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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Online trends and sentiment and their possible application in stock market prediction
 Stehno, Josef ; Vozárová, Pavla (advisor) ; Čermáková, Klára (referee)
The goal of this thesis is to assess information contained in internet user's activity. I focus on two sources of data: Google Trends and sentiment contained in StockTwits posts. For both of them I examine the correlation of its percentage changes and percentage changes of variables describing the stock market development. Econometric testing consists of three phases, first is Least Squares Method, then ARIMA model, and lastly testing for Granger Causality. Conclusions are that activity of internet users does contain valuable information. The correlations are strongest for firms operating in IT business or generally focusing on modern technologies. Strong correlation is between trade volume or market volatility and Google Trends, whereas sentiment in post on StockTwits is statistically significant for stock price development.
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Relaxation in some resistance temperature sensors
 Skrbek, Ladislav ; Stehno, Josef ; Šebek, Josef
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See also: similar author names
1 Stehno, Jaroslav
2 Stehno, Jiří
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