Collective future orientation and stock markets

Mohammed Hasanuzzaman; Wai Leung Sze; Mahammad Parvez Salim; Gaël Dias

doi:10.3233/978-1-61499-672-9-1616

Collective future orientation and stock markets

Mohammed Hasanuzzaman, Wai Leung Sze, Mahammad Parvez Salim, Gaël Dias

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

2 Citations (Scopus)

22 Downloads (Pure)

Abstract

Web search query logs can be used to track and, in some cases, anticipate the dynamics of individual behavior which is the smallest building block of the economy. We study AOL query logs and introduce a collective future intent index to measure the degree to which Internet users seek more information about the future than the past and the present. We have asked the question whether there is link between the collective future intent index and financial market fluctuations on a weekly time scale, and found a clear indication that the weekly transaction volume of S&P 500 index is correlated with the collective intent of the public to look forward.

Original language	English
Title of host publication	Proceedings of the 22nd European Conference on Artificial Intelligence, ECAI 2016
Editors	Gal A. Kaminka, Frank Dignum, Eyke Hullermeier, Paolo Bouquet, Virginia Dignum, Maria Fox, Frank van Harmelen
Publisher	IOS Press
Pages	1616-1617
Number of pages	2
ISBN (Electronic)	9781614996712
DOIs	https://doi.org/10.3233/978-1-61499-672-9-1616
Publication status	Published - 01 Oct 2016
Externally published	Yes
Event	22nd European Conference on Artificial Intelligence, ECAI 2016 - The Hague, Netherlands Duration: 29 Aug 2016 → 02 Sept 2016

Publication series

Name	Frontiers in Artificial Intelligence and Applications
Volume	285
ISSN (Print)	0922-6389
ISSN (Electronic)	1879-8314

Conference

Conference	22nd European Conference on Artificial Intelligence, ECAI 2016
Country/Territory	Netherlands
City	The Hague
Period	29/08/2016 → 02/09/2016

ASJC Scopus subject areas

Artificial Intelligence

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10.3233/978-1-61499-672-9-1616Licence: CC BY-NC

Collective future orientation and stock markets
Copyright 2016 The Authors. This is an open access article published under a Creative Commons Attribution-NonCommercial License (https://creativecommons.org/licenses/by-nc/4.0/), which permits use, distribution and reproduction for non-commercial purposes, provided the author and source are cited.
Final published version, 135 KBLicence: CC BY-NC

Cite this

Hasanuzzaman, M., Sze, W. L., Salim, M. P., & Dias, G. (2016). Collective future orientation and stock markets. In G. A. Kaminka, F. Dignum, E. Hullermeier, P. Bouquet, V. Dignum, M. Fox, & F. van Harmelen (Eds.), Proceedings of the 22nd European Conference on Artificial Intelligence, ECAI 2016 (pp. 1616-1617). (Frontiers in Artificial Intelligence and Applications; Vol. 285). IOS Press. https://doi.org/10.3233/978-1-61499-672-9-1616

Hasanuzzaman, Mohammed ; Sze, Wai Leung ; Salim, Mahammad Parvez et al. / Collective future orientation and stock markets. Proceedings of the 22nd European Conference on Artificial Intelligence, ECAI 2016. editor / Gal A. Kaminka ; Frank Dignum ; Eyke Hullermeier ; Paolo Bouquet ; Virginia Dignum ; Maria Fox ; Frank van Harmelen. IOS Press, 2016. pp. 1616-1617 (Frontiers in Artificial Intelligence and Applications).

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title = "Collective future orientation and stock markets",

abstract = "Web search query logs can be used to track and, in some cases, anticipate the dynamics of individual behavior which is the smallest building block of the economy. We study AOL query logs and introduce a collective future intent index to measure the degree to which Internet users seek more information about the future than the past and the present. We have asked the question whether there is link between the collective future intent index and financial market fluctuations on a weekly time scale, and found a clear indication that the weekly transaction volume of S&P 500 index is correlated with the collective intent of the public to look forward.",

author = "Mohammed Hasanuzzaman and Sze, {Wai Leung} and Salim, {Mahammad Parvez} and Ga{\"e}l Dias",

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doi = "10.3233/978-1-61499-672-9-1616",

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booktitle = "Proceedings of the 22nd European Conference on Artificial Intelligence, ECAI 2016",

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Hasanuzzaman, M, Sze, WL, Salim, MP & Dias, G 2016, Collective future orientation and stock markets. in GA Kaminka, F Dignum, E Hullermeier, P Bouquet, V Dignum, M Fox & F van Harmelen (eds), Proceedings of the 22nd European Conference on Artificial Intelligence, ECAI 2016. Frontiers in Artificial Intelligence and Applications, vol. 285, IOS Press, pp. 1616-1617, 22nd European Conference on Artificial Intelligence, ECAI 2016, The Hague, Netherlands, 29/08/2016. https://doi.org/10.3233/978-1-61499-672-9-1616

Collective future orientation and stock markets. / Hasanuzzaman, Mohammed; Sze, Wai Leung; Salim, Mahammad Parvez et al.
Proceedings of the 22nd European Conference on Artificial Intelligence, ECAI 2016. ed. / Gal A. Kaminka; Frank Dignum; Eyke Hullermeier; Paolo Bouquet; Virginia Dignum; Maria Fox; Frank van Harmelen. IOS Press, 2016. p. 1616-1617 (Frontiers in Artificial Intelligence and Applications; Vol. 285).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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AU - Salim, Mahammad Parvez

AU - Dias, Gaël

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N2 - Web search query logs can be used to track and, in some cases, anticipate the dynamics of individual behavior which is the smallest building block of the economy. We study AOL query logs and introduce a collective future intent index to measure the degree to which Internet users seek more information about the future than the past and the present. We have asked the question whether there is link between the collective future intent index and financial market fluctuations on a weekly time scale, and found a clear indication that the weekly transaction volume of S&P 500 index is correlated with the collective intent of the public to look forward.

AB - Web search query logs can be used to track and, in some cases, anticipate the dynamics of individual behavior which is the smallest building block of the economy. We study AOL query logs and introduce a collective future intent index to measure the degree to which Internet users seek more information about the future than the past and the present. We have asked the question whether there is link between the collective future intent index and financial market fluctuations on a weekly time scale, and found a clear indication that the weekly transaction volume of S&P 500 index is correlated with the collective intent of the public to look forward.

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Hasanuzzaman M, Sze WL, Salim MP, Dias G. Collective future orientation and stock markets. In Kaminka GA, Dignum F, Hullermeier E, Bouquet P, Dignum V, Fox M, van Harmelen F, editors, Proceedings of the 22nd European Conference on Artificial Intelligence, ECAI 2016. IOS Press. 2016. p. 1616-1617. (Frontiers in Artificial Intelligence and Applications). doi: 10.3233/978-1-61499-672-9-1616

Collective future orientation and stock markets

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