Predicting the French Stock Market Using Social Media Analysis

Author(s):  
Vincent Martin
Author(s):  
Vincent Martin ◽  
Emmanuel Bruno ◽  
Elisabeth Murisasco

In this article, the authors try to predict the next-day CAC40 index. They apply the idea of Johan Bollen et al. from (Bollen, Mao, & Zeng, 2011) on the French stock market and they conduct their experiment using French tweets. Two analyses are applied on tweets: sentiment analysis and subjectivity analysis. Results of these analyses are then used to train a simple neural network. The input features are the sentiment, the subjectivity and the CAC40 closing value at day-1 and day-0. The single output value is the predicted CAC40 closing value at day+1. The authors propose an architecture using the JEE framework resulting in a better scalability and an easier industrialization. The main experiments are conducted over 5 months of data. The authors train their neural network on the first of the data and they test predictions on the remaining quarter. Their best run gives a direction accuracy of 80% and a mean absolute percentage error (MAPE) of 2.97%. In another experiment, the authors retrain the neural network each day which decreases the MAPE to 1.14%.


2020 ◽  
Vol 4 (Supplement_1) ◽  
pp. 694-694
Author(s):  
Tammy Mermelstein

Abstract Preparing for or experiencing a disaster is never easy, but how leaders communicate with older adults can ease a situation or make it exponentially worse. This case study describes two disasters in the same city: Hurricane Harvey and the 2018 Houston Texas Ice Storm and the variation in messaging provided to and regarding older adults. For example, during Hurricane Harvey, the primary pre-disaster message was self-preparedness. During the storm, messages were also about individual survival. Statements such as “do not [climb into your attic] unless you have an ax or means to break through,” generated additional fear for older adults and loved ones. Yet, when an ice storm paralyzed Houston a few months later, public messaging had a strong “check on your elderly neighbors” component. This talk will explore how messaging for these events impacted older adults through traditional and social media analysis, and describe how social media platforms assisted people with rescue and recovery. Part of a symposium sponsored by Disasters and Older Adults Interest Group.


2021 ◽  
Author(s):  
Tasnim M. A. Zayet ◽  
Maizatul Akmar Ismail ◽  
Kasturi Dewi Varathan ◽  
Rafidah M. D. Noor ◽  
Hui Na Chua ◽  
...  

Author(s):  
Ariel A. Williamson ◽  
Jodi Mindell ◽  
Olivia Cicalese ◽  
Abigail Varker ◽  
Mikayla Carson

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