Alexey Shevchenko

National Research University Higher School of Economics

Myasnitskaya street, 20

Moscow, Moscow 119017

Russia

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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
Alexander Porshnev, Ilya Redkin and Alexey Shevchenko
National Research University Higher School of Economics, National Research University Higher School of Economics and National Research University Higher School of Economics
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Abstract:

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