scholarly journals Forecasting Net Income Estimate and Stock Price Using Text Mining from Economic Reports

Information ◽  
2020 ◽  
Vol 11 (6) ◽  
pp. 292 ◽  
Author(s):  
Masahiro Suzuki ◽  
Hiroki Sakaji ◽  
Kiyoshi Izumi ◽  
Hiroyasu Matsushima ◽  
Yasushi Ishikawa
Keyword(s):  
Neural Networks ◽  
Natural Language Processing ◽  
Text Mining ◽  
Natural Language ◽  
Language Processing ◽  
Stock Prices ◽  
Stock Price ◽  
Net Income ◽  
The Difference

This paper proposes and analyzes a methodology of forecasting movements of the analysts’ net income estimates and those of stock prices. We achieve this by applying natural language processing and neural networks in the context of analyst reports. In the pre-experiment, we applied our method to extract opinion sentences from the analyst report while classifying the remaining parts as non-opinion sentences. Then, we performed two additional experiments. First, we employed our proposed method for forecasting the movements of analysts’ net income estimates by inputting the opinion and non-opinion sentences into separate neural networks. Besides the reports, we inputted the trend of the net income estimate to the networks. Second, we employed our proposed method for forecasting the movements of stock prices. Consequently, we found differences between security firms, which depend on whether analysts’ net income estimates tend to be forecasted by opinions or facts in the context of analyst reports. Furthermore, the trend of the net income estimate was found to be effective for the forecast as well as an analyst report. However, in experiments of forecasting movements of stock prices, the difference between opinion sentences and non-opinion sentences was not effective.

scholarly journals A Robust Predictive Model for Stock Price Prediction Using Deep Learning and Natural Language Processing

2021 ◽  
Author(s):  
Jaydip Sen ◽  
Sidra Mehtab
Keyword(s):  
Machine Learning ◽  
Deep Learning ◽  
Natural Language Processing ◽  
Natural Language ◽  
Predictive Model ◽  
Language Processing ◽  
Stock Prices ◽  
Stock Price ◽  
Price Movement ◽  
Closing Price

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and derive profit from it. Improving the prediction accuracy remains the single most challenge in this area of research. We propose a hybrid approach for stock price movement prediction using machine learning, deep learning, and natural language processing. We select the NIFTY 50 index values of the National Stock Exchange (NSE) of India, and collect its daily price movement over a period of three years (2015 – 2017). Based on the data of 2015 – 2017, we build various predictive models using machine learning, and then use those models to predict the closing value of NIFTY 50 for the period January 2018 till June 2019 with a prediction horizon of one week. For predicting the price movement patterns, we use a number of classification techniques, while for predicting the actual closing price of the stock, various regression models have been used. We also build a Long and Short-Term Memory (LSTM)-based deep learning network for predicting the closing price of the stocks and compare the prediction accuracies of the machine learning models with the LSTM model. We further augment the predictive model by integrating a sentiment analysis module on Twitter data to correlate the public sentiment of stock prices with the market sentiment. This has been done using Twitter sentiment and previous week closing values to predict stock price movement for the next week. We tested our proposed scheme using a cross validation method based on Self Organizing Fuzzy Neural Networks (SOFNN) and found extremely interesting results.

scholarly journals A Robust Predictive Model for Stock Price Prediction Using Deep Learning and Natural Language Processing

2021 ◽  
Author(s):  
Jaydip Sen ◽  
Sidra Mehtab
Keyword(s):  
Machine Learning ◽  
Deep Learning ◽  
Natural Language Processing ◽  
Natural Language ◽  
Predictive Model ◽  
Language Processing ◽  
Stock Prices ◽  
Stock Price ◽  
Price Movement ◽  
Closing Price

