In this study, we test the nonlinear dependence in the Turkish stock market namely, Istanbul stock exchange-100 over the period 2 January 1988 - 31 December 2010 by employing Hinich (1996) portmanteau test statistic jointly with Hinich, and Patterson (2005) non-overlapped windowed testing...

Recently, the social networking sites (SNSs) have proven their immense power of prediction for predicting the results of the real-world events. However, for real-time monitoring of the world activities via microblogging site like Twitter, it is important to perform the sentiment analysis of...

Twitter behaves as a social sensor of the world. The tweets provided by the Twitter Firehose reveal the properties of big data (i.e. volume, variety, and velocity). With millions of users on Twitter, the Twitter's virtual communities are now replicating the real-world communities. Consequently,...