People might not be close-at-hand but they still are - by virtue of the social network. The social network has transformed lives in many ways. People can express their views, opinions and life experiences on various platforms be it Twitter, Facebook or any other medium there is. Such events constitute of reviewing a product or service, conveying views on political banters, predicting share prices or giving feedback on the government policies like Demonetization or GST. These social platforms can be used to investigate the insights of the emotional curve that the general public is generating. This kind of analysis can help make a product better, predict the future prospects and also to implement the public policies in a better way. Such kind of research on sentiment analysis is increasing rapidly. In this research paper, we have performed temporal analysis and spatial analysis on 1,42,508 and 58,613 tweets respectively and these tweets were posted during the post-GST implementation period from July 04, 2017 to July 25, 2017. The tweets were collected using the Twitter streaming API. A well-known lexicon, National Research Council Canada (NRC) emotion Lexicon is used for opinion mining that exhibits a blend of eight basic emotions i.e. joy, trust, anticipation, surprise, fear sadness, anger, disgust and two sentiments i.e. positive and negative for 6,554 words.
In @cite_10 sentiment analysis has been performed on over 2,50,000 tweets mentioning #Microsoft, #Windows, $MSFT etc. using supervised machine learning approach to find out the correlation between stock market movements and sentiments in the tweets.
@cite_10
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Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, Twitter has attracted a lot of attention from researchers for studying the public sentiments. Stock market prediction on the basis of public sentiments expressed on Twitter has been an intriguing field of research. Previous studies have concluded that the aggregate public mood collected from Twitter may well be correlated with Dow Jones Industrial Average Index (DJIA). The thesis of this work is to observe how well the changes in stock prices of a company, the rises and falls, are correlated with the public opinions being expressed in tweets about that company. Understanding author's opinion from a piece of text is the objective of sentiment analysis. The present paper have employed two different textual representations, Word2vec and N-gram, for analyzing the public sentiments in tweets. In this paper, we have applied sentiment analysis and supervised machine learning principles to the tweets extracted from Twitter and analyze the correlation between stock market movements of a company and sentiments in tweets. In an elaborate way, positive news and tweets in social media about a company would definitely encourage people to invest in the stocks of that company and as a result the stock price of that company would increase. At the end of the paper, it is shown that a strong correlation exists between the rise and falls in stock prices with the public sentiments in tweets. The internet has made it feasible to tap a continuous stream of public sentiment from the world wide web, quite literally permitting one to "feel the pulse" of any issue under consideration. We present a methodology for real time sentiment extraction in the domain of finance. With the advent of the web, there has been a sharp increase in the influence of individuals on the stock market via web-based trading and the posting of sentiment to stock message boards. While it is importantto capture this "sentiment" of small investors, as yet, no index of sentiment has been compiled. This paper comprises (a) a technology for extracting small investor sentiment from web sources to create an index, and (b) illustrative applications of the methodology. We make use of computerized natural language and statistical algorithms for the automated classification of messages posted on the web. We design a suite of classification algorithms, each of different theoretical content, with a view to characterizing the sentiment of any single posting to a message board. The use of multiple methods allows imposition of voting rules in the classification process. It also enables elimination of "fuzzy" messages which are better off uninterpreted. A majority rule across algorithms vastly improves classification accuracy, but also leads to a natural increase in the number of messages classified as "fuzzy". The classifier achieves an accuracy of 62 (versus a random classification accuracy of 33 ), and compares favorably against human agreement on message classification, which was 72 . The technology is computationally efficient, allowing the access and interpretations of thousands of messages within minutes. Our illustrative applications show evidence of a strong link between market movements and sentiment. Based on approximately 25,000 messages for the last quarter of 2000, we found evidence that sentiment is based on stock movements. This paper proposes a technique to leverage topic based sentiments from Twitter to help predict the stock market. We first utilize a con- tinuous Dirichlet Process Mixture model to learn the daily topic set. Then, for each topic we derive its sentiment according to its opin- ion words distribution to build a sentiment time series. We then regress the stock index and the Twitter sentiment time series to predict the market. Experiments on real-life S&P100 Index show that our approach is effective and performs better than existing state-of-the-art non-topic based methods. Twitter has brought much attention recently as a hot research topic in the domain of sentiment analysis. Training sentiment classifiers from tweets data often faces the data sparsity problem partly due to the large variety of short and irregular forms introduced to tweets because of the 140-character limit. In this work we propose using two different sets of features to alleviate the data sparseness problem. One is the semantic feature set where we extract semantically hidden concepts from tweets and then incorporate them into classifier training through interpolation. Another is the sentiment-topic feature set where we extract latent topics and the associated topic sentiment from tweets, then augment the original feature space with these sentiment-topics. Experimental results on the Stanford Twitter Sentiment Dataset show that both feature sets outperform the baseline model using unigrams only. Moreover, using semantic features rivals the previously reported best result. Using sentimenttopic features achieves 86.3 sentiment classification accuracy, which outperforms existing approaches.