Dataset Groups Activity Stream Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices The dataset used in the paper for stock movement and volatility prediction from tweets, macroeconomic factors and historical prices. BibTex: @dataset{Shengkun_Wang_and_YangXiao_Bai_and_Taoran_Ji_and_Kaiqun_Fu_and_Linhan_Wang_and_Chang-Tien_Lu_2024, abstract = {The dataset used in the paper for stock movement and volatility prediction from tweets, macroeconomic factors and historical prices.}, author = {Shengkun Wang and YangXiao Bai and Taoran Ji and Kaiqun Fu and Linhan Wang and Chang-Tien Lu}, doi = {10.57702/l0yldv9t}, institution = {No Organization}, keyword = {'historical prices', 'macroeconomic factors', 'stock movement', 'tweets', 'volatility'}, month = {dec}, publisher = {TIB}, title = {Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices}, url = {https://service.tib.eu/ldmservice/dataset/stock-movement-and-volatility-prediction-from-tweets--macroeconomic-factors-and-historical-prices}, year = {2024} }
