Matching Items (3)
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- All Subjects: Stock Prediction
- Creators: Tong, Hanghang
Description
In trading, volume is a measure of how much stock has been exchanged in a given period of time. Since every stock is distinctive and has an alternate measure of shares, volume can be contrasted with historical volume inside a stock to spot changes. It is likewise used to affirm value patterns, breakouts, and spot potential reversals. In my thesis, I hypothesize that the concept of trading volume can be extrapolated to social media (Twitter).
The ubiquity of social media, especially Twitter, in financial market has been overly resonant in the past couple of years. With the growth of its (Twitter) usage by news channels, financial experts and pandits, the global economy does seem to hinge on 140 characters. By analyzing the number of tweets hash tagged to a stock, a strong relation can be established between the number of people talking about it, to the trading volume of the stock.
In my work, I overt this relation and find a state of the breakout when the volume goes beyond a characterized support or resistance level.
The ubiquity of social media, especially Twitter, in financial market has been overly resonant in the past couple of years. With the growth of its (Twitter) usage by news channels, financial experts and pandits, the global economy does seem to hinge on 140 characters. By analyzing the number of tweets hash tagged to a stock, a strong relation can be established between the number of people talking about it, to the trading volume of the stock.
In my work, I overt this relation and find a state of the breakout when the volume goes beyond a characterized support or resistance level.
ContributorsAwasthi, Piyush (Author) / Davulcu, Hasan (Thesis advisor) / Tong, Hanghang (Committee member) / Sen, Arunabha (Committee member) / Arizona State University (Publisher)
Created2015
Description
Stock market news and investing tips are popular topics in Twitter. In this dissertation, first I utilize a 5-year financial news corpus comprising over 50,000 articles collected from the NASDAQ website matching the 30 stock symbols in Dow Jones Index (DJI) to train a directional stock price prediction system based on news content. Next, I proceed to show that information in articles indicated by breaking Tweet volumes leads to a statistically significant boost in the hourly directional prediction accuracies for the DJI stock prices mentioned in these articles. Secondly, I show that using document-level sentiment extraction does not yield a statistically significant boost in the directional predictive accuracies in the presence of other 1-gram keyword features. Thirdly I test the performance of the system on several time-frames and identify the 4 hour time-frame for both the price charts and for Tweet breakout detection as the best time-frame combination. Finally, I develop a set of price momentum based trade exit rules to cut losing trades early and to allow the winning trades run longer. I show that the Tweet volume breakout based trading system with the price momentum based exit rules not only improves the winning accuracy and the return on investment, but it also lowers the maximum drawdown and achieves the highest overall return over maximum drawdown.
ContributorsAlostad, Hana (Author) / Davulcu, Hasan (Thesis advisor) / Corman, Steven (Committee member) / Tong, Hanghang (Committee member) / He, Jingrui (Committee member) / Arizona State University (Publisher)
Created2016
Description
Cyberbullying is a phenomenon which negatively affects individuals. Victims of the cyberbullying suffer from a range of mental issues, ranging from depression to low self-esteem. Due to the advent of the social media platforms, cyberbullying is becoming more and more prevalent. Traditional mechanisms to fight against cyberbullying include use of standards and guidelines, human moderators, use of blacklists based on profane words, and regular expressions to manually detect cyberbullying. However, these mechanisms fall short in social media and do not scale well. Users in social media use intentional evasive expressions like, obfuscation of abusive words, which necessitates the development of a sophisticated learning framework to automatically detect new cyberbullying behaviors. Cyberbullying detection in social media is a challenging task due to short, noisy and unstructured content and intentional obfuscation of the abusive words or phrases by social media users. Motivated by sociological and psychological findings on bullying behavior and its correlation with emotions, we propose to leverage the sentiment information to accurately detect cyberbullying behavior in social media by proposing an effective optimization framework. Experimental results on two real-world social media datasets show the superiority of the proposed framework. Further studies validate the effectiveness of leveraging sentiment information for cyberbullying detection.
ContributorsDani, Harsh (Author) / Liu, Huan (Thesis advisor) / Tong, Hanghang (Committee member) / He, Jingrui (Committee member) / Arizona State University (Publisher)
Created2017