CashTagNN: Using sentiment of tweets with CashTags to predict stock market prices

Lisa Gandy, Neeraj Rajesh

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper we discuss a system, CashTagNN, which uses the sentiment and subjectivity scores of tweets that include cashtags of two companies, Apple and Johnson and Johnson, to model stock market movement, and in particular predict opening and closing stock market prices. We demonstrate that by using only sentiment and subjectivity along with a neural network machine learning model we can predict the opening and closing prices of the two companies with high accuracy.
Original languageAmerican English
JournalIEEE Xplore
DOIs
StatePublished - Oct 8 2016

Disciplines

  • Computer Sciences

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