/WebAnalyticsProject

Python - We analyzed the correlation between mutual fund investment decision and earning call transcripts.

Primary LanguageJupyter Notebook

WebAnalyticsProject

MGMT 590 Web Data Analytics final. We analyzed the correlation between mutual fund investment decision and earning call transcripts.

Instruction for running web scraping and correlation analysis

  1. Run 202_AddandDrops.ipynb to receate a list of company.
  2. Run 202_TranscriptScrapper.ipynb to extract earning call transcripts from Seeking Alpha
  3. Run 202_GoogleNaturelLanguageProcessing.ipynb to compute sentiment scores of transcripts
  4. Run 202_LogitModel.R to analyze the correlation among add/drop investment decision and other factors (sentiment scores and financial reports)

File list

  1. Data file: 202_dataset_advancescapital.csv
  2. Python code (Jupyter Notebook): 202_AddandDrops.ipynb, 202_TranscriptScrapper.ipynb, 202_GoogleNaturelLanguageProcessing.ipynb
  3. R code: 202_LogitModel.R
  4. Final report: 202_Earning Call Insights-Presentation.pptx, 202_Executive Summary_idea2.docx

Contributor

  • Shan Lin
  • Surya Gundavarapu
  • Nick Molter
  • Tawei Yan