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Public Sentiment on Twitter and Stock Performance: A Study in Natural Language Processing
KTH, School of Electrical Engineering and Computer Science (EECS).
KTH, School of Electrical Engineering and Computer Science (EECS).
2019 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAlternative title
Allmänna sentimentet på Twitter och aktiemarknaden : En studie i språkteknologi (Swedish)
Abstract [en]

Since recent years, the use of non-traditional data sources by hedge funds in order to support investment decisions has increased. One of the data sources which has increased most is social media and it has become popular to analyze the public opinion with help of sentiment analysis in order to predict the performance of a company.

In order to evaluate the public opinion one need big sets of Twitter data. The Twitter data was collected by streaming the Twitter feed and the stock data was collected from a Bloomberg Terminal. The aim of this study was to examine if there is a correlation between the public opinion of a stock and the stock price, and also what affects this relationship. While such a relationship cannot be established in general, we are able to show that if the data quality is good, there is a high correlation between the public opinion and stock price, and that significant events surrounding the company results in a higher correlation during that period.

Abstract [sv]

De senaste åren har användandet av icke-traditionella datakällor ökat av hedgefonder för att ta investeringsbeslut. En av datakällorna som blivit populära är sociala medier och det har blivit vanligt att analysera folkopinionen med hjälp av sentimentanalys för att kunna förutspå ett företags resultat.

För att analysera folkopinionen krävdes stora mängder Twitterdata. Twitter-datan hämtades genom att strömma Twitter-flödet och aktiedatan hämtades från en Bloomberg Terminal. Målet med studien var att undersöka ifall det finns en korrelation mellan folkopinionen av en aktie och aktiens prisutveckling, och även vad som påverkar denna relationen. Även om en sådan relation inte kan fastställas i allmänhet så kan vi visa att om datakvaliten är god, så finns det en hög korrelation mellan folkopinionen och aktiepriset, samt att vid betydande händelser som rör företaget, så resultar det i en hög korrelation under den perioden.

Place, publisher, year, edition, pages
2019. , p. 30
Series
TRITA-EECS-EX ; 2019:361
Keywords [en]
Sentiment Analysis; Public Opinion; Stock Market; Stock Performance; Statistics; Computer Linguistics; Natural Language Processing; Twitter.
Keywords [sv]
Sentimentanalys; Folkopinion; Aktiemarknaden; Aktiekursutveckling; Statistik; Språkteknologi; Twitter.
National Category
Computer and Information Sciences
Identifiers
URN: urn:nbn:se:kth:diva-259984OAI: oai:DiVA.org:kth-259984DiVA, id: diva2:1354056
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Available from: 2019-10-02 Created: 2019-09-24 Last updated: 2019-10-02Bibliographically approved

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CiteExportLink to record
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