"Twitter mood predicts the stock market"
Its conclusion can be roughly summarized below.
- Calmness on twitter correlates with Dow Jones Index Average and it enables us to predict up-down of DJI index on 87.6% accuracy
- Extract calmness score from Twitter dataset of 2009
- Method is almost same with the thesis. But I can't get questionaries called "Profile of Mood States"(POMS). So I selected words express calmness with my original method
- Predict up-down of DJI Index from calmness score with Xgboost library
- Data&Prediction code: https://gist.github.com/ryogrid/e5274ac31a5b9ac02e8a9fe33b8ac921
- Data format: date, daily calmness score, daily DJI Index
- Early half part of data for learning. Latter half for prediction
- Input data are 3 days calmness score and stock price diff (price[t]-price[t-1])
I successfully predicted up-down on 59.5% accuracy.
If you doubt of this result, please try prediction with my data or analyze it on statistical view.
If you have any question.
Please mail to ryo.contact [at] gmail.com