2019 the 4th IEEE International Conference on Big Data Analytics
Predicting Financial Markets Using The Wisdom of Crowds
Anasse Bari
Computer Science Department, CIMS
New York University
USA
e-mail: abari@nyu.edu
Aniruddh Khera
Computer Science Department, CIMS
New York University
USA
e-mail: ak5146@nyu.edu
Hongting Chen
Computer Science Department, CIMS
New York University
USA
e-mail: hc1924@nyu.edu
Abstract—In the world of finance, one key lesson is the
importance of psychology in the behavior of financial markets.
Many investors are irrationally exuberant when making
financial decisions, but predictive analytics can generate
insights that are free of investors’ emotions, and hence human
irrational exuberance in decision-making can be mitigated.
Data sources that investors adopt in their investment decision-
making are, in most cases, traditional – including quarterly
earnings reports and financial statements. In this work, we
propose a predictive analytics framework that aims at mining
insights from two alternative data sources: news articles and
micro-blogs. We investigate the predictive correlation and
causation between (1) collective opinion mining in news articles
fused with Twitter mood and (2) movements in financial
markets. Experimental results indicate a relationship between
stock market prices and collective opinion mining variations on
news articles combined with Twitter’s sentiment variations.
The framework introduced in this work could potentially be
adopted as a supplement to the conventional analyses being
used in major investment banks. This research was partially
funded by the Australian government under the Awards-
Endeavour research grant.
Keywords—predictive analytics, machine learning, artificial
intelligence, applied data science, finance, wall street, investment
banking
I. INTRODUCTION
Words matter. Even a few hundreds of characters of
Twitter can influence stock prices, as seen in two recent
instances that made headlines:1. In March 2015, Elon Musk
of Tesla tweeted about unveiling a new product: “Major new
product line – not a car – will be unveiled at our Hawthorne
Design Studio on Thurs 8pm, April 30.” It was reported that
in just a few minutes, a one billion US dollar increase was
978-1-7281-1282-4/19/$31.00 ©2019 IEEE
Pantea Peidaee
Computer Science Department, CIMS
New York University
USA
e-mail: pp1788@nyu.edu
Jianghao Zhu
Computer Science Department, CIMS
New York University
USA
e-mail: jz2575@nyu.edu
registered in Tesla’s capitalization [1] and 3% increase in
Tesla’s stock price. Netizens flocked to guess possible new
products that Tesla might announce - some thought it might
be a new solar energy product, a Tesla hovercraft, or a flying
broom. It turned out that there was no major product
announcement; Elon Musk was simply referring to a
software update that could help Tesla owners locate charging
stations [2]. Just a few minutes after the Hawthorne event,
Tesla stock fell several points.
2. Analogously, in December of 2016, President Trump
tweeted: “Based on the tremendous cost and cost overruns of
the Lockheed Martin F-35, I have asked Boeing to price-out
a comparable F-18 Super Hornet!” After the tweet, it was
reported that Lockheed Martin shares fell about two percent,
while Boeing shares were up 0.5 percent. The President’s
tweet might have lost Lockheed Martin about one billion
dollars in market value [3].
Data is becoming a catalyst of decision-making, growth
and change; indeed, it is the new oil. However, data in its
raw form is useless. Dr.Eric Siegel said that “The real value
of raw data is what is discovered therein” [4]. Predictive
analytics can interrogate and derive data-driven insights. It is
the art and science of mining data to extract novel and
ultimately useful trends to make better data-driven decisions
[5]. And it has long been a research subject of both academic
and finance, using predictive analytics to understand
financial markets.
In 1999, Wysocki was the first researcher to investigate
the predictive power of micro-blogs in finance. He
investigated the predictive correlation between Yahoo!
Finance message boards and stock prices [6] and discovered
that message volume can predict changes in next day stock
returns. However, in 2001, Tumarkin et. al [7] contradicted
the work of Wysocki and reported no correlative or causative
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link between the number of messages and next-day stock banking, for instance, data scientists mine satellite images of
returns. A key difference between the two studies was the shopping mall parking lots as an alternative data source to
nature of the data source they adopted in their analysis. predict the revenue numbers of the business entity in which
While Tumarkin analyzed data from RangingBull.com, they are considering making an investment [12]. In this paper
Wysocki analyzed Yahoo message boards. we consider two alternative data sources: news articles and
In late 2012, Oliveira et. al [8] analyzed StockTwits.com, Twitter data.
a social media platform founded in 2008 that was designed
for sharing ideas between investors, traders, and A. Twitter Data
entrepreneurs, and discovered that messages posted on social We collected over eight hundred thousand tweets in 2017.
