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Co-relation between the financial news articles and Stock prices and Stock Prediction

Totannanavar, Sagar (2019) Co-relation between the financial news articles and Stock prices and Stock Prediction. Masters thesis, Dublin, National College of Ireland.

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Abstract

Stock market prediction has been the most shortsighted field. Everyone wants to earn more from their stocks which brings the need for an efficient prediction algorithm which can consider all the possible factors affecting the price of the stocks. It has so many factors which makes it spontaneous and dynamically driven. Till now all the predictions had considered the historical data and the technical indicators of the stock prices and fore-cast the the market and also have used the twitter tweets and the financial news about the companies and analysed the text to predict the trend of the market. This research focuses on combining both that is text analytics and the time series forecasting of the stock prediction and predict the market trend. This research concentrates on implementation of the prediction model using the newly available convolution neural network called the Temporal Convolution network (TCN). This project implements the stock prediction system on TCN which is most efficient algorithm compare to the Recurrent Neural Network (RNN), Long Short Term memory neural network (LSTM). Research concentrates on combining the information from the financial news and technical indicators calculated from the historical data of the stock prices. Here we have considered the news about companies over a period of six months and the corresponding stock prices on that day coming days. The model gives an accuracy of 58.3% and also considerable improvement in the time taken and also it is compared with other neural networks.

Item Type: Thesis (Masters)
Subjects: Q Science > QA Mathematics > Electronic computers. Computer science
T Technology > T Technology (General) > Information Technology > Electronic computers. Computer science

Q Science > QA Mathematics > Computer software
T Technology > T Technology (General) > Information Technology > Computer software

H Social Sciences > HG Finance > Financial Services
Divisions: School of Computing > Master of Science in Data Analytics
Depositing User: CAOIMHE NI MHAICIN
Date Deposited: 14 Oct 2019 11:10
Last Modified: 14 Oct 2019 11:10
URI: http://trap.ncirl.ie/id/eprint/3868

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