Twitter Sentiment & Financial Markets - An Event Study
Work In Progress, 2021
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:
- Studied the application of cutting-edge NLP algorithms, and conducted literature reviews to understand which ones would suit project needs the best.
- Understood the data sources we could use for the training of the model.
- Created an experimental design for the event study.
- Created a data pipeline in Python to mine 100,000+ tweets for the analysis.