TY - GEN
T1 - Identifying and following expert investors in stock microblogs
AU - Bar-Haim, Roy
AU - Dinur, Elad
AU - Feldman, Ronen
AU - Fresko, Moshe
AU - Goldstein, Guy
PY - 2011
Y1 - 2011
N2 - Information published in online stock investment message boards, and more recently in stock microblogs, is considered highly valuable by many investors. Previous work focused on aggregation of sentiment from all users. However, in this work we show that it is beneficial to distinguish expert users from non-experts. We propose a general framework for identifying expert investors, and use it as a basis for several models that predict stock rise from stock microblogging messages (stock tweets). In particular, we present two methods that combine expert identification and per-user unsupervised learning. These methods were shown to achieve relatively high precision in predicting stock rise, and significantly outperform our baseline. In addition, our work provides an in-depth analysis of the content and potential usefulness of stock tweets.
AB - Information published in online stock investment message boards, and more recently in stock microblogs, is considered highly valuable by many investors. Previous work focused on aggregation of sentiment from all users. However, in this work we show that it is beneficial to distinguish expert users from non-experts. We propose a general framework for identifying expert investors, and use it as a basis for several models that predict stock rise from stock microblogging messages (stock tweets). In particular, we present two methods that combine expert identification and per-user unsupervised learning. These methods were shown to achieve relatively high precision in predicting stock rise, and significantly outperform our baseline. In addition, our work provides an in-depth analysis of the content and potential usefulness of stock tweets.
UR - http://www.scopus.com/inward/record.url?scp=80053226148&partnerID=8YFLogxK
M3 - ???researchoutput.researchoutputtypes.contributiontobookanthology.conference???
AN - SCOPUS:80053226148
SN - 1937284115
SN - 9781937284114
T3 - EMNLP 2011 - Conference on Empirical Methods in Natural Language Processing, Proceedings of the Conference
SP - 1310
EP - 1319
BT - EMNLP 2011 - Conference on Empirical Methods in Natural Language Processing, Proceedings of the Conference
T2 - Conference on Empirical Methods in Natural Language Processing, EMNLP 2011
Y2 - 27 July 2011 through 31 July 2011
ER -