Language models for financial news recommendation
Proceedings of the ninth international conference on Information and knowledge management
Computers and Operations Research - Special issue: Emerging economics
Structure and evolution of blogspace
Communications of the ACM - The Blogosphere
Using web-based search data to predict macroeconomic statistics
Communications of the ACM
World knowledge in broad-coverage information filtering
SIGIR '07 Proceedings of the 30th annual international ACM SIGIR conference on Research and development in information retrieval
GraphScope: parameter-free mining of large time-evolving graphs
Proceedings of the 13th ACM SIGKDD international conference on Knowledge discovery and data mining
Objectrank: authority-based keyword search in databases
VLDB '04 Proceedings of the Thirtieth international conference on Very large data bases - Volume 30
Why we twitter: understanding microblogging usage and communities
Proceedings of the 9th WebKDD and 1st SNA-KDD 2007 workshop on Web mining and social network analysis
Can blog communication dynamics be correlated with stock market activity?
Proceedings of the nineteenth ACM conference on Hypertext and hypermedia
Proceedings of the first workshop on Online social networks
Colibri: fast mining of large static and dynamic graphs
Proceedings of the 14th ACM SIGKDD international conference on Knowledge discovery and data mining
Textual analysis of stock market prediction using breaking financial news: The AZFin text system
ACM Transactions on Information Systems (TOIS)
TwitterRank: finding topic-sensitive influential twitterers
Proceedings of the third ACM international conference on Web search and data mining
The web as a graph: measurements, models, and methods
COCOON'99 Proceedings of the 5th annual international conference on Computing and combinatorics
What is Twitter, a social network or a news media?
Proceedings of the 19th international conference on World wide web
Annotating named entities in Twitter data with crowdsourcing
CSLDAMT '10 Proceedings of the NAACL HLT 2010 Workshop on Creating Speech and Language Data with Amazon's Mechanical Turk
Information credibility on twitter
Proceedings of the 20th international conference on World wide web
TURank: twitter user ranking based on user-tweet graph analysis
WISE'10 Proceedings of the 11th international conference on Web information systems engineering
Identifying event-related bursts via social media activities
EMNLP-CoNLL '12 Proceedings of the 2012 Joint Conference on Empirical Methods in Natural Language Processing and Computational Natural Language Learning
Correlating S&P 500 stocks with Twitter data
Proceedings of the First ACM International Workshop on Hot Topics on Interdisciplinary Social Networks Research
Bursty subgraphs in social networks
Proceedings of the sixth ACM international conference on Web search and data mining
Brand-Related Events Detection, Classification and Summarization on Twitter
WI-IAT '12 Proceedings of the The 2012 IEEE/WIC/ACM International Joint Conferences on Web Intelligence and Intelligent Agent Technology - Volume 01
Proceedings of the 5th Annual ACM Web Science Conference
Understanding the diversity of tweets in the time of outbreaks
Proceedings of the 22nd international conference on World Wide Web companion
Is it time for a career switch?
Proceedings of the 22nd international conference on World Wide Web
Twitter volume spikes: analysis and application in stock trading
Proceedings of the 7th Workshop on Social Network Mining and Analysis
Twitter anticipates bursts of requests for Wikipedia articles
Proceedings of the 2013 workshop on Data-driven user behavioral modelling and mining from social media
Automatic Domain-Specific Sentiment Lexicon Generation with Label Propagation
Proceedings of International Conference on Information Integration and Web-based Applications & Services
Inferring the impacts of social media on crowdfunding
Proceedings of the 7th ACM international conference on Web search and data mining
A decision support system for stock investment recommendations using collective wisdom
Decision Support Systems
Hi-index | 0.00 |
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.