MS Defense: Sentiment Analysis on Tweets and their Relationship with Stock Market Trends, J. Sharma, 7/29

Computer Science and Electrical Engineering
MS Thesis Defense

Sentiment Analysis on Tweets and their
Relationship with Stock Market Trends

Jay Sharma

10:00 AM – 12:00 PM Monday, July 29, 2013, ITE 325

We investigate whether sentiment derived from micro-blogging site Twitter can be used to identify important events (product launch, quarter results etc.) and help to infer the future movement of the stock. We used the volume and key performance index of Apple Company’s financial tweets to identify important events and infer the future movement. We present the results of machine learning algorithms (Naïve Bayes, Maximum Entropy, and SVM) for classifying the sentiment of Apple Company’s financial tweets. Statistical analysis using Granger causality test showed that we were able to infer the movement of Apple Company’s stock close price in advance.

Committee: Professors Yelena Yesha (chair), Shujia Zhou, and Tim Finin