I did this project in ICS 668 class, it is a very interesting project for me, because it is practical. Image that if there is some relationship between the tweets and also the stock market price, then you can know the stock market price before hand, therefore you can make some investments as you want and always can beat the market. The statistics I got from this paper is so good, there did exist some connection between the tweets and price. Below is my abstract for this research.
[Abstract] Stock market forecasting has been attracted more and more attentions from the practicers and academies. In this research, I will investigate the relationship between well-known mirco-blogging website (twitter) and US companies stock price return. In particular, I will data-mining the twitter tweets of several US companies in Dow Jones Industrial Average (DJIA) index and find out whether there is a relationship between the twitter volume and semantics and the company stock market prices return.
Please visit the github page for sample code. https://github.com/crisnow/Stock_market_forecast_twitter