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A comprehensive understanding of data quality is the cornerstone of measurement studies in social media research. This paper presents in-depth measurements on the effects of Twitter data sampling across different timescales and different…
Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…
This paper is to explore the possibility to use alternative data and artificial intelligence techniques to trade stocks. The efficacy of the daily Twitter sentiment on predicting the stock return is examined using machine learning methods.…
Investor sentiment reflects the collective attitude of investors towards the asset, whether positive, negative or neutral. Market information, such as news and relevant social media posts, plays a significant role in shaping investor…
This paper analyzes correlations and causalities between Bitcoin market indicators and Twitter posts containing emotional signals on Bitcoin. Within a timeframe of 104 days (November 23rd 2013 - March 7th 2014), about 160,000 Twitter posts…
Businesses communicate using Twitter for a variety of reasons -- to raise awareness of their brands, to market new products, to respond to community comments, and to connect with their customers and potential customers in a targeted manner.…
Social Media have been extensively used for commercial and political communication, besides their initial scope of providing an easy-to-use outlet to produce and consume user-generated content. Besides being a popular medium, Social Media…
As more and more data being created every day, all of it can help take better decisions with data analysis. It is not different from data generated in financial markets. Here we examine the process of how the global economy is affected by…
"Media events" such as political debates generate conditions of shared attention as many users simultaneously tune in with the dual screens of broadcast and social media to view and participate. Are collective patterns of user behavior…
In the context of altmetrics, tweets have been discussed as potential indicators of immediate and broader societal impact of scientific documents. However, it is not yet clear to what extent Twitter captures actual research impact. A small…
According to behavioral finance, stock market returns are influenced by emotional, social and psychological factors. Several recent works support this theory by providing evidence of correlation between stock market prices and collective…
Among other macroeconomic indicators, the monthly release of U.S. unemployment rate figures in the Employment Situation report by the U.S. Bureau of Labour Statistics gets a lot of media attention and strongly affects the stock markets. I…
Social media are becoming an increasingly important source of information about the public mood regarding issues such as elections, Brexit, stock market, etc. In this paper we focus on sentiment classification of Twitter data. Construction…
Sentiment analysis of social media data consists of attitudes, assessments, and emotions which can be considered a way human think. Understanding and classifying the large collection of documents into positive and negative aspects are a…
We study the relationship between the sentiment levels of Twitter users and the evolving network structure that the users created by @-mentioning each other. We use a large dataset of tweets to which we apply three sentiment scoring…
Study of the forecasting models using large scale microblog discussions and the search behavior data can provide a good insight for better understanding the market movements. In this work we collected a dataset of 2 million tweets and…
Understanding the mutual relationships between information flows and social activity in society today is one of the cornerstones of the social sciences. In financial economics, the key issue in this regard is understanding and quantifying…
To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring sentiment-based network risk. The algorithm ranks companies…
State of the art benchmarks for Twitter Sentiment Analysis do not consider the fact that for more than half of the tweets from the public stream a distinct sentiment cannot be chosen. This paper provides a new perspective on Twitter…
The effectiveness of traditional traffic prediction methods is often extremely limited when forecasting traffic dynamics in early morning. The reason is that traffic can break down drastically during the early morning commute, and the time…