Predicting the Change of Stock Market Index Based on Social Media Analysis

2017 ◽  
pp. 154-162
Author(s):  
Rui Ma ◽  
Honghao Zhao
Keyword(s):  
Social Media ◽  
Stock Market ◽  
Media Analysis ◽  
Stock Market Index ◽  
Social Media Analysis ◽  
Market Index

Predicting the French Stock Market Using Social Media Analysis

2015 ◽  
Vol 7 (2) ◽  
pp. 70-84
Author(s):  
Vincent Martin ◽  
Emmanuel Bruno ◽  
Elisabeth Murisasco
Keyword(s):  
Neural Network ◽  
Social Media ◽  
Stock Market ◽  
Sentiment Analysis ◽  
Media Analysis ◽  
Percentage Error ◽  
Social Media Analysis ◽  
Single Output ◽  
The Neural Network ◽  
Simple Neural Network

In this article, the authors try to predict the next-day CAC40 index. They apply the idea of Johan Bollen et al. from (Bollen, Mao, & Zeng, 2011) on the French stock market and they conduct their experiment using French tweets. Two analyses are applied on tweets: sentiment analysis and subjectivity analysis. Results of these analyses are then used to train a simple neural network. The input features are the sentiment, the subjectivity and the CAC40 closing value at day-1 and day-0. The single output value is the predicted CAC40 closing value at day+1. The authors propose an architecture using the JEE framework resulting in a better scalability and an easier industrialization. The main experiments are conducted over 5 months of data. The authors train their neural network on the first of the data and they test predictions on the remaining quarter. Their best run gives a direction accuracy of 80% and a mean absolute percentage error (MAPE) of 2.97%. In another experiment, the authors retrain the neural network each day which decreases the MAPE to 1.14%.

On the sensibility of the Pairs Trading strategy: the case of the FTS stock market index

2020 ◽  
Vol 38 (3) ◽  
Author(s):  
Ainhoa Fernández-Pérez ◽  
María de las Nieves López-García ◽  
José Pedro Ramos Requena
Keyword(s):  
Standard Deviation ◽  
Stock Market ◽  
Trading Strategy ◽  
Stock Market Index ◽  
Pairs Trading ◽  
Empirical Application ◽  
Statistical Arbitrage ◽  
Market Index ◽  
Standard Deviations ◽  
Using Data

In this paper we present a non-conventional statistical arbitrage technique based in varying the number of standard deviations used to carry the trading strategy. We will show how values of 1 and 1,2 in the standard deviation provide better results that the classic strategy of Gatev et al (2006). An empirical application is performance using data of the FST100 index during the period 2010 to June 2019.

Oil Price and Stock Market Index, the Case of GCC Countries

2012 ◽  
Author(s):  
Mazen Marwan Mardini ◽  
Talal Omar Fawzi Bayazeed
Keyword(s):  
Stock Market ◽  
Oil Price ◽  
Stock Market Index ◽  
Market Index ◽  
Gcc Countries

A Study on the Festival Attributes of Gwangju Biennale Using the Social Media Analysis

2017 ◽  
Vol 29 (4) ◽  
pp. 125-151
Author(s):  
Sung-Mun Jung ◽  
Yeo-Woon Ju ◽  
Chi-Ok Oh
Keyword(s):  
Social Media ◽  
Media Analysis ◽  
Social Media Analysis ◽  
The Social

scholarly journals A Tale of Two Disasters

2020 ◽  
Vol 4 (Supplement_1) ◽  
pp. 694-694
Author(s):  
Tammy Mermelstein
Keyword(s):  
Older Adults ◽  
Social Media ◽  
Interest Group ◽  
Media Analysis ◽  
Ice Storm ◽  
Social Media Analysis ◽  
Individual Survival ◽  
Social Media Platforms

Abstract Preparing for or experiencing a disaster is never easy, but how leaders communicate with older adults can ease a situation or make it exponentially worse. This case study describes two disasters in the same city: Hurricane Harvey and the 2018 Houston Texas Ice Storm and the variation in messaging provided to and regarding older adults. For example, during Hurricane Harvey, the primary pre-disaster message was self-preparedness. During the storm, messages were also about individual survival. Statements such as “do not [climb into your attic] unless you have an ax or means to break through,” generated additional fear for older adults and loved ones. Yet, when an ice storm paralyzed Houston a few months later, public messaging had a strong “check on your elderly neighbors” component. This talk will explore how messaging for these events impacted older adults through traditional and social media analysis, and describe how social media platforms assisted people with rescue and recovery. Part of a symposium sponsored by Disasters and Older Adults Interest Group.

scholarly journals Investigating transportation research based on social media analysis: a systematic mapping review

2021 ◽  
Author(s):  
Tasnim M. A. Zayet ◽  
Maizatul Akmar Ismail ◽  
Kasturi Dewi Varathan ◽  
Rafidah M. D. Noor ◽  
Hui Na Chua ◽  
...  
Keyword(s):  
Social Media ◽  
Media Analysis ◽  
Social Media Analysis ◽  
Systematic Mapping ◽  
Mapping Review ◽  
Transportation Research ◽  
Systematic Mapping Review
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