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and derive profit from it. Improving the prediction accuracy remains the single most challenge in this area of research. We propose a hybrid approach for stock price movement prediction using machine learning, deep learning, and natural language processing. We select the NIFTY 50 index values of the National Stock Exchange (NSE) of India, and collect its daily price movement over a period of three years (2015 – 2017). Based on the data of 2015 – 2017, we build various predictive models using machine learning, and then use those models to predict the closing value of NIFTY 50 for the period January 2018 till June 2019 with a prediction horizon of one week. For predicting the price movement patterns, we use a number of classification techniques, while for predicting the actual closing price of the stock, various regression models have been used. We also build a Long and Short-Term Memory (LSTM)-based deep learning network for predicting the closing price of the stocks and compare the prediction accuracies of the machine learning models with the LSTM model. We further augment the predictive model by integrating a sentiment analysis module on Twitter data to correlate the public sentiment of stock prices with the market sentiment. This has been done using Twitter sentiment and previous week closing values to predict stock price movement for the next week. We tested our proposed scheme using a cross validation method based on Self Organizing Fuzzy Neural Networks (SOFNN) and found extremely interesting results.

scholarly journals Does higher education properly prepare graduates for the growing artificial intelligence market? Gaps identification using text mining

2021 ◽  
pp. 1-13
Author(s):  
Lamiae Benhayoun ◽  
Daniel Lang
Keyword(s):  
Artificial Intelligence ◽  
Natural Language Processing ◽  
Text Mining ◽  
Natural Language ◽  
Language Processing ◽  
Academic Training ◽  
Market Requirements ◽  
Job Advertisements ◽  
The Individual

BACKGROUND: The renewed advent of Artificial Intelligence (AI) is inducing profound changes in the classic categories of technology professions and is creating the need for new specific skills. OBJECTIVE: Identify the gaps in terms of skills between academic training on AI in French engineering and Business Schools, and the requirements of the labour market. METHOD: Extraction of AI training contents from the schools’ websites and scraping of a job advertisements’ website. Then, analysis based on a text mining approach with a Python code for Natural Language Processing. RESULTS: Categorization of occupations related to AI. Characterization of three classes of skills for the AI market: Technical, Soft and Interdisciplinary. Skills’ gaps concern some professional certifications and the mastery of specific tools, research abilities, and awareness of ethical and regulatory dimensions of AI. CONCLUSIONS: A deep analysis using algorithms for Natural Language Processing. Results that provide a better understanding of the AI capability components at the individual and the organizational levels. A study that can help shape educational programs to respond to the AI market requirements.

scholarly journals A Survey on Bias in Deep NLP

2021 ◽  
Vol 11 (7) ◽  
pp. 3184
Author(s):  
Ismael Garrido-Muñoz  ◽  
Arturo Montejo-Ráez  ◽  
Fernando Martínez-Santiago  ◽  
L. Alfonso Ureña-López 
Keyword(s):  
Machine Learning ◽  
Neural Networks ◽  
Natural Language Processing ◽  
Probability Distribution ◽  
Natural Language ◽  
Network Design ◽  
Language Processing ◽  
Deep Neural Networks ◽  
Learning Processes ◽  
Relevant Issue

Deep neural networks are hegemonic approaches to many machine learning areas, including natural language processing (NLP). Thanks to the availability of large corpora collections and the capability of deep architectures to shape internal language mechanisms in self-supervised learning processes (also known as “pre-training”), versatile and performing models are released continuously for every new network design. These networks, somehow, learn a probability distribution of words and relations across the training collection used, inheriting the potential flaws, inconsistencies and biases contained in such a collection. As pre-trained models have been found to be very useful approaches to transfer learning, dealing with bias has become a relevant issue in this new scenario. We introduce bias in a formal way and explore how it has been treated in several networks, in terms of detection and correction. In addition, available resources are identified and a strategy to deal with bias in deep NLP is proposed.

Prediction of Emergency Department Hospital Admission Based on Natural Language Processing and Neural Networks

2017 ◽  
Vol 56 (05) ◽  
pp. 377-389 ◽  
Author(s):  
Xingyu Zhang ◽  
Joyce Kim ◽  
Rachel E. Patzer ◽  
Stephen R. Pitts ◽  
Aaron Patzer ◽  
...  
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Emergency Department ◽  
Logistic Regression ◽  
Natural Language Processing ◽  
Natural Language ◽  
Hospital Admission ◽  
Language Processing ◽  
Predictive Accuracy ◽  
Free Text

