Author: Vishesh Vats

Task - Stock Market Prediction using Numerical and Textual Analysis

Gmail: https://www.visheshvats021@gmail.com

LinkedIn: https://www.linkedin.com/in/vatsvishesh/

GitHub: https://github.com/visheshvats

In this task, I tried to create a hybrid model for stock performance prediction using numerical analysis of historical stock prices, and sentimental analysis of news headlines.

Approach:

Extract Sentiment Scores from given newspaper headlines data, with the help of nltk's SentimentIntensityAnalyzer

I have used stack LSTM (Long Short-Term Memory), to model the temporal effects of past events(both Textual, i.e the sentiment scores and Historical stock data) on Closing prices

Achieved Training loss: 0.001 and Test loss: 0.0018

Achieved RMSE on the Test data: 19.6623

References:

Deep learning for stock prediction using numerical and textual information- Ryo Akita, Akira Yoshihara, Takashi Matsubara, Kuniaki Uehara

Datasets:

Historical stock prices: https://finance.yahoo.com/

Textual News Headlines: https://bit.ly/36fFPI6