Usually market data models are shaped with historical series of market trends in order to predict their evolution.
Can we really predict market prices? Do exist a correlation between investors sentiment and market performance? How the "Twitter sentiment" can help to predict the future value of a currency?
Given 4 weeks of GBP/EUR market value and the tweets with hashtag #brexit from the same timespan:
- find the tweet's sentiment (positive or negative) for each day
- define a predictive model that describe the data (HMM)
This repository contain all the code and setup for the master degree CS course: MODELLI PROBABILISTICI PER LE DECISIONI 1617-1-F1801Q127, University of Milano Bicocca.
Members: Marco, Marco, Renzo Group: gnabgib