利用Twitter信任网络探索股票市场

2015 IEEE 29th International Conference on Advanced Information Networking and Applications Workshops Pub Date : 2015-03-24 DOI:10.1109/AINA.2015.217

Yefeng Ruan, L. Alfantoukh, A. Durresi

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引用次数: 25

摘要

随着社交网络变得越来越流行，越来越多的数据可以从他们那里获得。研究人员正试图从这些大数据中提取有用的信息。社交媒体的一个可能用途是调查股市。股票市场有两个主要的衡量指标——价格变化和交易量。在本文中，我们首先使用我们的信任框架来构建股票市场群体中Twitter用户之间的信任网络。我们将从Twitter组中提取的信任信息与从雅虎获得的道琼斯工业平均指数(DJIA)进行比较!融资。我们的研究结果表明，通过考虑信任信息，它们比仅仅计算tweet的数量更相关。这也向我们表明，交易量比价格变化的相关性更强。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Exploring Stock Market Using Twitter Trust Network

As social networks are becoming more and more popular, more and more data are available from them. Researchers are now trying to extract useful information from these big data. One possible usage of social media is to investigate stock market. There are two major events to measure in stock market - price change and trade volume. In this paper, we firstly use our trust framework to build up trust network among Twitter users in a stock market group. We compare trust information extracted from Twitter group with Dow Jones Industrial Average (DJIA) get from Yahoo! Finance. Our results show that by taking trust information into account, they are more correlated than just counting the number of tweets. Also it shows us that trade volume is stronger correlated than price change.

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2015 IEEE 29th International Conference on Advanced Information Networking and Applications Workshops

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