Twitter Equity Firm Value CS4624: Multimedia, Hypertext, and Information Access BlacksburG, VA 24061 5/8/2018 Client: Ziqian SonG Instructor: Dr. Edward A. Fox By: Nathaniel Guinn, Christian Wiskur, Erik AGren, Jacob Smith, and Rohan Rane 1 Table of Contents Table of Figures .................................................................................................................................................................2 Table of Tables ...................................................................................................................................................................3 1. Executive Summary ......................................................................................................................................................4 2. Introduction ...................................................................................................................................................................5 3. Requirements ................................................................................................................................................................5 4. Design ..............................................................................................................................................................................6 4.1 High Level Design ............................................................................................................................................................................................ 6 4.2 Twitter Collection ............................................................................................................................................................................................ 6 4.3 Stock Collection ................................................................................................................................................................................................ 8 4.4 Tweet Analysis................................................................................................................................................................................................... 8 4.5 Fama French MoDel ........................................................................................................................................................................................ 9 5. Implementation ......................................................................................................................................................... 10 5.1 Twitter Component...................................................................................................................................................................................... 10 5.1.1 Acquiring the Data .........................................................................................................................................................10 5.1.2 Additional Data Collection ..........................................................................................................................................10 5.1.3 Tweet Analysis ................................................................................................................................................................11 5.2 Stock Component .......................................................................................................................................................................................... 11 5.2.1 Acquiring the Data .........................................................................................................................................................11 5.2.2 Scrubbing the Data ........................................................................................................................................................11 5.2.3 Applying Fama French..................................................................................................................................................12 5.2.4 Further Stock Analysis .................................................................................................................................................12 6. Assessment .................................................................................................................................................................. 13 7. Developer and User Manual.................................................................................................................................... 16 7.1 File Inventory .................................................................................................................................................................................................. 16 7.1.1 Tweet Data Collection Files ........................................................................................................................................16 7.1.2 Stock Data Collection Files ..........................................................................................................................................18 7.1.3 Data Analysis Files .........................................................................................................................................................19 7.2 Installation Tutorial.................................................................................................................................................................................... 20 8. Lessons Learned......................................................................................................................................................... 23 8.1 Timeline ............................................................................................................................................................................................................. 23 2 8.2 Team Member Roles .................................................................................................................................................................................... 24 8.3 Problems anD Solutions ............................................................................................................................................................................. 24 8.4 Future work ..................................................................................................................................................................................................... 24 9. Acknowledgements ................................................................................................................................................... 25 10. References ................................................................................................................................................................. 26 11. Appendices ................................................................................................................................................................ 27 AppenDix A: CoDe .................................................................................................................................................................................................. 27 AppenDix B: Tables .............................................................................................................................................................................................. 41 Table of FiGures FiGure 1: HiGh Level DesiGn ……………………………………………………………… 6 FiGure 2: Tweet Collection Process ……………………………………………………… 6 FiGure 3: Profile ScrapinG Process…………………………………….…………………. 7 FiGure 4: Announcement-Reply Determination Process ………………………………. 7 FiGure 5: Stock Collection Process ………………………………………………………. 8 FiGure 6: User Sentiment Analysis Process …………………………………………….. 8 FiGure 7: Link CountinG Process …………………………………………………………. 9 FiGure 8: Fama French Model ……………………………………………………………. 9 FiGure 9: Bottom Six Data Breaches Data ……………………………………………… 14 FiGure 10: Top Seven Data Breaches Data …………………………………………….. 14 FiGure 11: User Tweet Analysis Data ……………………………………………........... 14 FiGure 12: Company Tweet Analysis Data ……………………………………………… 14 FiGure 13: Positive Sentiment of User Tweets for Top Seven and Bottom Six........... 15 FiGure 14: Column headers for FindAccountNamesActive.csv ……………................ 16 FiGure 15: Column headers for DataBreachesActive.csv ……………………………… 17 FiGure 16: Column headers for stockReturn.csv……………………………….............. 18 FiGure 17: Column headers for -3to3.csv ……………………………………………….. 18 FiGure 18: Column headers for abnormalDif.csv ……………………………………….. 19 FiGure 19: Github Account Creation PaGe …………..…………………………………... 21 FiGure 20: GetOldTweets-python API Github paGe ..…………………………………... 21 FiGure 21: CloninG the Twequity repository ……………………………………………... 22 FiGure 22: InstallinG Python ……………………………………………………………..... 22 FiGure 23: Directory of Required Files.……………………………………….………….. 22 FiGure 24: InstallinG Project Requirements ……………………………………………… 23 FiGure 25: InstallinG RemaininG Dependencies ………………………………………… 23 3 Table of Tables Table 1: Keywords …………………………………………………………………........... 41 Table 2: List of Company Breaches ……………………………………...………........... 41 Table 3: Company Stock Performance Abnormalities ………………………............... 62 4 1. Executive Summary This report outlines the way that the Twitter Equity team researched modern day data breaches and the way that Twitter has played a role in effectinG a company's stock price