Stock market prediction using Twitter
| Autor: | Bc. Jan Hynek |
|---|---|
| Rok: | 2017 - letní |
| Vedoucí: | prof. PhDr. Ladislav Krištoufek Ph.D. |
| Konzultant: | |
| Typ práce: | Bakalářská |
| Jazyk: | Anglicky |
| Stránky: | 56 |
| Ocenění: | |
| Odkaz: | |
| Abstrakt: | In this work I examine the short-time relationship of Twitter on the markets. I had been downloading English tweets in the period between 9th March and 4th April and also tweets containing words and hashtags ”apple”, ”microsoft”, ”boeing”, ”cocacola”. Afterwards, I investigate the predictive power of frequency of individal words on the marke using multinomial and binomial penalised logistic regression. I conclude that this method cannot be used for prediction, but can provide interesting insight ex-post. |
