Master Thesis Online
Sentiment analysis of financial tweets : what impact on the share price of the companies concerned ?
Rossius, Germain 
Promotor(s) :
Ittoo, Ashwin
Date of defense : 3-Sep-2019/10-Sep-2019 • Permalink : http://hdl.handle.net/2268.2/7495
Details
| Title : | Sentiment analysis of financial tweets : what impact on the share price of the companies concerned ? |
| Translated title : | [fr] Analyse du sentiment des tweets financiers : quel impact sur le cours de l'action des entreprises concernées ? |
| Author : | Rossius, Germain
|
| Date of defense : | 3-Sep-2019/10-Sep-2019 |
| Advisor(s) : | Ittoo, Ashwin
|
| Committee's member(s) : | Gillain, Cédric
Falmagne, Nicolas |
| Language : | English |
| Number of pages : | 60 |
| Keywords : | [fr] sentiment analysis, opinion mining, emotion, mood, social media, natural language progressing, text mining |
| Discipline(s) : | Business & economic sciences > Accounting & auditing |
| Target public : | Student |
| Institution(s) : | Université de Liège, Liège, Belgique |
| Degree: | Master en sciences de gestion, à finalité spécialisée en Financial Analysis and Audit |
| Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[fr] The desire to know if stock markets are predictable has long attracted the interest of academic research and businesses. The first works on the subject were based on two well-known theories: random walk theory and the efficient market hypothesis (EMH).
Although these theories suggest that news is not used to determine market prices, researchers are trying to demonstrate their usefulness and impact on the different variables.
The purpose of this analysis is to determine whether there is a correlation between the feelings of financial tweets and stock prices.
The litterature has shown a correlation between forum activity, stock volatility and trading volume.
We have been able to prove the correlation using a Vector Autoregression Model.
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Master thesis Germain Rossius.pdf
Description: Mémoire Master SCG 120- Germain Rossius
Size: 2.42 MB
Format: Adobe PDF
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