Stock market prediction using Twitter
|Author:||Bc. Jan Hynek|
|Year:||2017 - summer|
|Leaders:|| prof. PhDr. Ladislav Krištoufek Ph.D.
|Work type:|| Bachelors
|Awards and prizes:|
|Abstract:||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.