Work detail

Stock market prediction using Twitter

Author: Bc. Jan Hynek
Year: 2017 - summer
Leaders: doc. PhDr. Ladislav Krištoufek Ph.D.
Consultants:
Work type: Bachelors
Language: English
Pages: 56
Awards and prizes:
Link:
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.
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