/DSRCompTwo

Team repository for DSR NLP competition

Primary LanguageJupyter Notebook

#Stock market prediction from news headlines Adapted DSR competition from Kaggle competition: Sun, J. (2016, August). Daily News for Stock Market Prediction, Version 1. Retrieved 2019-08-19 from https://www.kaggle.com/aaron7sun/stocknews

###Target The task is to predict the daily change in the Dow Jones Industrial Average (DJIA). The task is formulated as a binary classification task:

  • 0 when DJIA Adj Close value decreased
  • 1 when DJIA Adj Close value rose or stayed as the same

Data

This dataset was taken from the Kaggle competition Daily News for Stock Market Prediction.

The dataset is from two sources:

  • the worldnews Reddit - the top 25 headlines ranked by upvotes
  • Yahoo Finance

Run Model

To setup the environment and create the test set, run

pip install -r requirements.txt

python data.py --test 1

To run the model:

Create_Train_BOW_TFIDF_Data.py