Skip to main content

Analysis of Stock Market Fluctuations Incidental to Internet Trends

  • Conference paper
  • First Online:
Advances in Artificial Intelligence and Data Engineering (AIDE 2019)

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 1133))

  • 1713 Accesses

Abstract

Time-series data pertaining to several related domains plays an important role as reinforcement for understanding the behaviour of that ecosystem. This paper intends to analyse one such system through the inspection of the rise/fall of stock prices for a duration in relation to buzzwords trending over the social media during the same time. We present a pipeline to elicit these insights and facilitate prediction of stock prices. In summary, the pooled data is subjected to time-series operations such as differencing transformations, smoothing and filtering to transform the data to a format amenable for further processing. Then, the trend corresponding to the keywords is illustrated by modelling their popularity using a counting-based algorithm customized for the application. This is followed by an attempt to forecast stock prices. The entire system is bundled into a software application that effectively delivers the results and visualizations in an intuitive fashion for a naive user. Throughout the pipeline, we have used a comparative paradigm that has helped us assess the proposed solution against alternatives.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 219.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 279.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 279.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Hegde MS, Krishna G, Srinath R (2018) An ensemble stock predictor and recommender system. In: 2018 international conference on advances in computing, communications and informatics, ICACCI 2018. Bangalore, India, 19–22 Sept 2018, pp 1981–1985

    Google Scholar 

  2. Qiu M, Song Y (2016) Predicting the direction of stock market index movement using an optimized artificial neural network model. PLoS ONE 11:1–11

    Article  Google Scholar 

  3. Li J, Bu H, Wu J (2017) Sentiment-aware stock market prediction: a deep learning method. In: 2017 international conference on service systems and service management, pp 1–6. https://doi.org/10.1109/ICSSSM.2017.7996306

  4. Sedhai S, Sun A (2017) An analysis of 14 million tweets on hashtag-oriented spamming. J Assoc Inf Sci Technol 68(7):1638–1651

    Google Scholar 

  5. Jiang W (2016) Stock market valuation using internet search volumes: US-China comparison

    Google Scholar 

  6. Nair BB, Dharini NM, Mohandas VP (2010) A stock market trend prediction system using a hybrid decision tree-neuro-fuzzy system. In: 2010 international conference on advances in recent technologies in communication and computing, pp 381–385

    Google Scholar 

  7. Seif MM, Hamed EMR, Hegazy AEFAG (2018) Stock market real time recommender model using apache spark framework. In: Hassanien AE, Tolba MF, Elhoseny M, Mostafa M (eds) The international conference on advanced machine learning technologies and applications (AMLTA2018). Springer International Publishing, Cham, pp 671–683

    Google Scholar 

  8. Jareo F, Negrut L (2016) Us stock market and macroeconomic factors. J Appl Bus Res 32:325–340

    Article  Google Scholar 

  9. Šimunić K (2003) Visualization of stock market charts

    Google Scholar 

  10. Hegazy O, Soliman OS, Abdul Salam M (2013) A machine learning model for stock market prediction. Int J Comput Sci Telecommun 4:17–23

    Google Scholar 

  11. Marjanovic B (2017) Huge stock market dataset. https://www.kaggle.com/borismarjanovic/price-volume-data-for-all-us-stocks-etfs

  12. Mehmood R, Maurer H, Afzal MT (2013) Knowledge discovery in hashtags. In: 2013 IEEE 9th international conference on emerging technologies (ICET), pp 1–6

    Google Scholar 

  13. Prince V, Labadié A (2007) Text segmentation based on document understanding for information retrieval. In: Kedad Z, Lammari N, Métais E, Meziane F, Rezgui Y (eds) Natural language processing and information systems. Springer, Berlin, pp 295–304

    Chapter  Google Scholar 

  14. Ponte JM, Croft WB (1997) Text segmentation by topic. In: Peters C, Thanos C (eds) Research and advanced technology for digital libraries. Springer, Berlin, pp 113–125

