This paper seeks to study the impact of Twitter sentiments on stock prices.
Under the guidance of Reza Moghimi, I carried out a comprehensive literature review to design an event study as follows:
- Study the application of cutting-edge NLP algorithms, and conduct literature reviews to understand which ones would suit our needs the best.
- Understand the data sources we could use for the training of the model.
- Create an experimental design for the event study.
- Create a data pipeline in Python to mine 100,000+ tweets for the analysis.