Stock price forecasting and news sentiment analysis model using artificial neural network

Yadav, Somesh and Suhag, Ritesh Singh and Sriram, K V (2021) Stock price forecasting and news sentiment analysis model using artificial neural network. International Journal of Business Intelligence and Data Mining, 19 (1). pp. 113-133. ISSN 1743-8187

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Abstract

The stock market is highly volatile, and the prediction of stock prices has always been an area of interest to many statisticians and researchers. This study is an attempt to predict the prices of stock using artificial neural network (ANN). Three models have been built, one for the future prediction of stock prices based on previous trends, the second for prediction of next day closing price based on today’s opening price, and the third one analyses the sentiment of news articles and gives scores based on the news impact. ANN is trained with the historical data using R-studio platform which is then used to predict the future values. Our experimental results for various stock prices showed that the model is effective using ANN

Item Type: Article
Uncontrolled Keywords: stock price; forecasting; artificial neural network; ANN; sentiment analysis; opening price; closing price; R-studio; data analytics
Subjects: Engineering > MIT Manipal > Humanities and Management
Depositing User: MIT Library
Date Deposited: 14 Aug 2021 04:40
Last Modified: 14 Aug 2021 04:40
URI: http://eprints.manipal.edu/id/eprint/157147

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