Stock Market prediction based on Technical –Deviation-ROC indicators using stock and Feeds data

Author(s):  
P. Victer Paul ◽  
Deepika N

Background: The attempt of this research is to propose a novel approach for the efficient prediction of stock prices. The scope of this research extends by including the feature of sentiment analysis using the emotions and opinions carried by social media platforms. The research also analyzes of impact of social media, feeds data and Technical indicators on stock prices for the design of prediction model. Objectives: The goal of this research is to analyze and compare the models to predict stock trend by adjusting the feature set. Method: The basic technical and new momentum, volatility indicators are calculated for the benchmark index values of stock. The text summarization applied on collected day wise tweets for a particular company then performed sentiment analysis to get sentiment value. All these collected features were integrated to form the final dataset and accuracy comparisons were made by experimenting the algorithms- Support vector machine (SVM), Backpropogation and Long short-term memory (LSTM). Results: The execution is carried out for each algorithm with 30 epochs. It is observed that the SVM exhibits 2.78%, Backpropogation exhibits 5.02% and LSTM exhibits10.30 % enhanced performance than the prediction model designed using basic technical indicators. And along with human sentiment the SVM provides 5.48%, Backpropogation 5.28% and LSTM 0.07% better accuracy. The standard deviation results are for SVM 1.59, for back propagation 2.46, and LSTM 0.19. Conclusion: The experimental results show that the standard deviation of LSTM is less than the SVM and back propagation algorithms. Hence obtaining the steady accuracy is highly possible with LSTM.

2019 ◽  
Vol 8 (2) ◽  
pp. 2847-2850

Stock market analysis is a common economic activity that has been an attractive topic to research and used in different forms of day-to-day life in order to predict the stock prices. Techniques like major analysis, Statistical investigation, Time arrangement analysis and so on are reliably worthy forecast device. In this paper, Data mining, Machine learning (ML) and Sentiment analysis are techniques used for analyzing public emotions in order predict the future stock prices. The goal of a project is to review totally different techniques to predict stock worth movement victimization the sentiment analysis from social media, data processing. Sentiment classifiers are designed for social media text like product reviews, blog posts, and email corpus messages. In the company’s communication network, information mining calculation is utilized as to mine email correspondence records and verifiable stock costs. Implementing various Machine learning and Classification models such as Deep Neural network, Random forests, Support Vector Machine, the company can successfully implemented a company-specific model capable of predicting stock price movement with efficient accuracy


Author(s):  
Venkateswarlu Naik Midde ◽  
Vasumathi D ◽  
A.P. Siva Kumar

Introduction: Extraction of distinguishing semantic level emotions posed in multi-languages over social media is an essential task in the field of sentiment analysis or opinion mining. The extraction of emotions expressed in Dravidian or local languages combining with multi-languages over social media has become an essential challenge in the field of big data sentiment analysis. Methods: In the proposed approach, an innovative framework to recognize the sentiments of users in multi-languages or Dravidian languages text data using scientific linguistic theories has been defined. The proposed method used machine learning techniques such as naïve Bayes, support vector machine for fine-grained classification of multilingual text with help of lexicon-based features groups. Results: The results obtained by the experiments conducted on collected benchmark datasets in the proposed approach are outperformed and better in comparison with corpus-based and world level, phrase-level sentiment analysis for multilanguages text. Conclusion: Machine learning technnique SVM has outperformed for sentiment and emotion extraction.


2020 ◽  
Vol 11 (87) ◽  
Author(s):  
Olena Levchenko ◽  
◽  
Nataliia Povoroznik ◽  

In the past decades, sentiment analysis has become one of the most active research areas in natural language processing, data mining, web mining, and information retrieval. The great demand in everyday life and the factor of novelty coupled with the availability of data from social networks have served as strong motivation for research on sentiment-analysis. A number of technical problems, most of which had not been attempted before, either in the NLP or linguistics communities have also generated strong research interests in academia. Sentiment analysis, also called opin-ion mining, is the field of study that analyzes people’s opinions, sentiments, apprais-als, attitudes, and emotions toward entities and their attributes expressed in written text. The entities can be products, services, organizations, individuals, events, issues, or topics. The field represents a large problem space. It improves not only the field of natural language processing but also management, political science, economics, and sociology because all these areas are related to the thoughts of consumers and public. User-generated content is full of opinions, because the main reason why people post messages on social media platforms is to express their views and opinions, and therefore sentiment analysis is at the centre of social media analysis. It turned out that user messages often contain plenty of sarcastic expressions and ambiguous words. Within one opinion both positive and negative sentiments can be present. This also applies to negative particles, which do not always indicate a negative tone. This article investigates four challenges faced by researchers while conducting sentiment analysis, namely: sarcasm, negation, word ambiguity, and multipolarity. These aspects significantly affect the accuracy of the results when we determine a sentiment. Modern approaches to solving the problem are also covered. These are mainly machine learning methods, such as convolutional neural networks (CNN), deep neural networks (DNN), long short-term memory (LTSM), recurrent neural network (RNN), support vector machines (SVM), etc.