media have an influence over the stock market and thus can The tweets were associated with fourteen companies listed
be used to enhance the prediction of trading volume. In on the Australian ETF. Table I. shows the fourteen
recent years, many researchers [9], [10] and [11] have companies included in this analysis. We designed
expanded on the work published in 2011 where the authors taxonomies of related terms and concepts for each of the
used the sentiment score of Twitter data to predict the fourteen companies that were used to help filter the noisy
percent change of the Dow Jones Industrial Average (DJIA) tweets and to associate the tweets with the entities in
over time. The authors’ analysis relied on two major open question. The taxonomy we built contained terms related to
source sentiment tools: OpinionFinder, which measures company names, leadership team names, company products,
positive and negative mood, and Google-Profile of Mood related industries, and competitors.
States (GPOMS), which models the emotion in text into a Figure. 1. illustrates the first layer of the universe of
six-dimensional vector: calm, alert, sure, vital, kind, and taxonomies that we built to get a better quality of tweets and
happy. Correlation does not always imply causation; news articles relevant to the entities in the ETF in question.
therefore, Granger causality analysis was used to further A location filter for Australia was applied to all tweets to
investigate this correlation. Although the analysis was done enhance the quality of Twitter data. More details on the pre-
on a short stream of data and lacks depth in terms of testing, processing of the data are illustrated in the next section.
it reflects a promising accuracy of 87% on predicting the
TABLE I. ENTITIES BASED IN AUSTRALIA INCLUDED IN THIS ANALYSIS
daily up and down changes of the DJIA. The research study
presented in this work was motivated by the following Entity Name Descriptions
question: Could a machine learning analysis of micro-blogs Commonwealth The largest retail bank in Australia. Main
and news articles really help predict changes in stock prices? Bank of Australia products are loans and insurance.
(CBA)*
We investigate in this study if there is a predictive
Westpac Banking Second largest retail bank in Australia.
correlation between (1) opinions expressed in collections of Corp (WBC)* Main products are loans and insurance.
news articles and Twitter and (2) movement of stock prices Australia & New Third largest retail bank in Australia.
on a daily basis. We use a real dataset of underlying stock Zealand Bank Main products are loans and insurance.
prices of the Australian exchange-traded funds (ETF), along (ANZ)*
with a large collection of Tweets and news articles BHP Billiton Ltd Biggest mining company in Australia.
(BHP)* Main product is iron ore.
associated with the underlying ETF securities in question.
National Australia Fourth largest retail bank in Australia.
We designed an ensemble of sentiment analysis algorithms Bank (ANZ)* Main products are loans and insurance.
that measure sentiment variations in Twitter and news CSL Ltd (CSL)* A pharmaceutical company whose main
headlines in 2017. We learned that there is a consistent product is vaccines.
predictive correlation between sentiment variations from Wesfarmers (WES)* Holds one of the largest retail
news and Twitter, and movements in stock prices. Our supermarkets, petro station.
results register an accuracy of 78.33% in the predictive Woolworths Holds one of the largest retail
models that estimate the percentage change in the stock (WOW)* supermarkets, petro station.
Rio Tinto (RIO)* One of the biggest metal mining
market based on the news articles and Twitter sentiment. companies.
After that, we conducted regression analysis (autocorrelation, Macquarie Group Biggest investment bank in Australia.
autoregression and regression) as well as causality analysis (MQG)* Also has a small retail bank.
to measure the prediction power of these data sources on the Woodside Petroleum Big Petroleum exploration company.
price movement of ETF. In the next sections, we will outline (WPL)
details about the data used in this study, as well as the data Scentre Group Owns retail shopping centers and is a
(SCG) branch of Westfield.
preprocessing, data modeling, and experimental results.
Suncorp Group A retail bank and insurance company.
(SUN)
II. ALTERNATIVE DATA SOURCES IN FINANCE Westfield Corp Property management company. Owns
Alternative Data is a relatively new terminology in the (WFD)* retail centers in Australia, USA, UK.
world of investment banking. It refers to data collected from * Large weighting in S&P200 index (Major Australian index in Australia)
and EWA (Major Australian ETF trading in US)
non-traditional data sources that can provide new
perspectives about the entity or the event in question. B. News Articles
Inclusion of alternative data in the predictive analytics
The second alternative data source that we adopted in this
process can provide insights beyond the ones that can be
analysis was news articles. We tried several APIs that could
learned from traditional financial data sources. In investment

