Research
February 18, 2010
Research Interests:
My research focuses on how news and communication through social networks affect the stock market. Although sources of data such as news articles, blog posts, and twitter posts are easily accessible on the internet, systematic analysis of this type of data is full of pitfalls. I utilize natural language processing to categorize and derive meaning from all forms of qualitative data. I am able to create quantitative measures that can be used to test the value of the prolific amount of qualitative data that can be accessed on the internet. Currently I am focusing on the information content of the websites Twitter and SeekingAlpha. I show that the information that is published to these sites can be used to forecast future movements in stock prices and volume.
