Detail práce

Stock market prediction using Twitter

Autor: Bc. Jan Hynek
Rok: 2017 - letní
Vedoucí: doc. 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.
VO Martina Jasova

20

Prosinec

VO Martina Jasova

Prosinec 2017
poútstčtsone
    123
45678910
11121314151617
18192021222324
25262728293031

Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF