Master Thesis Online
Master's Thesis : Study of the correlation between stock market price and sentiment analysis of financial news
Bajoit, Nicolas 
Promotor(s) :
Geurts, Pierre
Date of defense : 7-Sep-2020/9-Sep-2020 • Permalink : http://hdl.handle.net/2268.2/10485
Master_Thesis_Nicolas_Bajoit.pdfDetails
| Title : | Master's Thesis : Study of the correlation between stock market price and sentiment analysis of financial news |
| Author : | Bajoit, Nicolas
|
| Date of defense : | 7-Sep-2020/9-Sep-2020 |
| Advisor(s) : | Geurts, Pierre
|
| Committee's member(s) : | Marcos, Alejandro
Ittoo, Ashwin
Louveaux, Quentin
|
| 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.
File(s)
Document(s)
Cite this master thesis
All documents available on MatheO are protected by copyright and subject to the usual rules for fair use.
The University of Liège does not guarantee the scientific quality of these students' works or the accuracy of all the information they contain.
The University of Liège does not guarantee the scientific quality of these students' works or the accuracy of all the information they contain.