Publication
Measuring user influence in financial microblogs: experiments using stocktwits data
| Summary: | In this paper, we study the effect of graph structure user in- fluence measures in financial social media. In particular, we explore rich and recent data, composed of 1.2 million Stock- Twits messages, from June 2010 to March 2013. These data allow the creation of social network graphs by considering direct active interactions (retweets, shares or replies). Using such graphs and a realistic rolling windows evaluation, we analyzed four user influence measures (indegree, between- ness, page rank and posts) under two criteria: Percentage of Quality Users (PQU), as manually labeled by StockTwits; and the daily sentiment correlation between top lists of in- fluential users and other users. The sentiment was based on a StockTwits labeled dataset and assessed in terms of three selections: overall sentiment (ALL) and filtered by two ma- jor technological companies (Apple – AAPL and Google – GOOG). Promising results were obtained, with several top lists pre- senting PQU values higher than 80% and correlations higher than 0.6. Overall, the best results were achieved by the page rank and posts measures. |
|---|---|
| Main Authors: | Cortez, Paulo |
| Other Authors: | Oliveira, Nuno Miguel Rocha; Ferreira, João Carlos Peixoto |
| Subject: | Sentiment analysis Microblogging data Social networks User influence Stock markets Engenharia e Tecnologia::Engenharia Eletrotécnica, Eletrónica e Informática |
| Year: | 2016 |
| Country: | Portugal |
| Document type: | conference paper |
| Access type: | open access |
| Associated institution: | Universidade do Minho |
| Language: | English |
| Origin: | RepositóriUM - Universidade do Minho |
| _version_ | 1867438463946588160 |
|---|---|
| author | Cortez, Paulo |
| author2 | Oliveira, Nuno Miguel Rocha Ferreira, João Carlos Peixoto |
| author2_role | author author |
| author_facet | Cortez, Paulo Oliveira, Nuno Miguel Rocha Ferreira, João Carlos Peixoto |
| author_role | author |
| contributor_name_str_mv | RepositóriUM - Universidade do Minho |
| country_str | PT |
| creators_json_txt | [{\"Person.name\":\"Cortez, Paulo\"},{\"Person.name\":\"Oliveira, Nuno Miguel Rocha\"},{\"Person.name\":\"Ferreira, João Carlos Peixoto\"}] |
| datacite.contributors.contributor.contributorName.fl_str_mv | RepositóriUM - Universidade do Minho |
| datacite.creators.creator.creatorName.fl_str_mv | Cortez, Paulo Oliveira, Nuno Miguel Rocha Ferreira, João Carlos Peixoto |
| datacite.date.Accepted.fl_str_mv | 2016-01-01T00:00:00Z |
| datacite.date.available.fl_str_mv | 2016-11-21T09:23:00Z |
| datacite.date.embargoed.fl_str_mv | 2016-11-21T09:23:00Z |
| datacite.rights.fl_str_mv | http://purl.org/coar/access_right/c_abf2 |
| datacite.subjects.subject.fl_str_mv | Sentiment analysis Microblogging data Social networks User influence Stock markets Engenharia e Tecnologia::Engenharia Eletrotécnica, Eletrónica e Informática |
| datacite.titles.title.fl_str_mv | Measuring user influence in financial microblogs: experiments using stocktwits data |
| dc.contributor.none.fl_str_mv | RepositóriUM - Universidade do Minho |
| dc.creator.none.fl_str_mv | Cortez, Paulo Oliveira, Nuno Miguel Rocha Ferreira, João Carlos Peixoto |
| dc.date.Accepted.fl_str_mv | 2016-01-01T00:00:00Z |
| dc.date.available.fl_str_mv | 2016-11-21T09:23:00Z |
| dc.date.embargoed.fl_str_mv | 2016-11-21T09:23:00Z |
| dc.format.none.fl_str_mv | application/pdf |
| dc.identifier.none.fl_str_mv | https://hdl.handle.net/1822/43067 |
| dc.language.none.fl_str_mv | eng |
| dc.publisher.none.fl_str_mv | ACM |
| dc.rights.cclincense.fl_str_mv | http://creativecommons.org/licenses/by/4.0/ |
| dc.rights.none.fl_str_mv | http://purl.org/coar/access_right/c_abf2 |
| dc.rights.rights.copyright.fl_str_mv | openAccess |
| dc.subject.none.fl_str_mv | Sentiment analysis Microblogging data Social networks User influence Stock markets Engenharia e Tecnologia::Engenharia Eletrotécnica, Eletrónica e Informática |
| dc.title.fl_str_mv | Measuring user influence in financial microblogs: experiments using stocktwits data |
| dc.type.none.fl_str_mv | http://purl.org/coar/resource_type/c_5794 |
| description | In this paper, we study the effect of graph structure user in- fluence measures in financial social media. In particular, we explore rich and recent data, composed of 1.2 million Stock- Twits messages, from June 2010 to March 2013. These data allow the creation of social network graphs by considering direct active interactions (retweets, shares or replies). Using such graphs and a realistic rolling windows evaluation, we analyzed four user influence measures (indegree, between- ness, page rank and posts) under two criteria: Percentage of Quality Users (PQU), as manually labeled by StockTwits; and the daily sentiment correlation between top lists of in- fluential users and other users. The sentiment was based on a StockTwits labeled dataset and assessed in terms of three selections: overall sentiment (ALL) and filtered by two ma- jor technological companies (Apple – AAPL and Google – GOOG). Promising results were obtained, with several top lists pre- senting PQU values higher than 80% and correlations higher than 0.6. Overall, the best results were achieved by the page rank and posts measures. |
