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DC FieldValueLanguage
dc.contributorDepartment of Computingen_US
dc.contributor.advisorChan, Chun Chung Keith (COMP)-
dc.creatorLau, Wai Tak-
dc.identifier.urihttps://theses.lib.polyu.edu.hk/handle/200/9588-
dc.languageEnglishen_US
dc.publisherHong Kong Polytechnic University-
dc.rightsAll rights reserveden_US
dc.titleForecasting Hong Kong Hang Seng Index stock price movement using social media data analysisen_US
dcterms.abstractIntelligence and high-tech algorithms are the evolution of predicting stock price movement to inherit the historical researches - Social Media Data Analysis (SMeDA). It is perfect to collect Hong Kong social media data in the public text. Hang Seng Index (HSI) of stock price prediction movement based on the stock analysts expressed on financial and economic social media website has been an intriguing field of research. Their emotional text expressed their perspective and point of view in the future of stock price movement. The thesis of this dissertation is to examine and study creditability and referencing of stock analysts' prediction movement. In this paper, applied text and data analysis, including supervised machine learning algorithms extracted from social media articles, as well as analyze the correlation features between stock price prediction and stock commentary, which compared with historical stock data prediction. In an elaborate way, the level of creditability from the commentary of stock analysts can be roughly assorted the stock market development trend in HSI, it can definitely encourage the public for references (Appendix V and Appendix VI provide the programming coding of all algorithms and feature of raw data for algorithm).en_US
dcterms.extentviii, 104 pages : illustrations (some color)en_US
dcterms.isPartOfPolyU Electronic Thesesen_US
dcterms.issued2018en_US
dcterms.educationalLevelM.Sc.en_US
dcterms.educationalLevelAll Masteren_US
dcterms.LCSHHong Kong Polytechnic University -- Dissertationsen_US
dcterms.LCSHStock price indexes -- China -- Hong Kong -- Forecastingen_US
dcterms.LCSHStock index futures -- China -- Hong Kongen_US
dcterms.LCSHSocial mediaen_US
dcterms.LCSHData miningen_US
dcterms.accessRightsrestricted accessen_US

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Please use this identifier to cite or link to this item: https://theses.lib.polyu.edu.hk/handle/200/9588