Company event popularity for financial markets using Twitter and sentiment analysis

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• 作者：Mariana Daniel ^{marianadaniel7@gmail.com} ; Rui Ferreira Neves ; ^{rui.neves@tecnico.ulisboa.pt} ; ^{rui.neves@ist.utl.pt} ; Nuno Horta ^{nuno.horta@lx.it.pt}
• 关键词：Event popularity ; Sentiment analysis ; Twitter ; Financial community
• 刊名：Expert Systems with Applications
• 出版年：2017
• 出版时间：1 April 2017
• 年：2017
• 卷：71
• 期：Complete
• 页码：111-124
• 全文大小：3099 K
• 卷排序：71

文摘

The work proposes an Event Popularity Algorithm for Financial Trading. The approach is based on sentiment analysis to the social network Twitter. Planning and performing a financial community for the extraction of analyzed tweets. The events are focused on the thirty companies that compose the Dow Jones index.