/NLP_on_10-Q_K

Sentimental Analysis on 10-Q and 10-K

Primary LanguageJupyter Notebook

NLP_on_10-Q_K

Sentimental Analysis on 10-Q and 10-K

scraped MD&A text data of 10-K/Q

mapped tokens onto sentiment scores with sentiment Dictionary

vectorized text data using TF-IDF

computed Cosine Similarity to track changes of sentiment scores

computed cointegration between ETF in KRX and the sentiment scores