stock
xgboost
MachneLearning

Validated thesis "Twitter mood predicts the stock market" and succeeded 60% accuracy up-down prediction

More than 1 year has passed since last update.

Target

"Twitter mood predicts the stock market"
https://arxiv.org/pdf/1010.3003.pdf

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

Validation steps

  1. Extract calmness score from Twitter dataset of 2009
  2. Predict up-down of DJI Index from calmness score with Xgboost library

Plotted calmness score
calmness.jpg

DJI Index of 2009
dji.jpg

Result

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