Download presentation
Presentation is loading. Please wait.
Published byBrittney Whitehead Modified over 8 years ago
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
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
Similar presentations
© 2025 SlidePlayer.com. Inc.
All rights reserved.