335
be used to collect news related to the Australian market and
in the end incorporated news from two sources: HotCopper
and Bing News. HotCopper is an Australian stock market
online chat forum that allows its users to discuss financial
topics. Using these two sources, we assembled over three
thousand news articles from 2017 about the top fourteen
companies in the Australia Index Fund (EWA) mentioned in
Table I.
C. Stock Market Data
Yahoo Finance interface was used to collect the data for
the Australian Index Fund (EWA). Data was collected for
daily prices of open, close, high, low, and traded volume. An
exchange-traded fund, ETF for short, is a marketable security
that tracks an index or a basket of assets like an index fund
and is different from a mutual fund in a way that an ETF
trades like a common stock on a stock exchange; an ETF can
be bought and sold. Investors might be more attracted to
invest in an ETF than in a mutual funds share because an
ETF has higher daily liquidity and lower fees than mutual
funds. One of the main reasons that led us to select an ETF
for our data is that it offers exposure to the Australian equity
market based on social media sentiment. Studying the
Australia Index Fund can be useful for financial decision
making given that the underlying equities and trading region
of the fund are in two different countries with two macro-
economic factors.
Figure 1. Graph of ETF’ entities
III. EXPERIMENTAL METHODS AND RESULTS
The data science problem addressed in this paper can be
formulated as follows: Given (1) historical daily prices and
volume of the exchange-traded fund, and (2) collection of
tweets associated with the ETF and (3) news articles
published on any given day that are related to the ETF in
question, predict the direction of the ETF stock for the next
day (up or down). In the following sections, we explain the
data pre-processing methods, opinion mining algorithms,
feature engineering methods, and data classification
techniques used in this study.
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A. Data Pre-processing
We applied standard text processing algorithms to
Twitter data to remove special characters, numbers, and stop
words. We removed all punctuation aside from exclamation
points and question marks, as they were used in the
sentiment analysis that will be described later in this section.
Stemming was applied to all tweets, converting words with
the same root to their original format. For instance,
“connection”, “connections”, and “connective” were all
linked to their root form, “connect”. Tweets and news
articles were stored in a Hadoop cluster, and then a map-
reduce version of the porter stemming algorithm was applied.
After employing these pre-processing techniques, all the
stemmed terms and tweets were combined in to one
document-feature matrix. We adopted a time-based Term
Frequency and Inverse Document Frequency (TF-IDF) as a
measure to normalize terms and their frequency for a specific
window of time. Equation one represents the inverse
document-frequency where N is the total number of days
under the window of observation. Term-frequency tf (t , d )
corresponds to the occurrence of a word over a day in tweets
and news document.
idf (t , d ) log( N y {d  D : t  d } ) (1)
B. Ensemble of Opinion Mining Algorithms for Generating
Mood Time Series
Opinion Mining is the process of computationally
categorizing opinions expressed in text [13]. The goal of a
sentiment analysis algorithm is to determine the attitude and
emotion of the author towards the topic mentioned in his or
her text [14]. After pre-processing, we designed an ensemble
of two sentiment analysis algorithms: Opinion Finder (OF)
and Stanford natural language processing programming
interface (SNLP). OpinionFinder (OF) is a sentiment
analysis algorithm that can be used to identify sentence-level
subjectivity [15]. OF relies on a lexicon of over nine
thousand positive and negative words. The algorithm is
known in literature for its capability to successfully analyze
the emotional context of a large collection of text.
For every tweet and news article headline, we computed
a sentiment score based on the positive and negative words
contained in the text. Although OF pulls from a large
dictionary of words, it ignores the word order of the sentence,
which could potentially lead to inaccuracies in predicting
sentiment scores. For that reason, we adopted Stanford NLP
in our ensemble in addition to OpinionFinder. SNLP is a
deep learning model that builds up features based on the
sentence structure. It computes the sentiment based on how
words compose the meaning of longer phrases. The SNLP
algorithm is based on a Recursive Neural Network
implementation that builds on top of grammatical structures.
As we were processing the tweets, we found an
overwhelming use of emojis, a relatively small digital image
- typically smileys and ideograms - used to express an
emotion. In order to enhance the sentiment score in twitter,
we included analysis of emojis, which were frequently used
in the tweets we analyzed.
 Our results indicate that including Emojis in the analysis
enhanced sentiment measurement, particularly in Twitter
data, as shown in Figure 2 sentiment analysis was applied to
both tweets and news article titles, aiming to derive one
sentiment score per day for both data sources in order to
generate sentiment time series.
tweets, and percentage change on the ETF from the previous
day (up vs down).
D. Correlation and Lag Analysis
In order to analyze whether Twitter sentiment is
correlated and possibly a predictor of ETF stock prices, we
investigated the synchronous correlation coefficients
between the two-time series at various lags. Consider twitter
sentiment time series as x = {x1. ...,,xn} and ETF stock price
time series as y = {y1, ..., yn}, the cross correlation γ at lag h
is then defined as shown in equation 2:

