Social sentiment indices powered by X-scores

Brian Davis, Keith Cortis, Laurentiu Vasiliu, Adamantios Koumpis, Ross McDermott and Siegfried Handschuh (2016) Social Sentiment Indices Powered by X-Scores 2nd International Conference on Big Data, Small Data, Linked Data and Open Data, ALLDATA 2016 Lisbon, Portugal, 21/02/2016- 25/02/2016

Abstract

Social Sentiment Indices powered by X-Scores (SSIX) seeks to address the challenge of extracting relevant and valuable economic signals in a cross-lingual fashion from the vast variety of and increasingly influential social media services, such as Twitter, Google+, Facebook, StockTwits and LinkedIn, and in conjunction with the most reliable and authoritative newswires, online newspapers, financial news networks, trade publications and blogs. A statistical framework of qualitative and quantitative parameters called X-Scores will power SSIX. This framework will interpret economically significant sentiment signals that are disseminated in the social ecosystem. Using X-Scores, SSIX will create commercially viable and exploitable social sentiment indices, regardless of language, locale and data format. SSIX and X-Scores will support research and investment decision making for European SMEs, enabling end users to analyse and leverage real-time social media sentiment data in their domain, creating innovative products and services to support revenue growth with focus on increased alpha generation for investment portfolios.

Funder

|~|1267872|~|

Publisher

INSIGHT Centre for Data Analytics, NUI Galway, Ireland

Rights

Attribution-NonCommercial-NoDerivs 3.0 Ireland

cbn

Collections

Data Science Institute (Conference Papers)