Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.629736
Title: Improving the sentiment classification of stock tweets
Author: Li, Sheng
ISNI:       0000 0004 5350 4851
Awarding Body: University of Birmingham
Current Institution: University of Birmingham
Date of Award: 2014
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Abstract:
This research focuses on improving stock tweet sentiment classification accuracy with the addition of the linguistic features of stock tweets. Stock prediction based on social media data has been popular in recent years, but none of the previous studies have provided a comprehensive understanding of the linguistic features of stock tweets. Hence, applying a simple statistical model to classifying the sentiment of stock tweets has reached a bottleneck. Thus, after analysing the linguistic features of stock tweets, this research used these features to train four machine learning classifiers. Each of them showed an improvement, and the best one achieved a 9.7% improvement compared to the baseline model. The main contributions of this research are fivefold: (a) it provides an in-­depth linguistic analysis of stock tweets; (b) it gives a clear and comprehensive definition of stock tweets; (c) it provides a simple but effective way to automatically identify stock tweets; (d) it provides a simple but effective method of generating a localised sentiment keyword list; and (e) it demonstrates a significant improvement of stock tweet sentiment classification accuracy.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.629736  DOI: Not available
Keywords: HG Finance ; HM Sociology ; P Philology. Linguistics
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