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Faculté des Sciences appliquées
Faculté des Sciences appliquées
MASTER THESIS
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Master's Thesis : Study of the correlation between stock market price and sentiment analysis of financial news

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Bajoit, Nicolas ULiège
Promotor(s) : Geurts, Pierre ULiège
Date of defense : 7-Sep-2020/9-Sep-2020 • Permalink : http://hdl.handle.net/2268.2/10485
Details
Title : Master's Thesis : Study of the correlation between stock market price and sentiment analysis of financial news
Author : Bajoit, Nicolas ULiège
Date of defense  : 7-Sep-2020/9-Sep-2020
Advisor(s) : Geurts, Pierre ULiège
Committee's member(s) : Marcos, Alejandro 
Ittoo, Ashwin ULiège
Louveaux, Quentin ULiège
Language : English
Discipline(s) : Engineering, computing & technology > Computer science
Business & economic sciences > Finance
Institution(s) : Université de Liège, Liège, Belgique
Degree: Master en science des données, à finalité spécialisée
Faculty: Master thesis of the Faculté des Sciences appliquées

Abstract

[en] In the goal to determine the correlation between the sentiment of financial newsand the stock market price, I collected financial articles from various sourcesand attributed them a sentiment with diverse sentiment analysis methods.I then explored the data to understand it and compute different features fromit. I used those features on different models in order to evaluate the possiblelink between the stock market price and the sentiment of financial newsAll of this was done taking into account and testing different parameters : timeseries data, time step of the prediction, selection of certain companies & sectorsand features extraction methods.


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Author

  • Bajoit, Nicolas ULiège Université de Liège > Mast. sc. don. à fin.

Promotor(s)

Committee's member(s)

  • Marcos, Alejandro
  • Ittoo, Ashwin ULiège Université de Liège - ULiège > HEC Liège : UER > UER Opérations : Systèmes d'information de gestion
    ORBi View his publications on ORBi
  • Louveaux, Quentin ULiège Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation : Optimisation discrète
    ORBi View his publications on ORBi
  • Total number of views 161
  • Total number of downloads 8










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