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The University of Southampton
Web Science Institute

Measuring Financial Sentiment in Social Media Project

Professor Frank McGroarty and Dr Sha Liu of the Southampton Business School, together with Paul Gaskell from Web Science, are working on historical social media from leading U.S. data provider, Visible Technologies, via their U.K. affiliate Channel Creator. Visible Technologies is the world’s leading aggregator and distributor of social media data to businesses. To date, their business has focused on corporate image monitoring and management from the perspective of individual corporations.

The University of Southampton research will adopt a different perspective, that of an objective investor. The aim is to identify and quantify the amount of stock-price-relevant data in social media texts. This work entails not only the quantification of text via sentiment analysis methods, but also the development of new statistical techniques that optimally capture the nuances of the relationships between news, sentiment and stock price movements. Channel Creator want to develop a tool for the investment management industry which will put a hitherto overlooked information set, what consumers are saying about products and companies on social media, in the hands of investment analysts and fund managers. In addition, Channel Creator wants to provide the investment community with historical insights into the relationship between such social media sentiment/news and subsequent stock price reactions.

To view the final report for this project go to the 'Useful Downloads' section of this page.

Principal Investigator:       Professor Frank McGroarty, Southampton Management School

Co-Investigator:               Dr Sha Liu, Southampton Management School

Co-Investigator:               Paul Gaskell, Web Science Doctoral Training Centre Student, Electronics and Computer Science

Useful Downloads

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