Social media data presents challenges for forecasters since one must convert text into data and deal with issues related to these measures being collected at different frequencies and volumes than traditional financial data. In this paper, we use a deep learning algorithm to measure sentiment...

There exists significant hype regarding how much machine learning and incorporating social media data can improve forecast accuracy in commercial applications. To assess if the hype is warranted, we use data from the film industry in simulation experiments that contrast econometric approaches...

Social media data presents challenges for forecasters since one must convert text into data and deal with issues related to these measures being collected at different frequencies and volumes than traditional financial data. In this paper, we use a deep learning algorithm to measure sentiment...