Fr. 24.90

Using The NewsInn Algorithm To Predict Stock Market Movements Two Days In Advance

English · Paperback / Softback

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Research Paper (postgraduate) from the year 2015 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, , language: English, abstract: NewsInn is an Artificial Intelligence Algorithm that parses the major news publications for news articles, groups them based on the main story, and presents them in order of importance. To do a sentiment analysis on each article, the algorithm used a derivative of SentiWord, but it quickly became clear that the library was not created to be used in a news Environment. So a new library was developed, that would better suit the case it was being used in. It manages to provide a good estimate of the impact that the text of an article has.Since the stock market is heavily affected by world problems, and therefore, world news, it is highly likely that a general sentiment analysis of the news would produce a result directly related to the general sentiment of the public on the world affairs. This would theoretically, in time, affect the stock market. The time-to market of world news we estimated to be of a few days, since only huge golbal events have the power to change the stock price in-day. Therefore we started testing at a one-day offset, then went on for two, three, and even four days offset between the news data and the stock data. We only kept the data that provided the highest accuracy in predicting the stock market indexes flow.

Product details

Authors Radu Nicoara
Publisher Grin Verlag
 
Languages English
Product format Paperback / Softback
Released 30.11.2015
 
EAN 9783668078857
ISBN 978-3-668-07885-7
No. of pages 16
Dimensions 148 mm x 210 mm x 1 mm
Weight 40 g
Series Akademische Schriftenreihe
Akademische Schriftenreihe Bd. V309225
Akademische Schriftenreihe
Akademische Schriftenreihe Bd. V309225
Subject Social sciences, law, business > Business > Individual industrial sectors, branches

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