论文标题
评估高管社交媒体帖子对股票价格的影响
Evaluating Impact of Social Media Posts by Executives on Stock Prices
论文作者
论文摘要
预测股票市场的变动一直引起投资者和积极的研究领域的极大兴趣。研究证明，产品的受欢迎程度受到人们谈论的高度影响。像Twitter，Reddit这样的社交媒体已成为这种影响的热点。本文使用Twitter和Reddit帖子调查了社交媒体帖子对股票的近距离预测的影响。我们的目标是将社交媒体数据的情感与历史库存数据相结合，并使用时间序列模型研究其对关闭价格的影响。我们使用不同数据集的多个基于深度学习的模型进行了严格的实验和深入分析，以研究高管和普通人对近距离价格的影响。对多个股票（Apple和Tesla）和分散货币（比特币和以太坊）的实验结果始终显示出包括社交媒体数据在内的预测以及包括执行帖子在内的更多改进。
Predicting stock market movements has always been of great interest to investors and an active area of research. Research has proven that popularity of products is highly influenced by what people talk about. Social media like Twitter, Reddit have become hotspots of such influences. This paper investigates the impact of social media posts on close price prediction of stocks using Twitter and Reddit posts. Our objective is to integrate sentiment of social media data with historical stock data and study its effect on closing prices using time series models. We carried out rigorous experiments and deep analysis using multiple deep learning based models on different datasets to study the influence of posts by executives and general people on the close price. Experimental results on multiple stocks (Apple and Tesla) and decentralised currencies (Bitcoin and Ethereum) consistently show improvements in prediction on including social media data and greater improvements on including executive posts.
