WASET
	%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