2021 ◽  
Vol 11 (10) ◽  
pp. 4443
Author(s):  
Rokas Štrimaitis ◽  
Pavel Stefanovič ◽  
Simona Ramanauskaitė ◽  
Asta Slotkienė

Financial area analysis is not limited to enterprise performance analysis. It is worth analyzing as wide an area as possible to obtain the full impression of a specific enterprise. News website content is a datum source that expresses the public’s opinion on enterprise operations, status, etc. Therefore, it is worth analyzing the news portal article text. Sentiment analysis in English texts and financial area texts exist, and are accurate, the complexity of Lithuanian language is mostly concentrated on sentiment analysis of comment texts, and does not provide high accuracy. Therefore in this paper, the supervised machine learning model was implemented to assign sentiment analysis on financial context news, gathered from Lithuanian language websites. The analysis was made using three commonly used classification algorithms in the field of sentiment analysis. The hyperparameters optimization using the grid search was performed to discover the best parameters of each classifier. All experimental investigations were made using the newly collected datasets from four Lithuanian news websites. The results of the applied machine learning algorithms show that the highest accuracy is obtained using a non-balanced dataset, via the multinomial Naive Bayes algorithm (71.1%). The other algorithm accuracies were slightly lower: a long short-term memory (71%), and a support vector machine (70.4%).


Electronics ◽  
2020 ◽  
Vol 9 (2) ◽  
pp. 374 ◽  
Author(s):  
Sudhanshu Kumar ◽  
Monika Gahalawat ◽  
Partha Pratim Roy ◽  
Debi Prosad Dogra ◽  
Byung-Gyu Kim

Sentiment analysis is a rapidly growing field of research due to the explosive growth in digital information. In the modern world of artificial intelligence, sentiment analysis is one of the essential tools to extract emotion information from massive data. Sentiment analysis is applied to a variety of user data from customer reviews to social network posts. To the best of our knowledge, there is less work on sentiment analysis based on the categorization of users by demographics. Demographics play an important role in deciding the marketing strategies for different products. In this study, we explore the impact of age and gender in sentiment analysis, as this can help e-commerce retailers to market their products based on specific demographics. The dataset is created by collecting reviews on books from Facebook users by asking them to answer a questionnaire containing questions about their preferences in books, along with their age groups and gender information. Next, the paper analyzes the segmented data for sentiments based on each age group and gender. Finally, sentiment analysis is done using different Machine Learning (ML) approaches including maximum entropy, support vector machine, convolutional neural network, and long short term memory to study the impact of age and gender on user reviews. Experiments have been conducted to identify new insights into the effect of age and gender for sentiment analysis.


2021 ◽  
pp. 016555152110065
Author(s):  
Rahma Alahmary ◽  
Hmood Al-Dossari

Sentiment analysis (SA) aims to extract users’ opinions automatically from their posts and comments. Almost all prior works have used machine learning algorithms. Recently, SA research has shown promising performance in using the deep learning approach. However, deep learning is greedy and requires large datasets to learn, so it takes more time for data annotation. In this research, we proposed a semiautomatic approach using Naïve Bayes (NB) to annotate a new dataset in order to reduce the human effort and time spent on the annotation process. We created a dataset for the purpose of training and testing the classifier by collecting Saudi dialect tweets. The dataset produced from the semiautomatic model was then used to train and test deep learning classifiers to perform Saudi dialect SA. The accuracy achieved by the NB classifier was 83%. The trained semiautomatic model was used to annotate the new dataset before it was fed into the deep learning classifiers. The three deep learning classifiers tested in this research were convolutional neural network (CNN), long short-term memory (LSTM) and bidirectional long short-term memory (Bi-LSTM). Support vector machine (SVM) was used as the baseline for comparison. Overall, the performance of the deep learning classifiers exceeded that of SVM. The results showed that CNN reported the highest performance. On one hand, the performance of Bi-LSTM was higher than that of LSTM and SVM, and, on the other hand, the performance of LSTM was higher than that of SVM. The proposed semiautomatic annotation approach is usable and promising to increase speed and save time and effort in the annotation process.


