Nifty Auto Index prediction on the basis of tweets sentiments
Abstract
In this paper we investigate the complex relationship
between tweet sentiments with the Nifty Stock market Auto
Index (esp. stock prices). We will analyze sentiments for nearly 1
million tweets from December 2015 to March 2016 for Nifty Auto
Index which includes 15 auto industries stocks. Our results will
show high correlation between stock prices and twitter
sentiments. A Granger causality analysis and a Neural Network
are then used to investigate the hypothesis that public mood
states are predictive of changes in Nifty Auto Index closing
values.
Keywords
Stock market; sentiment analysis; Twitter; Micro blogging; social network analysis
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