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- W4386579771 abstract "In this paper, we apply sentiment analysis and machine learning principles to find the correlation between ”public sentiment” and ”market sentiment”. We use twitter data to predict public mood and use the predicted mood and previous days’ DJIA values to predict the stock market movements. In order to test our results, we propose a new cross validation method for financial data and obtain 75.56% accuracy using Self Organizing Fuzzy Neural Networks (SOFNN) on the Twitter feeds and DJIA values from the period June 2009 to December 2009. We also implement a naive protfolio management strategy based on our predicted values. Our work is based on Bollen et al’s famous paper which predicted the same with 87% accuracy." @default.
- W4386579771 created "2023-09-10" @default.
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- W4386579771 date "2023-01-01" @default.
- W4386579771 modified "2023-09-29" @default.
- W4386579771 title "Stock Price Prediction Using Twitter Dataset" @default.
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- W4386579771 doi "https://doi.org/10.46647/ijetms.2023.v07i05.003" @default.
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