Identifying Expert Investors on Financial Microblog via Artificial Neural Networks

In the recent years, thanks to social media platform, a plethora of information has been available to financial investors, that were traditionally dependent from financial institutions advisors. Strategies are now shared among web users, performances of stocks are commented in web communities and hints and suggestions are travelling on the internet with a fast pace, in a way that was unthinkable few years before. Several attempts have been made in the recent past, to predict Market movements and trends from activity of Financial Social Networks participants, and to evaluate if contributions from individuals with high level of expertise distinguish themselves from the rest of crowd. The Present Work is leveraging 6 years of tweets extracted from the financial platform StockTwits.com, deep diving in its content, and proposing a predictive Neural Network algorithm of Multi-Layer Perceptron type, based on features derived from text, social network and sentiment analysis. Users have been classified based on the performance achieved during the training, consistence of their prediction has been verified throughout the time and, finally, a trading strategy has been proposed based on following the top actors. The outcomes highlighted that expert investors are outperforming the wisdom of the crowd, and the trading schema put together generated a return of 38.6%, in 2015, when S&P500 had a slightly negative balance

Predictive Analytics on Emotional Data Mined from Digital Social Networks with a Focus on Financial Markets

This dissertation is a cumulative dissertation and is comprised of five articles. User-Generated Content (UGC) comprises a substantial part of communication via social media. In this dissertation, UGC that carries and facilitates the exchange of emotions is referred to as “emotional data.” People “produce” emotional data, that is, they express their emotions via tweets, forum posts, blogs, and so on, or they “consume” it by being influenced by expressed sentiments, feelings, opinions, and the like. Decisions often depend on shared emotions and data – which again lead to new data because decisions may change behaviors or results. “Emotional Data Intelligence” ultimately seeks an answer to the question of how all the different emotions expressed in public online sources influence decision-making processes. The overarching research topic of this dissertation follows the question whether network structures and emotional sentiment data extracted from digital social networks contain predictive information or they are just noise. Underlying data was collected from different social media sources, such as Twitter, blogs, message boards, or online news and social networking sites, such as Xing. By means of methodologies of social network analysis (SNA), sentiment analysis, and predictive analysis the individual contributions of this dissertation study whether sentiment data from social media or online social networking structures can predict real-world behaviors. The focus lies on the analysis of emotional data and network structures and its predictive power for financial markets. With the formal construction of the data analyses methodologies introduced in the individual contributions this dissertation contributes to the theories of social network analysis, sentiment analysis, and predictive analytics

Information Reliability on the Social Web - Models and Applications in Intelligent User Interfaces

The Social Web is undergoing continued evolution, changing the paradigm of information production, processing and sharing. Information sources have shifted from institutions to individual users, vastly increasing the amount of information available online. To overcome the information overload problem, modern filtering algorithms have enabled people to find relevant information in efficient ways. However, noisy, false and otherwise useless information remains a problem. We believe that the concept of information reliability needs to be considered along with information relevance to adapt filtering algorithms to today's Social Web. This approach helps to improve information search and discovery and can also improve user experience by communicating aspects of information reliability.This thesis first shows the results of a cross-disciplinary study into perceived reliability by reporting on a novel user experiment. This is followed by a discussion of modeling, validating, and communicating information reliability, including its various definitions across disciplines. A selection of important reliability attributes such as source credibility, competence, influence and timeliness are examined through different case studies. Results show that perceived reliability of information can vary greatly across contexts. Finally, recent studies on visual analytics, including algorithm explanations and interactive interfaces are discussed with respect to their impact on the perception of information reliability in a range of application domains

Spatial and Temporal Sentiment Analysis of Twitter data

The public have used Twitter world wide for expressing opinions. This study focuses on spatio-temporal variation of georeferenced Tweets’ sentiment polarity, with a view to understanding how opinions evolve on Twitter over space and time and across communities of users. More specifically, the question this study tested is whether sentiment polarity on Twitter exhibits specific time-location patterns. The aim of the study is to investigate the spatial and temporal distribution of georeferenced Twitter sentiment polarity within the area of 1 km buffer around the Curtin Bentley campus boundary in Perth, Western Australia. Tweets posted in campus were assigned into six spatial zones and four time zones. A sentiment analysis was then conducted for each zone using the sentiment analyser tool in the Starlight Visual Information System software. The Feature Manipulation Engine was employed to convert non-spatial files into spatial and temporal feature class. The spatial and temporal distribution of Twitter sentiment polarity patterns over space and time was mapped using Geographic Information Systems (GIS). Some interesting results were identified. For example, the highest percentage of positive Tweets occurred in the social science area, while science and engineering and dormitory areas had the highest percentage of negative postings. The number of negative Tweets increases in the library and science and engineering areas as the end of the semester approaches, reaching a peak around an exam period, while the percentage of negative Tweets drops at the end of the semester in the entertainment and sport and dormitory area. This study will provide some insights into understanding students and staff ’s sentiment variation on Twitter, which could be useful for university teaching and learning management

European Handbook of Crowdsourced Geographic Information

This book focuses on the study of the remarkable new source of geographic information that has become available in the form of user-generated content accessible over the Internet through mobile and Web applications. The exploitation, integration and application of these sources, termed volunteered geographic information (VGI) or crowdsourced geographic information (CGI), offer scientists an unprecedented opportunity to conduct research on a variety of topics at multiple scales and for diversified objectives. The Handbook is organized in five parts, addressing the fundamental questions: What motivates citizens to provide such information in the public domain, and what factors govern/predict its validity?What methods might be used to validate such information? Can VGI be framed within the larger domain of sensor networks, in which inert and static sensors are replaced or combined by intelligent and mobile humans equipped with sensing devices? What limitations are imposed on VGI by differential access to broadband Internet, mobile phones, and other communication technologies, and by concerns over privacy? How do VGI and crowdsourcing enable innovation applications to benefit human society? Chapters examine how crowdsourcing techniques and methods, and the VGI phenomenon, have motivated a multidisciplinary research community to identify both fields of applications and quality criteria depending on the use of VGI. Besides harvesting tools and storage of these data, research has paid remarkable attention to these information resources, in an age when information and participation is one of the most important drivers of development. The collection opens questions and points to new research directions in addition to the findings that each of the authors demonstrates. Despite rapid progress in VGI research, this Handbook also shows that there are technical, social, political and methodological challenges that require further studies and research