Difference between revisions of "Proposal yuzhou xin"

From Cohen Courses
Jump to navigationJump to search
Line 19: Line 19:
  
 
== Proposed Work ==  
 
== Proposed Work ==  
 +
 +
We need to first build anxiety indicators/index for the LiveJournal community using sentiment analysis techniques. Then we need to apply a learning algorithm to the indicators so that we can use them to predict market volatility. In the end, we want to check their predictive powers on US/Global market.
  
 
== Related Work ==  
 
== Related Work ==  
 
+
Widespread Worry and the Stock Market by Eric Gilbert and Karrie Karahalios[http://social.cs.uiuc.edu/people/gilbert/38]
 
== References ==
 
== References ==

Revision as of 23:22, 1 February 2011

Sentiment in Blogging Community and Wall Street

Team Members

Yuzhou Xin


Introduction

Our emotions affect our actions. In this project, I would like to apply sentiment analysis techniques to study the general emotional state of LiveJournal,a virtual community, and use the result as a predictor for the financial market. Specifically, I would like to see if the anxiety of the community can be a good predictor for volatility in the US equity market. Also, can we extend the result to global markets. For example, can the anxiety in U.S. community affect markets in Europe or Asia. This will be a extension of the research done by Eric Gilbert and Karrie Karahalios.

Dataset

In the beginning, I'll reuse the JiveJournal dataset gathered by Gilbert. [1] [2]

The forum is run on the vBulletin system.

Proposed Work

We need to first build anxiety indicators/index for the LiveJournal community using sentiment analysis techniques. Then we need to apply a learning algorithm to the indicators so that we can use them to predict market volatility. In the end, we want to check their predictive powers on US/Global market.

Related Work

Widespread Worry and the Stock Market by Eric Gilbert and Karrie Karahalios[3]

References