(2)

where x and y are the mean values of the x and y,

Figure 2. Performance measure of different sentiment analysis algorithms
C. Feature Engineering
Tweets and news article headlines were combined in a
document term matrix where the rows represented a data
record from the two alternative data sources (tweets and
news articles), and the columns represented TF-IDF scores
for the stemmed key-phrases. To cluster the terms, we
applied data clustering algorithms and cluster analysis. The
best silhouette score was for k=3. The terms were clustered
to three topics. We analyzed the words used in news articles
that were published before the ETF stock prices went down
and noticed a trend in the words being used and their
influence on the stock. Figure 3 shows a word cloud
representation of the words and key-phrases used in articles
that we believe positively influenced the ETF’s stock price,
and Figure 4 shows the word cloud for articles that had a
negative impact.
respectively. We use the cross-correlation to estimate the
correlation between xt+h and yt, by keeping y still, but move x
forward or backward in time by a lag of h. When h < 0, it
means x leads y and vice versa. We observed a strong cross-
correlation presence between the ETF stock prices (yt) and 1
day lagged Twitter sentiment (xt-1), which we observed as
0.79 as shown in Figure 6. Similarly, when we carried out
the same investigation with 3 days lagged news sentiment (zt-
3), we observed a cross-correlation presence of 0.71,
demonstrated in Figure 5. Thus xt-1 and zt-3 could be potential
predictors of yt, and x and z lead y by lag=1 and lag=3
respectively. Table 2 shows the feature ranking score of the
features used in this analysis. We applied feature ranking
using information gain (IG) for each feature to build the
classification model. The table below summarizes the IG for
each feature, which represents the change in entropy of
outcome (stock moving up) based on a feature and a given
outcome. Let px be the probability that an arbitrary sample
corresponding to feature N belongs to class C x , estimated by
|CX, N|/|N|.
The entropy needed to classify a sample in N:

¦
m
Info( N ) = - p lg(p x ) (3)
x 1 x
Information needed after using feature F to split N into y
partitions to classify N:

¦
Ny
Info F (N ) = - I(N y ) (4)
N

Information Gain for a feature F is given by:

Figure 3. Positive effect phrases Figure 4. Negative effect phrases
IG ( F ) Info( N )  InfoF ( N ) (5)
Ontology can be described as the linguistic expression of
the underlying relations within a concept, with the relevant TABLE II. FEATURE WEIGHT BY INFORMATION GAIN
dictionary of words representing them. Studying the
Feature Weight
ontologies used in articles that were associated with upward
or downward movements of the ETF helped in deriving the OpenPrice(t-1) 0.384
topics and features for the final feature space. For each tweet ClosePrice(t-1) 0.263
or news article, the final set of features that were selected
TwitterSent(t-1) 0.143
were the following: opening price of the previous day,
closing price of the previous day, weighted Twitter sentiment NewsSent(t-3) 0.109
score of the previous day, sentiment score on news articles of Topic 0.093
the three previous days, topics modeled from both news and

337
E. Time Series Cross Validation
We applied cross validation on the stock price time series
and compared 1-step, 2-step,..,12-step forecast using Mean
Absolute Error (MAE), also known as roll-forward cross-
validation.

Tree Algorithm Pseudo code

Input: Sample set & Set of features with entropies:

Map<Features> featMap
//sorted in descending order
Output: Decision tree classification model to
predict stock movement: 1 for market up & 0 for
down

classificationTreeModel()
while(stopCondition != True) Figure 6. ETF price vs. Twitter sentiment
createNewNode(node.left);
createNewNode(node.right);
if(checkStopCondition(node) == True)
predictedLabel
// 1 for market up, 0 for market down
print samplesUnderClass()
stopCondtion = True;
else
continue;

createNewNode()

node <- select feature F based on Info Gain &

threshold of node.parent

update features map featMap with discretized

values after splitting
return node; Figure 7. ETF price vs. Twitter sentiment & news articles sentiment

checkStopCondition(node)
isNodeHomogeneous() && noFeatureRemain() && F. Autocorrelation and Auto-regression of Time Series
noSampleRemain()
return True
In this phase of the project autocorrelation and auto-
else regression analysis of the ETF price is assessed and
return False presented as shown in figure 8. At one time step, the
correlation becomes negative and oscillates around zero.
Using one-day lag of open price to run the regression and to
predict the direction of the market open price movement
does not generate valuable information as it can be
visualized from Figure 9. This generally means that using
one-day lag of open signal as the only feature does not
provide a predictive feature.

