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首页> 外文会议>2019 IEEE Second International Conference on Artificial Intelligence and Knowledge Engineering >BREXIT: A Granger Causality of Twitter Political Polarisation on the FTSE 100 Index and the Pound
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BREXIT: A Granger Causality of Twitter Political Polarisation on the FTSE 100 Index and the Pound

机译：英国脱欧：富时100指数和英镑的Twitter政治两极分化因果关系

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摘要

BREXIT is the single biggest geopolitical event in British history since WWII. Whilst the political fallout has become a tragicomedy, the political ramifications has had a profound impact on the Pound and the FTSE 100 index. This paper examines Twitter political discourse surrounding the BREXIT withdrawal agreement. In particular we focus on the discussions around four different exit strategies known as "Norway", "Article 50", the"Backstop" and "No Deal" and their effect on the pound and FTSE 100 index from the period of rumblings of the cancellation of the Meaning Vote on December 10th 2018 inclusive of second defeat on the Prime Minister's BREXIT exit strategy on February 14th to February 24th 2019. Our approach focuses on using a Naive Bayes classification algorithm to assess political party and public Twitter sentiment. A Granger causality analysis is then introduced to investigate the hypothesis that BREXIT political and public sentiment, as measured by the twitter sentiment time series, is indicative of changes in the GBP/EUR Fx and FTSE 100 Index. Our results indicate that the accuracy of the "Article 50" scenario had the single biggest effect on short run dynamics on the FTSE 100 index, additionally the "Norway" BREXIT strategy has a marginal effect on the FTSE 100 index whilst there was no significant causation to the GBP/EUR Fx.
机译：英国脱欧是第二次世界大战以来英国历史上最大的一次地缘政治事件。政治后果已成为悲喜剧，但政治分歧对英镑和富时100指数产生了深远影响。本文研究了围绕BREXIT退出协议的Twitter政治言论。特别是，我们专注于围绕四种不同的退出策略的讨论，这些策略称为“挪威”，“第50条”，“逆止”和“无交易”，以及它们对英镑和富时100指数的影响从2018年12月10日取消意义投票的传言开始，包括总理BREXIT退出战略于第二次失败（2019年2月14日至2019年2月24日）。我们的方法着重于使用朴素贝叶斯分类算法评估政党和公众的Twitter情绪。然后引入格兰杰因果关系分析，以调查以下假设的假设：按Twitter情绪时间序列衡量的BREXIT政治和公众情绪表明GBP / EUR Fx和FTSE 100指数发生了变化。我们的结果表明，“第50条”方案的准确性对FTSE 100指数的短期动态影响最大，此外，“挪威” BREXIT策略对FTSE 100指数的影响很小。对英镑/欧元汇率影响不大。

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