Using sentiment analysis & machine learning for security price forecasting
This thesis report is submitted in partial fulfillment of the requirements for the degree of Bachelor of Science in Computer Science and Engineering, 2015.
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| Format: | Praca dyplomowa |
| Język: | English |
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BRAC University
2016
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| Dostęp online: | http://hdl.handle.net/10361/4903 |
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10361-49032022-01-26T10:13:15Z Using sentiment analysis & machine learning for security price forecasting Roy, Jyotirmoy Nayeem, Abdullah Al Raihan Computer science and engineering This thesis report is submitted in partial fulfillment of the requirements for the degree of Bachelor of Science in Computer Science and Engineering, 2015. We worked with sentiment analysis and supervised machine learning to forecast the security movements in stock market and benefit from it. Text rich data sources like newspapers, blogs, stock market related internet forums, social networking websites contain relevant and updated information about the publicly listed companies. Sentiment analysis can help us to extract usable information from these texts to understand the overall sentiment of the articles. In our research, we used two sentiment analyzed database provided by Accern [1] & Sentdex [19] and tried to see how positive is the relation between the market sentiment and market movement of S&P 100 index listed companies. We also implemented machine learning agent trained on the price data to find a comparable result. With our implementation we have been able to consistently perform better than the benchmark with low beta and sharpe which suggests that algorithms based on state-of-theart sentiment analyzed data can follow the market movement stably. We have also seen that machine learning agent trained on the price data can move with the market given a higher initial investment. 2016-01-20T12:34:39Z 2016-01-20T12:34:39Z 12/20/2015 Thesis ID 15141006 ID 12101034 http://hdl.handle.net/10361/4903 en application/pdf BRAC University |
| institution |
Brac University |
| collection |
Institutional Repository |
| language |
English |
| topic |
Computer science and engineering |
| spellingShingle |
Computer science and engineering Roy, Jyotirmoy Nayeem, Abdullah Al Raihan Using sentiment analysis & machine learning for security price forecasting |
| description |
This thesis report is submitted in partial fulfillment of the requirements for the degree of Bachelor of Science in Computer Science and Engineering, 2015. |
| format |
Thesis |
| author |
Roy, Jyotirmoy Nayeem, Abdullah Al Raihan |
| author_facet |
Roy, Jyotirmoy Nayeem, Abdullah Al Raihan |
| author_sort |
Roy, Jyotirmoy |
| title |
Using sentiment analysis & machine learning for security price forecasting |
| title_short |
Using sentiment analysis & machine learning for security price forecasting |
| title_full |
Using sentiment analysis & machine learning for security price forecasting |
| title_fullStr |
Using sentiment analysis & machine learning for security price forecasting |
| title_full_unstemmed |
Using sentiment analysis & machine learning for security price forecasting |
| title_sort |
using sentiment analysis & machine learning for security price forecasting |
| publisher |
BRAC University |
| publishDate |
2016 |
| url |
http://hdl.handle.net/10361/4903 |
| work_keys_str_mv |
AT royjyotirmoy usingsentimentanalysismachinelearningforsecuritypriceforecasting AT nayeemabdullahalraihan usingsentimentanalysismachinelearningforsecuritypriceforecasting |
| _version_ |
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