Matches in SemOpenAlex for { <https://semopenalex.org/work/W2058168013> ?p ?o ?g. }
- W2058168013 abstract "We study the problem of correlating micro-blogging activity with stock-market events, defined as changes in the price and traded volume of stocks. Specifically, we collect messages related to a number of companies, and we search for correlations between stock-market events for those companies and features extracted from the micro-blogging messages. The features we extract can be categorized in two groups. Features in the first group measure the overall activity in the micro-blogging platform, such as number of posts, number of re-posts, and so on. Features in the second group measure properties of an induced interaction graph, for instance, the number of connected components, statistics on the degree distribution, and other graph-based properties.We present detailed experimental results measuring the correlation of the stock market events with these features, using Twitter as a data source. Our results show that the most correlated features are the number of connected components and the number of nodes of the interaction graph. The correlation is stronger with the traded volume than with the price of the stock. However, by using a simulator we show that even relatively small correlations between price and micro-blogging features can be exploited to drive a stock trading strategy that outperforms other baseline strategies." @default.
- W2058168013 created "2016-06-24" @default.
- W2058168013 creator A5010147604 @default.
- W2058168013 creator A5022164041 @default.
- W2058168013 creator A5041492681 @default.
- W2058168013 creator A5045236138 @default.
- W2058168013 creator A5084282503 @default.
- W2058168013 date "2012-01-01" @default.
- W2058168013 modified "2023-10-12" @default.
- W2058168013 title "Correlating financial time series with micro-blogging activity" @default.
- W2058168013 cites W153654188 @default.
- W2058168013 cites W1539585011 @default.
- W2058168013 cites W168916602 @default.
- W2058168013 cites W1851821411 @default.
- W2058168013 cites W1964590675 @default.
- W2058168013 cites W1987229782 @default.
- W2058168013 cites W1993081839 @default.
- W2058168013 cites W2000200507 @default.
- W2058168013 cites W2015174807 @default.
- W2058168013 cites W2036048505 @default.
- W2058168013 cites W2046804949 @default.
- W2058168013 cites W2064906988 @default.
- W2058168013 cites W2073979932 @default.
- W2058168013 cites W2076219102 @default.
- W2058168013 cites W2083792594 @default.
- W2058168013 cites W2084591134 @default.
- W2058168013 cites W2101196063 @default.
- W2058168013 cites W2117239687 @default.
- W2058168013 cites W2129620481 @default.
- W2058168013 cites W2145111356 @default.
- W2058168013 cites W2148606196 @default.
- W2058168013 cites W2155640700 @default.
- W2058168013 cites W2159526734 @default.
- W2058168013 cites W2171468534 @default.
- W2058168013 cites W3122139608 @default.
- W2058168013 cites W3125222963 @default.
- W2058168013 cites W3125462345 @default.
- W2058168013 cites W77567593 @default.
- W2058168013 cites W9223698 @default.
- W2058168013 cites W55850196 @default.
- W2058168013 doi "https://doi.org/10.1145/2124295.2124358" @default.
- W2058168013 hasPublicationYear "2012" @default.
- W2058168013 type Work @default.
- W2058168013 sameAs 2058168013 @default.
- W2058168013 citedByCount "207" @default.
- W2058168013 countsByYear W20581680132012 @default.
- W2058168013 countsByYear W20581680132013 @default.
- W2058168013 countsByYear W20581680132014 @default.
- W2058168013 countsByYear W20581680132015 @default.
- W2058168013 countsByYear W20581680132016 @default.
- W2058168013 countsByYear W20581680132017 @default.
- W2058168013 countsByYear W20581680132018 @default.
- W2058168013 countsByYear W20581680132019 @default.
- W2058168013 countsByYear W20581680132020 @default.
- W2058168013 countsByYear W20581680132021 @default.
- W2058168013 countsByYear W20581680132022 @default.
- W2058168013 countsByYear W20581680132023 @default.
- W2058168013 crossrefType "proceedings-article" @default.
- W2058168013 hasAuthorship W2058168013A5010147604 @default.
- W2058168013 hasAuthorship W2058168013A5022164041 @default.
- W2058168013 hasAuthorship W2058168013A5041492681 @default.
- W2058168013 hasAuthorship W2058168013A5045236138 @default.
- W2058168013 hasAuthorship W2058168013A5084282503 @default.
- W2058168013 hasBestOaLocation W20581680132 @default.
- W2058168013 hasConcept C117220453 @default.
- W2058168013 hasConcept C124101348 @default.
- W2058168013 hasConcept C132525143 @default.
- W2058168013 hasConcept C136764020 @default.
- W2058168013 hasConcept C143275388 @default.
- W2058168013 hasConcept C143724316 @default.
- W2058168013 hasConcept C149782125 @default.
- W2058168013 hasConcept C151730666 @default.
- W2058168013 hasConcept C166957645 @default.
- W2058168013 hasConcept C204036174 @default.
- W2058168013 hasConcept C205649164 @default.
- W2058168013 hasConcept C2524010 @default.
- W2058168013 hasConcept C2779343474 @default.
- W2058168013 hasConcept C2780299701 @default.
- W2058168013 hasConcept C2988984586 @default.
- W2058168013 hasConcept C33923547 @default.
- W2058168013 hasConcept C41008148 @default.
- W2058168013 hasConcept C518677369 @default.
- W2058168013 hasConcept C80444323 @default.
- W2058168013 hasConcept C86803240 @default.
- W2058168013 hasConceptScore W2058168013C117220453 @default.
- W2058168013 hasConceptScore W2058168013C124101348 @default.
- W2058168013 hasConceptScore W2058168013C132525143 @default.
- W2058168013 hasConceptScore W2058168013C136764020 @default.
- W2058168013 hasConceptScore W2058168013C143275388 @default.
- W2058168013 hasConceptScore W2058168013C143724316 @default.
- W2058168013 hasConceptScore W2058168013C149782125 @default.
- W2058168013 hasConceptScore W2058168013C151730666 @default.
- W2058168013 hasConceptScore W2058168013C166957645 @default.
- W2058168013 hasConceptScore W2058168013C204036174 @default.
- W2058168013 hasConceptScore W2058168013C205649164 @default.
- W2058168013 hasConceptScore W2058168013C2524010 @default.
- W2058168013 hasConceptScore W2058168013C2779343474 @default.
- W2058168013 hasConceptScore W2058168013C2780299701 @default.
- W2058168013 hasConceptScore W2058168013C2988984586 @default.
- W2058168013 hasConceptScore W2058168013C33923547 @default.