Publicação
Sentiment analysis-based prediction of -meme stock- price movements
| Resumo: | This paper investigates the relation of daily twitter sentiment to the stock prices of two portfolios for a three-year time-period, one consisting of popular meme stocks, the other of NASDAQ stocks. The objective is to detect differences in the behavior of both portfolios in this relation. In its sentiment classification, the paper makes use of Textblob, customized VADER, roBERTa as well as a manually trained GRU neural network while relying on classic binary classifiers to predict price movements. The results indicate a stronger predictability for the NASDAQ portfolio, most likely due to issues of information quality. |
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| Autores principais: | Busch, Benedikt |
| Assunto: | Sentiment Aanalysis Meme stocks Twitter |
| Ano: | 2023 |
| País: | Portugal |
| Tipo de documento: | dissertação de mestrado |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade Nova de Lisboa |
| Idioma: | inglês |
| Origem: | Repositório Institucional da UNL |
| Resumo: | This paper investigates the relation of daily twitter sentiment to the stock prices of two portfolios for a three-year time-period, one consisting of popular meme stocks, the other of NASDAQ stocks. The objective is to detect differences in the behavior of both portfolios in this relation. In its sentiment classification, the paper makes use of Textblob, customized VADER, roBERTa as well as a manually trained GRU neural network while relying on classic binary classifiers to predict price movements. The results indicate a stronger predictability for the NASDAQ portfolio, most likely due to issues of information quality. |
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