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Investigating the correlation between sentiment and stock-price fluctuations: Investigating the correlation between sentiment and stock-price fluctuations

Authors: Jørgensen, Oliver Lunding; Tækker, Tobias Lund; Paget, Marc David; Utzon, Bjørn Anton;

Investigating the correlation between sentiment and stock-price fluctuations: Investigating the correlation between sentiment and stock-price fluctuations

Abstract

This paper, seeks to examine the correlation between stock price and public sentiment expressed through social media. Through twitter scraping and pre- processing, sentiment can be extracted from text. The paper will be based on a heuristic approach to natural language processing. Furthermore, the paper will rely on the most common forms of sentiment analysis, using a rule-based and a machine-learning approach as a starting point and weigh these up against each other. Finally, we will continue with the best performing method, and weigh this up against real market data in a pursuit to find a correlation, should one exist. The paper found a sentiment-to-market accuracy 75%. And the accuracy score utilizing the rules-based approach of 72,72%.

Country
Denmark
Related Organizations
Keywords

Sentiment Analysis, space, web-scraping, NLP, Natural Language Processing, Tweepy

EOSC Subjects

Twitter Data

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    influence
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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  • citations
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average