Acknowledgements - White Rose University Consortium
As shown in the equations above, D t is the DJIA index and X t is the Twitter Opinion data. According to Bollen, Mao and Pepe (2011), the first model only uses the delayed DJIA index D t-i as the predictor while the second model uses both n delayed values and Twitter Opinion time series X t . for prediction. Based on the results from Bollen ... ................
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