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A Tweet-based Dataset for Company-Level Stock Return Prediction

Title: A Tweet-based Dataset for Company-Level Stock Return Prediction
Authors: Sowinska, K
Shantharam Madhyastha, P
Item Type: Dataset
Abstract: Public opinion influences events, especially related to stock market movement, in which a subtle hint can influence the local outcome of the market. In this paper, we present a dataset that allows for company-level analysis of tweet based impact on one-, two-, three-, and seven-day stock returns. Our dataset consists of 862, 231 labelled instances from twitter in English, we also release a cleaned subset of 85, 176 labelled instances to the community. We also provide baselines using standard machine learning algorithms and a multi-view learning based approach that makes use of different types of features.
Issue Date: 5-Apr-2021
URI: http://hdl.handle.net/10044/1/107262
DOI: https://doi.org/10.5281/zenodo.4662780
Copyright Statement: https://creativecommons.org/licenses/by/4.0/
Appears in Collections:Faculty of Engineering - Research Data