The influence of social media on the stock market: a machine learning approach to the meme stock phenomenon
Rossi, Fabio (A.A. 2021/2022) The influence of social media on the stock market: a machine learning approach to the meme stock phenomenon. Tesi di Laurea in Data analysis for business, Luiss Guido Carli, relatore Francesco Iafrate, pp. 40. [Bachelor's Degree Thesis]
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Abstract/Index
Related work. Search queries. Social media sentiment. Reddit and WallStreetBets. Methodology. Data sources. Exploratory data analysis. Creation of target variable: R50 logr and logDvol. VADER sentiment analysis. Feature engineering. VAR. VARX. Results. VADER sentiment. VAR estimation results. VARX estimation results.
References
Bibliografia: pp. 21-23.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18) |
| Chair: | Data analysis for business |
| Thesis Supervisor: | Iafrate, Francesco |
| Academic Year: | 2021/2022 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 04 Oct 2022 15:00 |
| Last Modified: | 04 Oct 2022 15:00 |
| URI: | https://tesi.luiss.it/id/eprint/33553 |
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