Abstract

The abstract aims to address the correlation between stock market movements and public sentiments expressed on Twitter. It delves into the utilization of sentiment analysis and supervised machine learning techniques to explore this connection. The study leverages Word2vec for textual representation, examining how shifts in stock prices align with sentiments expressed in tweets about specific companies. The investigation underscores the potential impact of positive news and social media sentiments on stock prices, emphasizing a demonstrated correlation between fluctuations in stock prices and sentiments conveyed in Twitter.- Keywords: Hashtag Collection, Data Collection, Real-Time Stock History Data, Positive Keywords, Negative Keywords, Polarity Computation, Sentiment Analysis , Sentiment Index Computation, Sentiment Discrepancy Index, Price Prediction, Yahoo Finance API

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.