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

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    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