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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 |