A topic-based sentiment analysis model to predict stock market price movement using Weibo mood

Author:

Chen Wenhao1,Cai Yi2,Lai Kinkeung34,Xie Haoran5

Affiliation:

1. Department of Management Science, City University of Hong Kong, Hong Kong. E-mail: wenhachen2-c@my.cityu.edu.hk

2. School of Software Engineering, South China University of Technology, Guangzhou, China. E-mail: ycai@scut.edu.cn

3. Department of Industrial and Manufacturing Systems Engineering, Hong Kong University, Hong Kong. E-mail: mskklai@cityu.edu.hk

4. International Business School, Shaanxi Normal University, Xian, China

5. Department of Mathematics and Information Technology, The Education University of Hong Kong, Hong Kong. E-mail: hrxie2@gmail.com

Publisher

IOS Press

Subject

Artificial Intelligence,Computer Networks and Communications,Software

Reference32 articles.

1. K. Ahmad, D. Cheng and Y. Almas, Multi-lingual sentiment analysis of financial news streams, in: Proceedings of the 1st International Conference on Grid in Finance, 2006.

2. Twitter mood predicts the stock market;Bollen;Computational Science,2011

3. Simple technical trading rules and the stochastic properties of stock returns;Brock;The Journal of Finance,1992

4. Mining communities and their relationships in blogs: A study of hate groups;Chau;International Journal of Human-Computer Studies,2007

5. Emotion, cognition, and behavior;Dolan;Science,2002

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