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Faculté des Sciences appliquées
Faculté des Sciences appliquées
MASTER THESIS
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Predicting stock market movement using Bidirectional Encoder Representations from Transformers

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Zians, Dominik ULiège
Promotor(s) : Geurts, Pierre ULiège ; Bury, Gauthier
Date of defense : 6-Sep-2021/7-Sep-2021 • Permalink : http://hdl.handle.net/2268.2/13295
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Title : Predicting stock market movement using Bidirectional Encoder Representations from Transformers
Author : Zians, Dominik ULiège
Date of defense  : 6-Sep-2021/7-Sep-2021
Advisor(s) : Geurts, Pierre ULiège
Bury, Gauthier 
Committee's member(s) : Fontaine, Pascal ULiège
Louppe, Gilles ULiège
Language : English
Number of pages : 68
Discipline(s) : Engineering, computing & technology > Computer science
Business & economic sciences > Finance
Institution(s) : Université de Liège, Liège, Belgique
Gambit Financial Solutions, Liège, Belgique
Degree: Master en sciences informatiques, à finalité spécialisée en "intelligent systems"
Faculty: Master thesis of the Faculté des Sciences appliquées

Abstract

[en] The essential motivation of this work was to find out if information found in news articles is relevant for predicting future price movement of stocks. A first part of the work consists of the extraction, processing, and storage of news articles gathered from the internet. A dashboard for monitoring the article collection process and a second one for browsing the collected data have been implemented. Bidirectional Encoder Representations from Transformers (BERT) form the basis of the solution for two major challenges. The first one was to detect organizations spoken of in the articles using a pre-trained Named Entity Recognition model. The second challenge consisted in the development of a model trying to predict the future stock price based on articles about the corresponding organization. The end performance of the latter model was not convincing, but several perspectives for improvement are presented for further studies.


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Author

  • Zians, Dominik ULiège Université de Liège > Master sc. informatiques, à fin.

Promotor(s)

Committee's member(s)

  • Fontaine, Pascal ULiège Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes informatiques distribués
    ORBi View his publications on ORBi
  • Louppe, Gilles ULiège Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Big Data
    ORBi View his publications on ORBi
  • Total number of views 56
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