The Influence of Sentiment on Bank Mandiri (BMRI) Stock Movements Using Feature Expansion with Word2vec and Support Vector Machine Classification

On July 20, 2019, Bank Mandiri experienced a system failure that resulted in the balance of Bank Mandiri customers changing automatically. Some customers experienced a decrease in their balance, and some experienced an increase in their balance. Bank Mandiri's stocks were affected because they encountered a system failure. Customers expressed their opinions about the issue on social media and news media which caused a lot of negative sentiment for BMRI stocks. Due to many negative sentiments, the author will conduct a sentiment analysis process on the effect of BMRI stock price movements to find out how much influence social media and news media sentiment has on BMRI stock prices. This study uses the Support Vector Machine and the expansion of Word2vec to find similar words to have the same word vector value and overcome the word mismatch problem in the case study of Bank Mandiri's system failure.