Sentiment analysis on social media for stock movement prediction

•A novel method for predicting stock price movement was presented.•Topics and sentiments of them were extracted from social media as the feature.•Two methods were proposed to capture the topic-sentiment feature.•Integration of the sentiments was investigated via a large scale experiment.•Our model o...

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Bibliographic Details
Published in:	Expert systems with applications Vol. 42; no. 24; pp. 9603 - 9611
Main Authors:	Nguyen, Thien Hai, Shirai, Kiyoaki, Velcin, Julien
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 30.12.2015 Elsevier
Subjects:	Accuracy Artificial Intelligence Classification Computer Science Construction Data mining Digital media Document and Text Processing Historic Information Retrieval Machine Learning Mathematical models Message board Opinion mining Prediction Raw materials Sentiment analysis Social media Social networks Statistics Stock Web Sentiment analysis Message board Social media Classification Prediction Opinion mining Stock
ISSN:	0957-4174, 1873-6793
Online Access:	Get full text
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