| dirty | 0 |
| eu_rights_str_mv | openAccess |
| format | conferencePaper |
| fulltext.url.fl_str_mv | https://repositorium.uminho.pt/bitstreams/0f10811f-daa4-4f83-9eca-f18cea1108bb/download |
| id | rum_3cc41c6b74f04c3d60f3ca2f8ef802f5 |
| identifier.url.fl_str_mv | https://hdl.handle.net/1822/43067 |
| instacron_str | repositorium |
| institution | Universidade do Minho |
| instname_str | Universidade do Minho |
| language | eng |
| network_acronym_str | rum |
| network_name_str | RepositóriUM - Universidade do Minho |
| oai_identifier_str | oai:repositorium.uminho.pt:1822/43067 |
| organization_str_mv | urn:organizationAcronym:repositorium |
| person_str_mv | Cortez, Paulo Oliveira, Nuno Miguel Rocha Ferreira, João Carlos Peixoto |
| publishDate | 2016 |
| publisher.none.fl_str_mv | ACM |
| reponame_str | RepositóriUM - Universidade do Minho |
| repository_id_str | urn:repositoryAcronym:rum |
| service_str_mv | urn:repositoryAcronym:rum |
| spelling | engACMporIn this paper, we study the effect of graph structure user in- fluence measures in financial social media. In particular, we explore rich and recent data, composed of 1.2 million Stock- Twits messages, from June 2010 to March 2013. These data allow the creation of social network graphs by considering direct active interactions (retweets, shares or replies). Using such graphs and a realistic rolling windows evaluation, we analyzed four user influence measures (indegree, between- ness, page rank and posts) under two criteria: Percentage of Quality Users (PQU), as manually labeled by StockTwits; and the daily sentiment correlation between top lists of in- fluential users and other users. The sentiment was based on a StockTwits labeled dataset and assessed in terms of three selections: overall sentiment (ALL) and filtered by two ma- jor technological companies (Apple – AAPL and Google – GOOG). Promising results were obtained, with several top lists pre- senting PQU values higher than 80% and correlations higher than 0.6. Overall, the best results were achieved by the page rank and posts measures.application/pdfporMeasuring user influence in financial microblogs: experiments using stocktwits dataCortez, PauloOliveira, Nuno Miguel RochaFerreira, João Carlos PeixotoHostingInstitutionOrganizationalRepositóriUM - Universidade do Minhoe-mailmailto:repositorium@usdb.uminho.ptrepositorium@usdb.uminho.ptCITATIONIn Proceedings of the 6th International Conference on Web Intelligence, Mining and Semantics (WIMS'16), article no. 17, Nimes, France, June, 2016, ACM, ISBN 978-1-4503-4056-4/16/06 (10 pages).ISBNIsPartOf978-1-4503-4056-4DOIIsPartOf10.1145/2912845.29128602016-11-21T09:23:00Z20162016-01-01T00:00:00ZHandlehttps://hdl.handle.net/1822/43067http://purl.org/coar/access_right/c_abf2open accessSentiment analysisMicroblogging dataSocial networksUser influenceStock marketshttp://www.oecd.org/science/inno/38235147.pdfFields of Science and Technology (FOS)Engenharia e Tecnologia::Engenharia Eletrotécnica, Eletrónica e Informática624172 bytesother research producthttp://purl.org/coar/resource_type/c_5794conference paper2016http://creativecommons.org/licenses/by/4.0/openAccesshttp://purl.org/coar/access_right/c_abf2application/pdffulltexthttps://repositorium.uminho.pt/bitstreams/0f10811f-daa4-4f83-9eca-f18cea1108bb/download |
| spellingShingle | Measuring user influence in financial microblogs: experiments using stocktwits data Cortez, Paulo Sentiment analysis Microblogging data Social networks User influence Stock markets Engenharia e Tecnologia::Engenharia Eletrotécnica, Eletrónica e Informática |
| status | SINGLETON |
| subject.fl_str_mv | Sentiment analysis Microblogging data Social networks User influence Stock markets |
| subject.other.fl_str_mv | Engenharia e Tecnologia::Engenharia Eletrotécnica, Eletrónica e Informática |
| title | Measuring user influence in financial microblogs: experiments using stocktwits data |
| title_full | Measuring user influence in financial microblogs: experiments using stocktwits data |
| title_fullStr | Measuring user influence in financial microblogs: experiments using stocktwits data |
| title_full_unstemmed | Measuring user influence in financial microblogs: experiments using stocktwits data |
| title_short | Measuring user influence in financial microblogs: experiments using stocktwits data |
| title_sort | Measuring user influence in financial microblogs: experiments using stocktwits data |
| topic | Sentiment analysis Microblogging data Social networks User influence Stock markets Engenharia e Tecnologia::Engenharia Eletrotécnica, Eletrónica e Informática |
| topic_facet | Sentiment analysis Microblogging data Social networks User influence Stock markets Engenharia e Tecnologia::Engenharia Eletrotécnica, Eletrónica e Informática |
| url | https://hdl.handle.net/1822/43067 |
| visible | 1 |