2018 ◽  
Vol 34 (3) ◽  
pp. 569-581 ◽  
Author(s):  
Sujata Rani ◽  
Parteek Kumar

Abstract In this article, an innovative approach to perform the sentiment analysis (SA) has been presented. The proposed system handles the issues of Romanized or abbreviated text and spelling variations in the text to perform the sentiment analysis. The training data set of 3,000 movie reviews and tweets has been manually labeled by native speakers of Hindi in three classes, i.e. positive, negative, and neutral. The system uses WEKA (Waikato Environment for Knowledge Analysis) tool to convert these string data into numerical matrices and applies three machine learning techniques, i.e. Naive Bayes (NB), J48, and support vector machine (SVM). The proposed system has been tested on 100 movie reviews and tweets, and it has been observed that SVM has performed best in comparison to other classifiers, and it has an accuracy of 68% for movie reviews and 82% in case of tweets. The results of the proposed system are very promising and can be used in emerging applications like SA of product reviews and social media analysis. Additionally, the proposed system can be used in other cultural/social benefits like predicting/fighting human riots.


2019 ◽  
Vol 11 (2) ◽  
pp. 144
Author(s):  
Danar Wido Seno ◽  
Arief Wibowo

Social media writing content growing make a lot of new words that appear on Twitter in the form of words and abbreviations that appear so that sentiment analysis is increasingly difficult to get high accuracy of textual data on Twitter social media. In this study, the authors conducted research on sentiment analysis of the pairs of candidates for President and Vice President of Indonesia in the 2019 Elections. To obtain higher accuracy results and accommodate the problem of textual data development on Twitter, the authors conducted a combination of methods to conduct the sentiment analysis with unsupervised and supervised methods. namely Lexicon Based. This study used Twitter data in October 2018 using the search keywords with the names of each pair of candidates for President and Vice President of the 2019 Elections totaling 800 datasets. From the study with 800 datasets the best accuracy was obtained with a value of 92.5% with 80% training data composition and 20% testing data with a Precision value in each class between 85.7% - 97.2% and Recall value for each class among 78, 2% - 93.5%. With the Lexicon Based method as a labeling dataset, the process of labeling the Support Vector Machine dataset is no longer done manually but is processed by the Lexicon Based method and the dictionary on the lexicon can be added along with the development of data content on Twitter social media.


Author(s):  
Karteek Ramalinga Ponnuru ◽  
Rashik Gupta ◽  
Shrawan Kumar Trivedi

Firms are turning their eye towards social media analytics to get to know what people are really talking about their firm or their product. With the huge amount of buzz being created online about anything and everything social media has become ‘the' platform of the day to understand what public on a whole are talking about a particular product and the process of converting all the talking into valuable information is called Sentiment Analysis. Sentiment Analysis is a process of identifying and categorizing a piece of text into positive or negative so as to understand the sentiment of the users. This chapter would take the reader through basic sentiment classifiers like building word clouds, commonality clouds, dendrograms and comparison clouds to advanced algorithms like K Nearest Neighbour, Naïve Biased Algorithm and Support Vector Machine.


2020 ◽  
Vol 4 (4) ◽  
pp. 33
Author(s):  
Toni Pano ◽  
Rasha Kashef

During the COVID-19 pandemic, many research studies have been conducted to examine the impact of the outbreak on the financial sector, especially on cryptocurrencies. Social media, such as Twitter, plays a significant role as a meaningful indicator in forecasting the Bitcoin (BTC) prices. However, there is a research gap in determining the optimal preprocessing strategy in BTC tweets to develop an accurate machine learning prediction model for bitcoin prices. This paper develops different text preprocessing strategies for correlating the sentiment scores of Twitter text with Bitcoin prices during the COVID-19 pandemic. We explore the effect of different preprocessing functions, features, and time lengths of data on the correlation results. Out of 13 strategies, we discover that splitting sentences, removing Twitter-specific tags, or their combination generally improve the correlation of sentiment scores and volume polarity scores with Bitcoin prices. The prices only correlate well with sentiment scores over shorter timespans. Selecting the optimum preprocessing strategy would prompt machine learning prediction models to achieve better accuracy as compared to the actual prices.


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