Nifty Auto Index prediction on the basis of tweets sentiments

Anup Jayant Kelkar, Anil S Mokhade


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


Stock market; sentiment analysis; Twitter; Micro blogging; social network analysis

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