Probabilistic Lexicon-Based Approach for Stock Market Prediction: A Case Study of The Stock Exchange of Thailand (SET)

Author(s):  
Surinthip Sakphoowadon ◽  
Nawaporn Wisitpongphan ◽  
Choochart Haruechaiyasak
2013 ◽  
Vol 25 (3) ◽  
pp. 187-193 ◽  
Author(s):  
Fábio Marques da Cruz ◽  
Maria Yêda Falcão Soares de Filgueiras Gomes

This paper analyzes the influence of rumors on price fluctuations in the Stock Exchange of São Paulo between 2007 and 2011, through a case study with Petrobras, a company whose stock had the largest trading volume within the period. For this purpose we used the historical prices of cash market provided by the stock exchange. The communications in which Petrobras provides clarifications regarding unofficial information disclosed in the press were also collected from the stock exchange website. The analysis of these documents helped to create a diagram to represent the information about the rumors and categorize them by subject. This diagram was applied to a database to store the information collected from the company’s communications. Then this information was retrieved to analyze the influence of rumors on price movements. The results confirm that the company’s responses to rumors influence price fluctuations of its stock. At eagerness for information to dilute uncertainty, investors make decisions based on rumors betting on the credibility of the media that disclose them, even though knowing that the information is not always reliable.


2019 ◽  
Vol 1 (1) ◽  
pp. 82-92
Author(s):  
Ardy Indra Lekso Wibowo Putra ◽  
Aditya Dwiansyah Putra ◽  
Murni Sari Dewi ◽  
Denny Oktavina Radianto

An investor must be able to consider all kinds of steps that will be taken or that will be carried out, assessing stocks - shares that will provide optimal benefits in making an investment decision. By analyzing the intrinsic value of the price of a company's stock, investors can assess the fairness of the stock price. The method used to analize intrinsic value is fundamental analysis using the Price Earning Ratio (PER) approach. The samples to be taken in this research are manufacturing companies in Indonesia which are listed on the Indonesia Stock Exchange (IDX) for the period 2016 - 2017 with certain criteria. The results of this research will show that the shares of companies listed are in overvalued, undervalued or correctly valued conditions. So investors can decide to buy, hold or sell their shares.


2021 ◽  
Author(s):  
Amila Indika ◽  
Nethmal Warusamana ◽  
Erantha Welikala ◽  
Sampath Deegalla

Data for this research was gathered from online available sources from the NASDAQ American stock exchange.<div>We gathered data for most active 20 companies and 10 years of historical data from 21st September 2019 backwards. We used 40044 data points in total.</div>


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