Browsing by Author "Sebitlo, Kgomotso Julian"

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    Twitter predicts Naspers share price
    (Stellenbosch : Stellenbosch University, 2022-04) Sebitlo, Kgomotso Julian; Conradie, Willie; Stellenbosch University. Faculty of Economic and Management Sciences. Dept. of Statistics and Actuarial Science.
    ENGLISH SUMMARY: Naspers is a publicly listed South African company, and @Fin24 is the financial news Twitter account that belongs to Naspers. Using Natural Language Processing techniques, Twitter sentiment and emotional analysis is applied to extract emotions from @Fin24 and these emotions are used to predict the Naspers share price. Two Twitter emotion extraction methods are compared. The first method is a character-based recurrent neural network which was developed to specifically recognise emotions on Twitter, while the second method is lexicon-based and was developed to recognise emotions from any text. The first method emotion scores, particularly the two-day lag Anticipation score, is found to contain useful information that may assist in predicting the daily Naspers share price.