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Time Series for Forecasting Stock Market Prices Based on Sentiment Analysis of Social Media

Time Series for Forecasting Stock Market Prices Based on Sentiment Analysis of Social Media
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Author(s): Babu Aravind Sivamani (SSN College of Engineering, Chennai, India), Dakshinamoorthy Karthikeyan (SSN College of Engineering, Chennai, India), Chamundeswari Arumugam (SSN College of Engineering, Chennai, India)and Pavan Kalyan (SSN College of Engineering, Chennai, India)
Copyright: 2022
Pages: 12
Source title: Research Anthology on Implementing Sentiment Analysis Across Multiple Disciplines
Source Author(s)/Editor(s): Information Resources Management Association (USA)
DOI: 10.4018/978-1-6684-6303-1.ch027

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Abstract

This paper attempts to find a relation between the public perception of a company and its stock value price. Since social media is a very powerful tool used by a lot of people to voice their opinions on the performance of a company, it is a good source of information about the public sentiment. Previous studies have shown that the overall public sentiment collected from sites like Twitter do have a relation to the market price of a company over a period of time. The goal is to build on their research to improve the accuracy of predictions and determine if the public perception surrounding a company is a driving factor of its stock growth.

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