Twitter Sentiment & Financial Markets - An Event Study

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:

1. Study the application of cutting-edge NLP algorithms, and conduct literature reviews to understand which ones would suit our needs the best.
2. Understand the data sources we could use for the training of the model.
3. Create an experimental design for the event study.
4. Create a data pipeline in Python to mine 100,000+ tweets for the analysis.