Porras, Gustavo (2019) Social Mood Impact on Financial Decision Making: A Study of Twitter Sentiment on Stock Index Volume. Masters thesis, Dublin, National College of Ireland.
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Abstract
Emotions and human behavior are an important subject for academics in the financial field as emotion and mood haven proved by psychologist as a main factor in people behavior and decision-making process. Hence, the modern improvement in social media like Twitter has open new possibilities for exploring more the emotional polarity in human, and their perception toward companies. Does this emotional public sentiment affect people's investment decisions? In this dissertation we explore whether the Nasdaq Composite Index (IXIC) volume is affected by the public mood, using Twitter sentiment analysis and how we can use that information for modelling Nasdaq Composite Volume Change. Our finding prove that sentiment is correlated with change in the IXIC volume, but we can use that information predict change in the IXIC using time series with small dataset.
Item Type: | Thesis (Masters) |
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Subjects: | H Social Sciences > HG Finance > Investment Z Bibliography. Library Science. Information Resources > ZA Information resources > ZA4150 Computer Network Resources > The Internet > World Wide Web > Websites > Online social networks T Technology > TK Electrical engineering. Electronics. Nuclear engineering > Telecommunications > The Internet > World Wide Web > Websites > Online social networks H Social Sciences > HG Finance > Investment > Stock Exchange |
Divisions: | School of Business > Master of Science in Finance |
Depositing User: | Caoimhe Ní Mhaicín |
Date Deposited: | 21 Oct 2019 10:30 |
Last Modified: | 21 Oct 2019 10:30 |
URI: | https://norma.ncirl.ie/id/eprint/3974 |
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