    Chapter  Google Scholar 

  15. Good IJ (1983) The philosophy of exploratory data analysis. Philos Sci 50(2):283–295

    Article  Google Scholar 

  16. Ichinose K, Shimada K (2018) Stock market prediction using keywords from expert articles, pp 409–417

    Google Scholar 

  17. Sharma A, Bhuriya D, Singh U (2017) Survey of stock market prediction using machine learning approach. In: 2017 international conference of electronics, communication and aerospace technology (ICECA), vol 2, pp 506–509

    Google Scholar 

  18. Huitema B, Laraway S (2006) Autocorrelation

    Google Scholar 

  19. Mitavskiy B, Cannings C (2009) Estimating the ratios of the stationary distribution values for Markov chains modeling evolutionary algorithms. Evol Comput 17(3):343–377

    Article  Google Scholar 

  20. Dickey DA, Fuller WA (1979) Distribution of the estimators for autoregressive time series with a unit root. J Am Stat Assoc 74(366a):427–431

    Article  MathSciNet  MATH  Google Scholar 

  21. Sephton P (2008) Critical values of the augmented fractional dickeyfuller test. Empir Econ 35:437–450

    Article  Google Scholar 

  22. Kwiatkowski D, Phillips PC, Schmidt P, Shin Y (1992) Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root? J Econ 54(1):159–178

    Article  MATH  Google Scholar 

  23. Ogasawara E, Salles R, Porto F, Belloze K, Gonzlez Silva PH (2018) Nonstationary time series transformation methods: an experimental review. Knowl Based Syst 164:274–291

    Google Scholar 

  24. Anggrainingsih R, Aprianto GR, Sihwi SW (2015) Time series forecasting using exponential smoothing to predict the number of website visitor of Sebelas Maret University. In: 2015 2nd international conference on information technology, computer, and electrical engineering (ICITACEE), pp 14–19

    Google Scholar 

  25. Saputra ND, Aziz A, Harjito B (2016) Parameter optimization of Brown’s and Holt’s double exponential smoothing using golden section method for predicting Indonesian crude oil price (ICP). In: 2016 3rd international conference on information technology, computer, and electrical engineering (ICITACEE), pp 356–360

    Google Scholar 

  26. Hansun S (2013) A new approach of moving average method in time series analysis. In: 2013 conference on new media studies (CoNMedia), pp 1–4

    Google Scholar 

  27. Hodrick RJ, Prescott EC (1997) Postwar U.S. business cycles: an empirical investigation. J Money Credit Bank 29(1):1–16

    Google Scholar 

  28. Landon-Lane J (2002) Inverting the Hodrick-Prescott filter. Comput Econ 20(3):117–138. https://doi.org/10.1023/A:1020923129872

    Article  MATH  Google Scholar 

  29. Christiano LJ, Fitzgerald TJ (2003) The band pass filter. Int Econ Rev 44(2):435–465. https://doi.org/10.1111/1468-2354.t01-1-00076

    Article  Google Scholar 

  30. Hochreiter S, Schmidhuber J (1997) Long short-term memory. Neural Comput 9(8):1735–1780. https://doi.org/10.1162/neco.1997.9.8.1735

    Article  Google Scholar 

  31. Taylor SJ, Letham B (2018) Forecasting at scale. Am Stat 72(1):37–45

    Article  MathSciNet  MATH  Google Scholar 

  32. Li G, Wang Y (2013) Automatic arima modeling-based data aggregation scheme in wireless sensor networks. EURASIP J Wirel Commun Netw 1:85. https://doi.org/10.1186/1687-1499-2013-85

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Vinayaka R. Kamath .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2021 Springer Nature Singapore Pte Ltd.

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Kamath, V.R., Revankar, N.V., Srinivasa, G. (2021). Analysis of Stock Market Fluctuations Incidental to Internet Trends. In: Chiplunkar, N.N., Fukao, T. (eds) Advances in Artificial Intelligence and Data Engineering. AIDE 2019. Advances in Intelligent Systems and Computing, vol 1133. Springer, Singapore. https://doi.org/10.1007/978-981-15-3514-7_58

Download citation

Publish with us

Policies and ethics