Due to the way in which we have obtained the data, we do not know if the intensity of searches on Google and the tweets have been generated by a specialized audience (investors) or a more general one. That is why from now on we will refer to these variables broadly as public attention variables.
In machine learning, “features” is the term used for the individual independent variables that are taken as an input to make predictions over a target variable. Throughout the article we will use the term “features” together with “factors”, “drivers” and “variables” interchangeably.