Refine your search
Collections
Co-Authors
Year
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z All
Gandhi, Aadita
- Stock Market Analysis using a combination of Textual Data and Numeric Time-Series
Abstract Views :346 |
PDF Views:0
Authors
Affiliations
1 Department of Computer Science Engineering, The NorthCap University, Gurugram, IN
2 The Northcap University, Gurugram, IN
1 Department of Computer Science Engineering, The NorthCap University, Gurugram, IN
2 The Northcap University, Gurugram, IN
Source
Data Mining and Knowledge Engineering, Vol 11, No 1 (2019), Pagination: 7-11Abstract
This study identifies the feasibility of predicting stock market using the combination of Sentiment Analysis and Linear Regression. The factors on which the stock market depends were identified and then a consolidation of these factors was constructed to build up a prediction model. This prediction model incorporated both textual data from news articles published by authentic sources as well as numerical data of various economic identifiers. To analyze the textual data, Naïve Bayes Classifier and Lexicon based Sentiment Analysis was carried out and for numerical values, data analysis was performed using linear regression techniques to obtain optimal results. This model computed MMRE of 0.1561.
Lastly, a combination of identifiers that worked the best for prediction of stock values was computed and therefore, prioritized.
Keywords
Analysis, Stock Prediction, Regression, Economic Identifiers, Close Price.
References
- B. Wuthrich, V. Cho, S. Leung, D. Permunetilleke, K. Sankaran and J. Zhang, "Daily stock market forecast from textual web data," SMC'98 Conference Proceedings. 1998 IEEE International Conference on Systems, Man, and Cybernetics (Cat. No.98CH36218), San Diego, CA, USA, 1998, pp. 2720-2725 vol.3. doi: 10.1109/ICSMC.1998.725072
- Kyoung-jae Kim, Financial time series forecasting using support vector machines, Neurocomputing, Volume 55, Issues 1–2,2003,Pages 307-319,ISSN 0925-2312
- David Enke, Suraphan Thawornwong, The use of data mining and neural networks for forecasting stock market returns, Expert Systems with Applications, Volume 29, Issue 4,2005,Pages 927-940,ISSN 0957-4174
- Schumaker, R. P., & Chen, H. (2009). Textual analysis of stock market prediction using breaking financial news: The AZFin text system. ACM Transactions on Information Systems, 27(2)
- George S. Atsalakis, Kimon P. Valavanis, Forecasting stock market short-term trends using a neuro-fuzzy based methodology, Expert Systems with Applications, Volume 36, Issue 7,2009,Pages 10696-10707,ISSN 0957-4174
- Johan Bollen, Huina Mao, Xiaojun Zeng, Twitter mood predicts the stock market, Journal of Computational Science, Volume 2, Issue 1,2011,Pages 1-8, ISSN 1877-7503
- David Enke, Manfred Grauer, Nijat Mehdiyev, Stock Market Prediction with Multiple Regression, Fuzzy Type-2 Clustering and Neural Networks, Procedia Computer Science,Volume 6,2011, Pages 201-206, ISSN 1877-0509
- Aditya Bhardwaj, Yogendra Narayan, Vanraj, Pawan, Maitreyee Dutta, Sentiment Analysis for Indian Stock Market Prediction Using Sensex and Nifty, Procedia Computer Science, Volume 70, 2015, Pages 5-91, ISSN 1877-0509
- Anshul Jain, P.C. Biswal, Dynamic linkages among oil price, gold price, exchange rate, and stock market in India, Resources Policy, Volume 49, 2016, Pages 179-185, ISSN 0301-4207
- Maria Giatsoglou, Manolis G. Vozalis, Konstantinos Diamantaras, Athena Vakali, George Sarigiannidis, Konstantinos Ch. Chatzisavvas, Sentiment analysis leveraging emotions and word embeddings, Expert Systems with Applications, Volume 69,2017,Pages 214-224,ISSN 0957-4174
- Xiao Zhong, David Enke, A comprehensive cluster and classification mining procedure for daily stockmarket return forecasting, Neurocomputing, Volume 267, 2017, Pages 152-168, ISSN 0925-2312
- Li Xiaolin, Real time regression analysis in internet of stock market cycles, Cognitive Systems Research, Volume 52, 2018, Pages 371-379, ISSN 1389-0417
- Milan Basta, Peter Molnár,Oil market volatility and stock market volatility, Finance Research Letters, Volume 26,2018,Pages 204-214,ISSN 1544-6123
- Thanaset Chevapatrakul, Zhongxiang Xu, Kai Yao, The impact of tail risk on stock market returns: The role of market sentiment, International Review of Economics & Finance, 2018, ISSN 1059-0560
- Nancy Areli Bermudez Delgado, Estefanía Bermudez Delgado, Eduardo Saucedo, The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico,The North American Journal of Economics and Finance,Volume 45,2018,Pages 266-275,ISSN 1062-9408
- Andre Varella Mollick, Hamid Sakaki, Exchange rates, oil prices and world stock returns, Resources Policy, 2018, ISSN 0301-4207
- Issam S.A. Abdalla and Victor Murinde, Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines, Applied Financial Economics}, volume = {7}, number = {1}, pages = {25-35}, year = {1997, doi = {10.1080/096031097333826}
- Jorion, Philippe, The Pricing of Exchange Rate Risk in the Stock Market, Journal of Financial and Quantitative Analysis, Cambridge University Press, volume={26},year={1991}, pages={363–376}
- BONDT, WERNER F. M. and THALER, RICHARD, Does the Stock Market Overreact?, The Journal of Finance, Wiley Online Library, issn = {1540-6261}, doi = {10.1111/j.1540-6261.1985.tb05004.x}, volume = {40}, month = {7}, pages = {793--805}, number = {3}
- Mark P. Taylor, Helen Allen, The use of technical analysis in the foreign exchange market, Journal of International Money and Finance, Volume 11, Issue 3, 1992, Pages 304-314, ISSN 0261-5606