Figure 5. ETF price vs. news articles sentiment

Figure 8. Autocorrelation of ETF close prices

338
 bing/open@t+1 1 0.2041 0.6583 0.2478 0.6186
bing/open@t+1 2 2.1621 0.1615 6.2899 0.0431
bing/volume@t+1 1 0.4450 0.5156 0.5403 0.4623
bing/volume@t+1 2 0.6531 0.5395 1.8999 0.3868

Then, to evaluate prediction power of these features,

several regression models with different combination of
features was implemented in Table IV and Figure 10.
In Figure 10, red line shows ground truth market prices and
blue line shows prediction by predictive models for different
combination of features. As a future work, we will consider
applying biologically inspired algorithms in [15] and [16] to
Figure 9. Autoregression of ETF close prices compare the results against regression models used in this
study.
G. Granger Causality and Regression Models TABLE IV. LINEAR REGRESSION RESULTS
After autoregression and autocorrelation analysis of ETF
prices, Granger Causality test was applied to analyze Parameters F-statistic R2
causality relation between twitter sentiment and news
sentiment and ETF prices. From the table III, we conclude twitter 2.901 0.153
the causality effect of sentiment scores for the next open and
twitter, Hotcopper 1.503 0.167
such. Thus, The data show that twitter combined with new
articles demonstrate causality effect for one lag time step of twitter, Hotcopper, bing 0.9404 0.168
the ETF open price with average accuracy of 76%. twitter, Hotcopper, bing, open@t-1 6.478 0.666
TABLE III. GRANGER CAUSALITY RESULT OF OPEN, CLOSE, AND VOLUME twitter, Hotcopper, bing, open@t-1, close@t-1 5.632 0.701
FOR TWO LAGS. twitter, Hotcopper, bing, open@t-1, close@t-1,
volume@t-1 4.962 0.73
Parameters Lag# F Test p-value chi2 Test p-value

twitter/close@t 1 0.0069 0.9351 0.0083 0.9272

twitter/close@t 2 0.3725 0.6974 1.0836 0.5817
twitter/close@t+1 1 3.0750 0.1014 3.7339 0.0533
twitter/close@t+1 2 2.5271 0.1250 7.3516 0.0253
twitter/open@t+1 1 7.4886 0.0161 9.0933 0.0026
twitter/open@t+1 2 3.9207 0.0518 11.4058 0.0033
twitter/volume@t+1 1 0.0179 0.8955 0.0217 0.8828
twitter/volume@t+1 2 0.2041 0.8184 0.5936 0.7432

Hotcopper/close@t 1 0.5889 0.4556 0.7150 0.3978

Hotcopper/close@t 2 0.1718 0.8444 0.4998 0.7789
Hotcopper/close@t+1 1 0.0392 0.8460 0.0476 0.8274
Hotcopper/close@t+1 2 0.3996 0.6800 1.1624 0.5592
Hotcopper/open@t+1 1 0.0582 0.8129 0.0707 0.7904 Figure 10. Regression models prediction using different combination of
features
Hotcopper/open@t+1 2 0.0530 0.9486 0.1542 0.9258
Hotcopper/volume@t+1 1 0.0213 0.8860 0.0259 0.8721
Hotcopper/volume@t+1 2 2.5088 0.1266 7.2982 0.0260 IV. CONCLUSION
In this study, we investigated whether collective crowd
mining sentiments from news articles, micro-blogs and
bing/close@t 1 0.2114 0.6528 0.2566 0.6124 emojis could provide a reliable supplement to fundamental
bing/close@t 2 0.7204 0.5082 2.0956 0.3507 research. Examination of these collective sentiments against
bing/close@t+1 1 0.0190 0.8924 0.0230 0.8793
the price movement of our sample financial product
(Australia Index Fund) identified a correlation and causality
bing/close@t+1 2 1.3879 0.2901 4.0377 0.1328
between crowd sentiment and movement in the financial

339
market. Fusing the wisdom of the crowds learned from two
alternative data sources – both Twitter and news articles –
could provide the investor with an edge to position them
ahead of the pack.
ACKNOWLEDGEMENTS
This work was partially supported by the Australian
government department of education under the Australia
Awards-Endeavour research and fellowship grant.
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