SummaryObjective: To describe and compare logistic regression and neural network modeling strategies to predict hospital admission or transfer following initial presentation to Emergency Department (ED) triage with and without the addition of natural language processing elements.Methods: Using data from the National Hospital Ambulatory Medical Care Survey (NHAMCS), a cross-sectional probability sample of United States EDs from 2012 and 2013 survey years, we developed several predictive models with the outcome being admission to the hospital or transfer vs. discharge home. We included patient characteristics immediately available after the patient has presented to the ED and undergone a triage process. We used this information to construct logistic regression (LR) and multilayer neural network models (MLNN) which included natural language processing (NLP) and principal component analysis from the patient’s reason for visit. Ten-fold cross validation was used to test the predictive capacity of each model and receiver operating curves (AUC) were then calculated for each model.Results: Of the 47,200 ED visits from 642 hospitals, 6,335 (13.42%) resulted in hospital admission (or transfer). A total of 48 principal components were extracted by NLP from the reason for visit fields, which explained 75% of the overall variance for hospitalization. In the model including only structured variables, the AUC was 0.824 (95% CI 0.818-0.830) for logistic regression and 0.823 (95% CI 0.817-0.829) for MLNN. Models including only free-text information generated AUC of 0.742 (95% CI 0.7310.753) for logistic regression and 0.753 (95% CI 0.742-0.764) for MLNN. When both structured variables and free text variables were included, the AUC reached 0.846 (95% CI 0.839-0.853) for logistic regression and 0.844 (95% CI 0.836-0.852) for MLNN.Conclusions: The predictive accuracy of hospital admission or transfer for patients who presented to ED triage overall was good, and was improved with the inclusion of free text data from a patient’s reason for visit regardless of modeling approach. Natural language processing and neural networks that incorporate patient-reported outcome free text may increase predictive accuracy for hospital admission.

scholarly journals Natural Language Processing for Rapid Response to Emergent Diseases: Case Study of Calcium Channel Blockers and Hypertension in the COVID-19 Pandemic

10.2196/20773 ◽  
2020 ◽  
Vol 22 (8) ◽  
pp. e20773 ◽  
Author(s):  
Antoine Neuraz ◽  
Ivan Lerner ◽  
William Digan ◽  
Nicolas Paris ◽  
Rosy Tsopra ◽  
...  
Keyword(s):  
Natural Language Processing ◽  
Text Mining ◽  
Natural Language ◽  
Calcium Channel ◽  
Language Processing ◽  
Calcium Channel Blockers ◽  
Structured Data ◽  
Channel Blockers ◽  
Knowledge Model ◽  
Long Term Treatment

Background A novel disease poses special challenges for informatics solutions. Biomedical informatics relies for the most part on structured data, which require a preexisting data or knowledge model; however, novel diseases do not have preexisting knowledge models. In an emergent epidemic, language processing can enable rapid conversion of unstructured text to a novel knowledge model. However, although this idea has often been suggested, no opportunity has arisen to actually test it in real time. The current coronavirus disease (COVID-19) pandemic presents such an opportunity. Objective The aim of this study was to evaluate the added value of information from clinical text in response to emergent diseases using natural language processing (NLP). Methods We explored the effects of long-term treatment by calcium channel blockers on the outcomes of COVID-19 infection in patients with high blood pressure during in-patient hospital stays using two sources of information: data available strictly from structured electronic health records (EHRs) and data available through structured EHRs and text mining. Results In this multicenter study involving 39 hospitals, text mining increased the statistical power sufficiently to change a negative result for an adjusted hazard ratio to a positive one. Compared to the baseline structured data, the number of patients available for inclusion in the study increased by 2.95 times, the amount of available information on medications increased by 7.2 times, and the amount of additional phenotypic information increased by 11.9 times. Conclusions In our study, use of calcium channel blockers was associated with decreased in-hospital mortality in patients with COVID-19 infection. This finding was obtained by quickly adapting an NLP pipeline to the domain of the novel disease; the adapted pipeline still performed sufficiently to extract useful information. When that information was used to supplement existing structured data, the sample size could be increased sufficiently to see treatment effects that were not previously statistically detectable.

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