Ilya Redkin

National Research University Higher School of Economics

Myasnitskaya street, 20

Moscow, Moscow 119017

Russia

SCHOLARLY PAPERS

2

DOWNLOADS

396

CITATIONS

1

Scholarly Papers (2)

1.

Improving Prediction of Stock Market Indices by Analyzing the Psychological States of Twitter Users

Higher School of Economics Research Paper No. WP BRP 22/FE/2013
Number of pages: 25 Posted: 16 Dec 2013 Last Revised: 06 Sep 2015
National Research University Higher School of Economics, National Research University Higher School of Economics and National Research University Higher School of Economics
Downloads 308 (97,361)
Citation 2

Abstract:

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stock market; forecast; Twitter; mood; psychological states; Support Vectors Machine; machine learning

2.

Could Emotional Markers in Twitter Posts Add Information to the Stock Market ARMAX-GARCH Model

Higher School of Economics Research Paper No. WP BRP 54/FE/2016
Number of pages: 30 Posted: 13 Apr 2016
National Research University Higher School of Economics, National Research University Higher School of Economics and National Research University Higher School of Economics
Downloads 88 (286,160)

Abstract:

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Twitter, mood, emotional markers, stock market, volatility