On May 30th, we were delighted to host Prof. Johan Bollen from Indiana University School of Informatics and Computing at the Computer Science Department of the University of Turin!
He presented his team’s work “Models of collective mood: applications to financial market prediction” about the daily fluctuations of the public’s mood state in Twitter [see the paper]. They found that these fluctuations contain predictive information with regards to up and down movements of broad market indices, such as the Dow Jones Industrial Average. They have also demonstrated the assortative nature of online sentiment by comparing the mood states of individual users over time to their social network neighbors.
It was great to have him here, and hope to see him soon!