Christina Nousi

Prof. Christina Nousi

International Hellenic University, Thessaloníki, Kentrikí Makedonía, Greece

Research Focus & Metrics

Academic Career Length

5Years (2022-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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27 May 2022 in Telecom
Verified
Journal Article
Open access
PDF file
Paraskevas KoukarasParaskevas Koukaras
Paraskevas Koukaras
CNChristina Nousi
Christina Nousi
Christos TjortjisChristos Tjortjis
Christos Tjortjis
The use of Machine Learning (ML) and Sentiment Analysis (SA) on data from microblogging sites has become a popular method for stock market prediction. In this work, we developed a model for predicting stock movement utilizing SA on Twitter and StockTwits data. Stock movement and sentiment data were used to evaluate this approach and validate it on Microsoft stock. We gathered tweets from Twitter and StockTwits, as well as financial data from Finance Yahoo. SA was applied to tweets, and seven ML classification models were implemented: K-Nearest Neighbors (KNN), Support Vector Machine (SVM), Logistic Regression (LR), Naïve Bayes (NB), Decision Tree (DT), Random Forest (RF) and Multilayer Perceptron (MLP). The main novelty of this work is that it integrates multiple SA and ML methods, emphasizing the retrieval of extra features from social media (i.e., public sentiment), for improving stock prediction accuracy. The best results were obtained when tweets were analyzed using Valence Aware Dictionary and sEntiment Reasoner (VADER) and SVM. The top F-score was 76.3%, while the top Area Under Curve (AUC) value was 67%.