<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>2448-5705</journal-id>
<journal-title><![CDATA[Inter disciplina]]></journal-title>
<abbrev-journal-title><![CDATA[Inter disciplina]]></abbrev-journal-title>
<issn>2448-5705</issn>
<publisher>
<publisher-name><![CDATA[Universidad Nacional Autónoma de México, Centro de Investigaciones Interdisciplinarias en Ciencias y Humanidades]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S2448-57052017000200023</article-id>
<article-id pub-id-type="doi">10.22201/ceiich.24485705e.2017.12.61469</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[El uso de Twitter en el análisis financiero: aproximación desde la econofísica]]></article-title>
<article-title xml:lang="en"><![CDATA[The use of Twitter in financial analysis: An approach from the econophysics]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[García Medina]]></surname>
<given-names><![CDATA[Andrés]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Universidad Autónoma de Baja California Facultad de Ciencias ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>08</month>
<year>2017</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>08</month>
<year>2017</year>
</pub-date>
<volume>5</volume>
<numero>12</numero>
<fpage>23</fpage>
<lpage>39</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S2448-57052017000200023&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S2448-57052017000200023&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S2448-57052017000200023&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen Se han utilizado técnicas matemáticas provenientes de la física estadística, especialmente de la teoría de matrices aleatorias (RMT, por sus siglas en inglés), para analizar datos textuales de Twitter en el contexto de los mercados financieros globales. Para esto, se ha analizado un periodo de tiempo de 7 meses a lo largo de 2014, considerando los retornos de 20 índices financieros globales para comparar los resultados. La información textual se logró extraer mediante el ensamblaje de distintos lenguajes de programación, construyendo series de tiempo de polaridad mediante el análisis de sentimiento. RMT reveló que existen correlaciones verdaderas en los índices financieros y las polaridades. Además, se encontró una buena concordancia entre el comportamiento temporal de los eigenvalores extremos de los retornos y polaridades, con resultados similares para la razón de participación inversa, lo cual nos da información acerca de la emergencia de factores comunes en la información financiera global, sin importar si estamos utilizando polaridades o retornos como fuente de datos. Nuestros resultados sugieren que al utilizar las polaridades de Twitter y NYT como un nuevo indicador financiero, proveen de información relevante acerca del comportamiento colectivo de los índices financieros globales. Esto genera una fuerte y novedosa evidencia en contra de la hipótesis de mercado eficiente, y apoya la tendencia de la economía conductual, la cual afirma que los precios de los mercados se ven afectados por las decisiones irracionales de los inversionistas, siendo estos influenciados por la tendencia de las noticias y redes sociales.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract Mathematical techniques from statistical physics, especially from random matrix theory (RMT), have been used to analyze textual data from Twitter in the context of global financial markets. For this, we have analyzed a period of time of 7 months along 2014, considering the returns of 20 global financial indices in order to compare the results. Textual information was extracted by assembling different programming languages, constructing time series of polarity through sentiment analysis. RMT revealed that there are true correlations in financial indices and polarities. In addition, a good concordance was found between the temporal behavior of the extreme eigenvalues of returns and polarities, with similar results for the inverse participation ratio, which gives us information about the emergence of common factors in global financial information, regardless if we are using polarities or returns as data source. Our results suggest that using polarity as a new financial indicator provide of useful information about collective and even individual behavior of global financial indices. This builds a strong and novel evidence against the efficient market hypothesis, and supporting the school of behavioral finance where the market prices are affected by the irrational decisions of investors, which are influenced by trending news and social networks.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[teoría de matrices aleatorias]]></kwd>
<kwd lng="es"><![CDATA[Twitter]]></kwd>
<kwd lng="es"><![CDATA[análisis de sentimiento]]></kwd>
<kwd lng="es"><![CDATA[economía conductual]]></kwd>
<kwd lng="en"><![CDATA[random matrix theory]]></kwd>
<kwd lng="en"><![CDATA[Twitter]]></kwd>
<kwd lng="en"><![CDATA[sentiment analysis]]></kwd>
<kwd lng="en"><![CDATA[behavioral finance]]></kwd>
</kwd-group>
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