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International Journal of Advances in Electronics and Computer Science-IJAECS
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Volume Issue
Volume-4,Issue-2  ( Feb, 2017 )
Paper Title
Quantitative Analysis of Fluctuations on the Stock Market Based on Event Related Tweets
Author Name
Satyabrata Aich, Kiwon Choi, Bijay Bhaskar Deo, Hee-Cheol Kim
Department of computer engineering,Inje University,S. Korea Institute of digital anti-aging healthcare, Inje University,S. Korea Department of computer science,Syracuse University
10 -13
Several studies provide successful results on the analysis of stock market based on real time sentiments coming from Twitter. The sentiments become more meaningful after happening of big events. This paper describes about the stock prices changes based on the event related twitter feeds. We have collected over 500000 tweets over the period starting from 12th October to 9thDecember based on the events happened in south Korea, mainly the downfall of Samsung company because of galaxy note7 and president scandal. We have analyzed the stock market values collected from yahoo finance. After all the analysis and observation, we found some positive correlation between the stock prices changes and the average sentiment score calculated from the event related tweets. Keywords- Sentiment analyses, stock market, twitter, sentiment score, tweets
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