Correlating S&P 500 stocks with Twitter data

Proceedings of the 1st ACM International Workshop on Hot Topics on Interdisciplinary Social Networks Research, HotSocial 2012

Volumn , Issue , 2012, Pages 69-72

  Mao, Yuexin ^a   Wei, Wei ^a   Wang, Bing ^a   Liu, Benyuan ^b  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b UNIVERSITY OF MASSACHUSETTS LOWELL   (United States)

Author keywords

correlation; prediction; stock; Twitter

Indexed keywords

EXOGENOUS INPUT; INDUSTRY SECTORS; SOCIAL MEDIA; STOCK; STOCK INDICATORS; STOCK MARKET; STOCK PRICE; TWITTER;

FINANCE; FORECASTING; OPTICAL CORRELATION; SOCIAL NETWORKING (ONLINE);

COMMERCE;

EID: 84871308657     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/2392622.2392634     Document Type: Conference Paper

References (5)

1. Wikipedia. http://en.wikipedia.org/wiki/GICS/.
2. Yahoo! finance. http://finance.yahoo.com/.
3. J. Bollen, H. Mao, and X. Zeng. Twitter mood predicts the stock market. Journal of Computational Science, 2(1):1-8, 2011.
4. E. J. Ruiz, V. Hristidis, C. Castillo, A. Gionis, and A. Jaimes. Correlating financial time series with micro-blogging activity. In Proceedings of the fifth ACM international conference on Web search and data mining, WSDM '12, pages 513-522, 2012.
5. X. Zhang, H. Fuehres, and P. A. Gloor. Predicting stock market indicators through twitter, i hope it is not as bad as i fear. Procedia - Social and Behavioral Sciences, 26(0):55-62, 2011.