Predicting stock market using social sentiment
In this paper, we used Sentiment Analysis to determine if we can predict the stock market direction. We used media and news announcements as well as press releases for our data Analysis. We adopted our own score model derived from “Loughran and McDonald” dictionary to determine the potential trade d...
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sg-ntu-dr.10356-753982023-07-07T17:04:56Z Predicting stock market using social sentiment Heah, Chao Xiang Wong Jia Yiing, Patricia School of Electrical and Electronic Engineering DRNTU::Library and information science In this paper, we used Sentiment Analysis to determine if we can predict the stock market direction. We used media and news announcements as well as press releases for our data Analysis. We adopted our own score model derived from “Loughran and McDonald” dictionary to determine the potential trade direction. Out of the 139 media and news announcements, we obtained an average of 67.09% accuracy for the period of 2015 to 2017. Bachelor of Engineering 2018-05-31T03:26:30Z 2018-05-31T03:26:30Z 2018 Final Year Project (FYP) http://hdl.handle.net/10356/75398 en Nanyang Technological University 64 p. application/pdf |
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DRNTU::Library and information science Heah, Chao Xiang Predicting stock market using social sentiment |
| description |
In this paper, we used Sentiment Analysis to determine if we can predict the stock market direction. We used media and news announcements as well as press releases for our data Analysis. We adopted our own score model derived from “Loughran and McDonald” dictionary to determine the potential trade direction. Out of the 139 media and news announcements, we obtained an average of 67.09% accuracy for the period of 2015 to 2017. |
| author2 |
Wong Jia Yiing, Patricia |
| author_facet |
Wong Jia Yiing, Patricia Heah, Chao Xiang |
| format |
Final Year Project |
| author |
Heah, Chao Xiang |
| author_sort |
Heah, Chao Xiang |
| title |
Predicting stock market using social sentiment |
| title_short |
Predicting stock market using social sentiment |
| title_full |
Predicting stock market using social sentiment |
| title_fullStr |
Predicting stock market using social sentiment |
| title_full_unstemmed |
Predicting stock market using social sentiment |
| title_sort |
predicting stock market using social sentiment |
| publishDate |
2018 |
| url |
http://hdl.handle.net/10356/75398 |
| _version_ |
1772828740002250752 |