Please use this identifier to cite or link to this item: https://idr.l1.nitk.ac.in/jspui/handle/123456789/8305
Title: Influence of news on individual confidence bias in stock markets
Authors: Mukund, Y.R.
Naresh, V.
Patil, S.
Chandrasekaran, K.
Vijaya, Kumar, V.
Gnanamurthy, R.K.
Issue Date: 2016
Citation: ACM International Conference Proceeding Series, 2016, Vol.Part F130520, , pp.-
Abstract: The Phenomenon of stock markets is a complex one and is something which, has attracted researchers and statisticians for a long time. Complex statistics have long dominated this field where the prediction models are usually stochastic. The advent of machine learning gave us a new way of looking at the problem. Much work has been done in analyzing the stock market to predict the stock index of a particular or-ganization. However, most of the work done is based on the previous stock data and other statistical parameters. Our work, uses data such as the online news articles about a particular company and aims to help a trader conclude the market sentiment towards that company through sentiment analysis. The online raw data is obtained through crawling and is indexed, weighted and subject to sentiment analysis to output the final sentiment of the market. It is found that the Naive-Bayesian Classifier is the more suitable op-tion among the Decision Tree and Random Forests for the task of sentiment analysis. The Final Sentiment Factor ar-rived at, is found to reect the real time market sentiment quite accurately. It is also shown that the sentiment factor can be used as an input to a more complex analysis model. This new model, performs better than the existing models.
URI: http://idr.nitk.ac.in/jspui/handle/123456789/8305
Appears in Collections:2. Conference Papers

Files in This Item:
There are no files associated with this item.


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.