Presentation is loading. Please wait.

Presentation is loading. Please wait.

A Discrete Stock Price Prediction Engine Based on Financial News.

Similar presentations


Presentation on theme: "A Discrete Stock Price Prediction Engine Based on Financial News."— Presentation transcript:

1 A Discrete Stock Price Prediction Engine Based on Financial News

2 Prediction of Securities Fundamentalists –Rely on company-specific performance data –Time-series data is meaningless Technical analysts –Time-series data is very important

3 Algorithmic Quants

4 Textual Representation News are gathered from Yahoo Finance News are aggregated by Industry Sectors Bag of Words Noun Phrase Proper Noun Named Entity

5 Arizona Financial Text System

6

7 Experimental Results

8 Sentiment Analysis of Financial News Articles

9 Sentiment Analysis Objective/Subjective Positive/Negative Tools –OpinionFinder(2006)

10 Arizona Financial Text System

11 Experimental Design Closeness –MSE = (1/n) (Predicted – Actual)^2 Direction Accuracy Simulated trading

12 Experimental Results Objective/Subjective

13 Experimental Results Positive/Negative

14 END


Download ppt "A Discrete Stock Price Prediction Engine Based on Financial News."

Similar presentations


Ads by Google