메뉴 건너뛰기




Volumn 42, Issue 24, 2015, Pages 9603-9611

Sentiment analysis on social media for stock movement prediction

Author keywords

Classification; Message board; Opinion mining; Prediction; Sentiment analysis; Social media; Stock

Indexed keywords

CLASSIFICATION (OF INFORMATION); COSTS; FINANCIAL MARKETS; FORECASTING; SOCIAL NETWORKING (ONLINE);

EID: 84942364611     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2015.07.052     Document Type: Article
Times cited : (455)

References (34)
  • 1
    • 2942746458 scopus 로고    scopus 로고
    • Is all that talk just noise? the information content of internet stock message boards
    • Antweiler W., and Frank M.Z. Is all that talk just noise? The information content of internet stock message boards The Journal of Finance 59 3 2004 1259 1294
    • (2004) The Journal of Finance , vol.59 , Issue.3 , pp. 1259-1294
    • Antweiler, W.1    Frank, M.Z.2
  • 5
    • 84937759504 scopus 로고    scopus 로고
    • Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data
    • Cervelló-Royo R., Guijarro F., and Michniuk K. Stock market trading rule based on pattern recognition and technical analysis: Forecasting the DJIA index with intraday data Expert Systems with Applications 42 14 2015 5963 5975
    • (2015) Expert Systems with Applications , vol.42 , Issue.14 , pp. 5963-5975
    • Cervelló-Royo, R.1    Guijarro, F.2    Michniuk, K.3
  • 7
    • 0000029776 scopus 로고
    • Efficient capital markets: II
    • Fama E.F. Efficient capital markets: II The Journal of Finance 46 5 1991 1575 1617
    • (1991) The Journal of Finance , vol.46 , Issue.5 , pp. 1575-1617
    • Fama, E.F.1
  • 13
    • 84866007229 scopus 로고    scopus 로고
    • A survey of opinion mining and sentiment analysis
    • Springer
    • Liu B., and Zhang L. A survey of opinion mining and sentiment analysis Mining text data 2012 Springer 415 463
    • (2012) Mining Text Data , pp. 415-463
    • Liu, B.1    Zhang, L.2
  • 18
    • 84906535768 scopus 로고    scopus 로고
    • Predicting stock and stock price index movement using trend deterministic data preparation and machine learning techniques
    • Patel J., Shah S., Thakkar P., and Kotecha K. Predicting stock and stock price index movement using trend deterministic data preparation and machine learning techniques Expert Systems with Applications 42 1 2015 259 268
    • (2015) Expert Systems with Applications , vol.42 , Issue.1 , pp. 259-268
    • Patel, J.1    Shah, S.2    Thakkar, P.3    Kotecha, K.4
  • 19
    • 84910606476 scopus 로고    scopus 로고
    • Predicting stock market index using fusion of machine learning techniques
    • Patel J., Shah S., Thakkar P., and Kotecha K. Predicting stock market index using fusion of machine learning techniques Expert Systems with Applications 42 4 2015 2162 2172
    • (2015) Expert Systems with Applications , vol.42 , Issue.4 , pp. 2162-2172
    • Patel, J.1    Shah, S.2    Thakkar, P.3    Kotecha, K.4
  • 20
    • 33846516926 scopus 로고    scopus 로고
    • Stock market prediction with multiple classifiers
    • Qian B., and Rasheed K. Stock market prediction with multiple classifiers Applied Intelligence 26 1 2007 25 33
    • (2007) Applied Intelligence , vol.26 , Issue.1 , pp. 25-33
    • Qian, B.1    Rasheed, K.2
  • 21
    • 84932618099 scopus 로고    scopus 로고
    • Stock chatter: Using stock sentiment to predict price direction
    • Rechenthin M., Street W.N., and Srinivasan P. Stock chatter: using stock sentiment to predict price direction Algorithmic Finance 2 3 2013 169 196
    • (2013) Algorithmic Finance , vol.2 , Issue.3 , pp. 169-196
    • Rechenthin, M.1    Street, W.N.2    Srinivasan, P.3
  • 22
    • 67650269424 scopus 로고    scopus 로고
    • A quantitative stock prediction system based on financial news
    • Schumaker R.P., and Chen H. A quantitative stock prediction system based on financial news Information Processing & Management 45 5 2009 571 583
    • (2009) Information Processing & Management , vol.45 , Issue.5 , pp. 571-583
    • Schumaker, R.P.1    Chen, H.2
  • 23
    • 67649304832 scopus 로고    scopus 로고
    • Textual analysis of stock market prediction using breaking financial news: The azfin text system
    • Schumaker R.P., and Chen H. Textual analysis of stock market prediction using breaking financial news: the azfin text system ACM Transactions on Information Systems 27 2 2009 12:1 12:19
    • (2009) ACM Transactions on Information Systems , vol.27 , Issue.2 , pp. 121-1219
    • Schumaker, R.P.1    Chen, H.2
  • 25
    • 84877852473 scopus 로고    scopus 로고
    • A Bayesian regularized artificial neural network for stock market forecasting
    • Ticknor J.L. A Bayesian regularized artificial neural network for stock market forecasting Expert Systems with Applications 40 14 2013 5501 5506
    • (2013) Expert Systems with Applications , vol.40 , Issue.14 , pp. 5501-5506
    • Ticknor, J.L.1
  • 26
    • 0000191709 scopus 로고
    • Testing the efficient markets hypothesis with gradient descent algorithms
    • Wiley: Chichester
    • Tsibouris G., and Zeidenberg M. Testing the efficient markets hypothesis with gradient descent algorithms Neural networks in the capital markets 1995 Wiley: Chichester 127 136
    • (1995) Neural Networks in the Capital Markets , pp. 127-136
    • Tsibouris, G.1    Zeidenberg, M.2
  • 27
    • 0142189416 scopus 로고    scopus 로고
    • News or noise? Internet postings and stock prices
    • Tumarkin R., and Whitelaw R.F. News or noise? Internet postings and stock prices Financial Analysts Journal 57 3 2001 41 51
    • (2001) Financial Analysts Journal , vol.57 , Issue.3 , pp. 41-51
    • Tumarkin, R.1    Whitelaw, R.F.2
  • 29
    • 0034894378 scopus 로고    scopus 로고
    • An empirical analysis of data requirements for financial forecasting with neural networks
    • Walczak S. An empirical analysis of data requirements for financial forecasting with neural networks Journal of Management Information Systems 17 4 2001 203 222
    • (2001) Journal of Management Information Systems , vol.17 , Issue.4 , pp. 203-222
    • Walczak, S.1
  • 31
    • 84868517786 scopus 로고    scopus 로고
    • Predicting stock market indicators through twitter "i hope it is not as bad as i fear"
    • Zhang X., Fuehres H., and Gloor P.A. Predicting stock market indicators through twitter "I hope it is not as bad as I fear" Procedia - Social and Behavioral Sciences 26 0 2011 55 62
    • (2011) Procedia - Social and Behavioral Sciences , vol.26 , pp. 55-62
    • Zhang, X.1    Fuehres, H.2    Gloor, P.A.3
  • 34
    • 84871543909 scopus 로고    scopus 로고
    • Up/down analysis of stock index by using Bayesian network
    • Zuo Y., and Kita E. Up/down analysis of stock index by using Bayesian network Engineering Management Research 1 2 2012 46 52
    • (2012) Engineering Management Research , vol.1 , Issue.2 , pp. 46-52
    • Zuo, Y.1    Kita, E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.