Analyzing Stock Market Movements Using Twitter …
Yahoo YHOO features (parameters) under study are closing (C t) value of the stock/index and the returns. Returns are calculated as the difference of logarithm to the base ebetween the closing values of the stock price of a particular day and the previous day. R t= flnClose lnClose 1)g 100 (3) Trading volume is the logarithm of number of traded ... ................
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