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Tracking Interactions Across Business News, Social Media, and Stock Fluctuations

  • Conference paper

Part of the Lecture Notes in Computer Science book series (LNISA,volume 9626)


In this paper we study the interactions between how companies are mentioned in news, their presence on social media, and daily fluctuation in their stock prices. Our experiments demonstrate that for some entities these time series can be correlated in interesting ways, though for others the correspondences are more opaque. In this study, social media presence is measured by counting Wikipedia page hits. This work is done in a context of building a system for aggregating and analyzing news text, which aims to help the user track business trends; we show results obtainable by the system.


  • Social Medium
  • Stock Price
  • Stock Prex
  • Home Depot
  • Social Media Content

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  1. 1.

    The Pattern Understanding and learning System:

  2. 2.

    We use standard R ccp function to calculate cross-correlation.


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Correspondence to Lidia Pivovarova .

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© 2016 Springer International Publishing Switzerland

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Karkulahti, O., Pivovarova, L., Du, M., Kangasharju, J., Yangarber, R. (2016). Tracking Interactions Across Business News, Social Media, and Stock Fluctuations. In: Ferro, N., et al. Advances in Information Retrieval. ECIR 2016. Lecture Notes in Computer Science(), vol 9626. Springer, Cham.

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-30670-4

  • Online ISBN: 978-3-319-30671-1

  • eBook Packages: Computer ScienceComputer Science (R0)