{"id":"https://openalex.org/W2130057003","doi":"https://doi.org/10.1145/2464464.2464521","title":"Modeling movements in oil, gold, forex and market indices using search volume index and Twitter sentiments","display_name":"Modeling movements in oil, gold, forex and market indices using search volume index and Twitter sentiments","publication_year":2013,"publication_date":"2013-05-02","ids":{"openalex":"https://openalex.org/W2130057003","doi":"https://doi.org/10.1145/2464464.2464521","mag":"2130057003"},"language":"en","primary_location":{"id":"doi:10.1145/2464464.2464521","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2464464.2464521","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th Annual ACM Web Science Conference","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5112822114","display_name":"Tushar Rao","orcid":null},"institutions":[{"id":"https://openalex.org/I36090812","display_name":"Netaji Subhas University of Technology","ror":"https://ror.org/01fczmh85","country_code":"IN","type":"education","lineage":["https://openalex.org/I36090812"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Tushar Rao","raw_affiliation_strings":["Netaji Subhas Institute of Technology, Delhi, India","Netaji Subhas Institute of Technology , Delhi, India"],"affiliations":[{"raw_affiliation_string":"Netaji Subhas Institute of Technology, Delhi, India","institution_ids":["https://openalex.org/I36090812"]},{"raw_affiliation_string":"Netaji Subhas Institute of Technology , Delhi, India","institution_ids":["https://openalex.org/I36090812"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5086285869","display_name":"Saket Srivastava","orcid":"https://orcid.org/0000-0002-8072-7933"},"institutions":[{"id":"https://openalex.org/I119939252","display_name":"Indraprastha Institute of Information Technology Delhi","ror":"https://ror.org/03vfp4g33","country_code":"IN","type":"education","lineage":["https://openalex.org/I119939252"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Saket Srivastava","raw_affiliation_strings":["IIIT-D, Delhi, India"],"affiliations":[{"raw_affiliation_string":"IIIT-D, Delhi, India","institution_ids":["https://openalex.org/I119939252"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5112822114"],"corresponding_institution_ids":["https://openalex.org/I36090812"],"apc_list":null,"apc_paid":null,"fwci":12.677,"has_fulltext":false,"cited_by_count":56,"citation_normalized_percentile":{"value":0.98239586,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"336","last_page":"345"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9914000034332275,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.695711612701416},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5234893560409546},{"id":"https://openalex.org/keywords/equity","display_name":"Equity (law)","score":0.4698210060596466},{"id":"https://openalex.org/keywords/commodity","display_name":"Commodity","score":0.44144773483276367},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.428308367729187},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.41449791193008423},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3535543978214264},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.1940057873725891},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.11878716945648193}],"concepts":[{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.695711612701416},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5234893560409546},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.4698210060596466},{"id":"https://openalex.org/C2779439359","wikidata":"https://www.wikidata.org/wiki/Q317088","display_name":"Commodity","level":2,"score":0.44144773483276367},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.428308367729187},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.41449791193008423},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3535543978214264},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.1940057873725891},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11878716945648193},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1145/2464464.2464521","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2464464.2464521","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th Annual ACM Web Science Conference","raw_type":"proceedings-article"},{"id":"pmh:oai:eprints.lincoln.ac.uk:11261","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4377196275","display_name":"Lincoln Repository (University of Lincoln)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I51532219","host_organization_name":"University of Lincoln","host_organization_lineage":["https://openalex.org/I51532219"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Conference or Workshop contribution"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W208911654","https://openalex.org/W1508206474","https://openalex.org/W1796965543","https://openalex.org/W1936947666","https://openalex.org/W1983381518","https://openalex.org/W1985749074","https://openalex.org/W1999630110","https://openalex.org/W2024760831","https://openalex.org/W2037625889","https://openalex.org/W2058168013","https://openalex.org/W2059852492","https://openalex.org/W2077365830","https://openalex.org/W2086784069","https://openalex.org/W2133469585","https://openalex.org/W2137643484","https://openalex.org/W2155187653","https://openalex.org/W2157900836","https://openalex.org/W2168850169","https://openalex.org/W2171468534","https://openalex.org/W2172147887","https://openalex.org/W2313953460","https://openalex.org/W2571446175","https://openalex.org/W2798058877","https://openalex.org/W3122136669","https://openalex.org/W3125025305","https://openalex.org/W3126053622","https://openalex.org/W3195372414","https://openalex.org/W6680640126","https://openalex.org/W6789222069"],"related_works":["https://openalex.org/W2372919335","https://openalex.org/W3200593740","https://openalex.org/W2354030279","https://openalex.org/W2181358592","https://openalex.org/W2389271083","https://openalex.org/W1989012530","https://openalex.org/W2361881675","https://openalex.org/W2349868899","https://openalex.org/W1980529895","https://openalex.org/W2383050283"],"abstract_inverted_index":{"Study":[0],"of":[1,33,47,57,94,112,124],"the":[2,11,23,88,109,118,169],"forecasting":[3,170],"models":[4],"using":[5],"large":[6],"scale":[7],"microblog":[8],"discussions":[9],"and":[10,37,74,79,81,90,102,136,148,155],"search":[12,38,110,134],"behavior":[13,111],"data":[14],"can":[15],"provide":[16],"a":[17,31,45,55],"good":[18],"insight":[19],"for":[20,44,64,153,157,167],"better":[21],"understanding":[22],"market":[24,66,103],"movements.":[25],"In":[26],"this":[27,62],"work":[28],"we":[29],"collected":[30],"dataset":[32,63],"2":[34],"million":[35],"tweets":[36],"volume":[39],"index":[40],"(SVI":[41],"from":[42],"Google)":[43],"period":[46],"June":[48],"2010":[49],"to":[50],"September":[51],"2011.":[52],"We":[53,85,141],"model":[54],"set":[56],"comprehensive":[58],"causative":[59,92],"relationships":[60],"over":[61],"various":[65],"securities":[67],"like":[68],"equity":[69],"(Dow":[70],"Jones":[71],"Industrial":[72],"Average-DJIA":[73],"NASDAQ-100),":[75],"commodity":[76],"markets":[77],"(oil":[78],"gold)":[80],"Euro":[82],"Forex":[83],"rates.":[84],"also":[86],"investigate":[87],"lagged":[89,125],"statistically":[91],"relations":[93],"Twitter":[95],"sentiments":[96],"developed":[97],"during":[98],"active":[99],"trading":[100],"days":[101,105],"inactive":[104],"in":[106,117,139,145,162],"combination":[107],"with":[108,127,159],"public":[113],"before":[114],"any":[115],"change":[116],"prices/indices.":[119],"Our":[120],"results":[121],"show":[122],"extent":[123],"significance":[126],"high":[128],"correlation":[129],"value":[130],"upto":[131],"0.82":[132],"between":[133],"volumes":[135],"gold":[137],"price":[138],"USD.":[140],"find":[142],"weekly":[143],"accuracy":[144],"direction":[146],"(up":[147],"down":[149],"prediction)":[150],"uptil":[151],"94.3%":[152],"DJIA":[154],"90%":[156],"NASDAQ-100":[158],"significant":[160],"reduction":[161],"mean":[163],"average":[164],"percentage":[165],"error":[166],"all":[168],"models.":[171]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":7},{"year":2020,"cited_by_count":8},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":9},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":6},{"year":2014,"cited_by_count":2}],"updated_date":"2026-04-14T08:04:32.555800","created_date":"2025-10-10T00:00:00"}
