Stock market sentiment lexicon acquisition using microblogging data and statistical measures
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- 作者：Nuno Oliveiraa ; nunomroliveira@gmail.com" class="auth_mail" title="E-mail the corresponding authorAuthor Vitae ; Paulo Corteza ; pcortez@dsi.uminho.pt" class="auth_mail" title="E-mail the corresponding authorAuthor Vitae ; Nelson Arealb ; nareal@eeg.uminho.pt" class="auth_mail" title="E-mail the corresponding authorAuthor Vitae
- 关键词：Sentiment analysis ; Stock market ; Microblogging data
- 刊名：Decision Support Systems
- 出版年：2016
- 出版时间：May 2016
- 年：2016
- 卷：85
- 期：Complete
- 页码：62-73
- 全文大小：870 K
文摘
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Proposal of an automatic procedure for the creation of stock market lexicons.
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The procedure uses diverse statistical measures on StockTwits labeled messages.
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The new lexicons obtain better investor sentiment indicators than general lexicons.
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The new Twitter sentiment indicators correlate with survey sentiment indicators.