%0 Journal Article %A Masahiro Ohmura and Koh Kakusho and Takeshi Okadome %D 2014 %J International Journal of Industrial and Manufacturing Engineering %B World Academy of Science, Engineering and Technology %I Open Science Index 94, 2014 %T Stock Market Prediction by Regression Model with Social Moods %U https://publications.waset.org/pdf/9999432 %V 94 %X This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model, where document topics are extracted using LDA. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models. %P 3206 - 3209