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Company Event Popularity for Financial Markets Using Twitter and Sentiment Analysis

Research paper by Mariana Daniel, Rui Ferreira Neves, Nuno Horta

Indexed on: 21 Nov '16Published on: 19 Nov '16Published in: Expert Systems with Applications



Abstract

The growing number of Twitter users makes it a valuable source of information to study what is happening right now. Users often use Twitter to report real-life events. Here we are only interested in following the financial community. This paper focuses on detecting events popularity through sentiment analysis of tweets published by the financial community on the Twitter universe. The detection of events popularity on Twitter makes this a non-trivial task due to noisy content that often are the tweets. This work aims to filter out all the noisy tweets in order to analyze only the tweets that influence the financial market, more specifically the thirty companies that compose the Dow Jones Average. To perform these tasks, in this paper it is proposed a methodology that starts from the financial community of Twitter and then filters the collected tweets, makes the sentiment analysis of the tweets and finally detects the important events in the life of companies.

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