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The desire to know if stock markets are predictable has long attracted the interest of academic research and businesses. The first works on the subject were based on two well-known theories: random walk theory and the efficient market hypothesis (EMH). 
Although these theories suggest that news is not used to determine market prices, researchers are trying to demonstrate their usefulness and impact on the different variables.
The purpose of this analysis is to determine whether there is a correlation between the feelings of financial tweets and stock prices. 
The litterature has shown a correlation between forum activity, stock volatility and trading volume.
We have been able to prove the correlation using a Vector Autoregression Model.

sentiment analysis, opinion mining, emotion, mood, social media, natural language progressing, text mining --- Sciences économiques & de gestion > Comptabilité & audit