Predicting Stock Using Microblog Moods

Danfeng Yan

doi:10.1109/CC.2016.7563727

Predicting Stock Using Microblog Moods

2016-08-01

13

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AI

DOI：10.1109/CC.2016.7563727

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Some research work has showed that public mood and stock market price have some relations in some degree. Although it is difficult to clear the relation, the research about the relation between stock market price and public mood is interested by some scientists. This paper tries to find the relationship between Chinese stock market and Chinese local Microblog. First, C-POMS (Chinese Profile of Mood States) was proposed to analyze sentiment of Microblog feeds. Then Granger causality test confirmed the relation between C-POMS analysis and price series. SVM and Probabilistic Neural Network were used to make prediction, and experiments show that SVM is better to predict stock market movements than Probabilistic Neural Network. Experiments also indicate that adding certain dimension of C-POMS as the input data will improve the prediction accuracy to 66.667%. Two dimensions to input data leads to the highest accuracy of 71.429%, which is about 20% higher than using only history stock data as the input data. This paper also compared the proposed method with the ROSTEA scores, and concluded that only the proposed method brings more accurate predicts.

Keyword:

stock prediction

microblog

sentiment analysis

Predicting Stock Using Microblog Moods

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