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A hybrid machine learning model as a combination of natural language processing and time series forecasting for stock market prediction using two different types of datasets: numerical and textual data.

License: Apache License 2.0

Jupyter Notebook 100.00%
python machine-learning hybridmodel sentiment-analysis nlp timeseries-forecasting pandas lstm

hybridmachinelearning's Introduction

Stock Market Prediction using Numerical and Textual Analysis

Objective

To create a hybrid model for stock price performance prediction using numerical analysis of historical stock prices, and sentimental analysis of news headlines.

Approach

  • Extract Sentiment Scores from given news headlines dataset, with the help of nltk's SentimentIntensityAnalyzer.

  • Use Multivariate Time Series Forecasting using the LSTM (Long Short-Term Memory) model in Keras and Tensorflow. LSTM analyses the features from both sentiment scores and numerical Historical stock data to predicit opening stock prices.

Results

  • Achieved Training loss: 0.05 and Validation loss: 0.02

  • Achieved RMSE on test data : 511

Data

References:

Deep learning for stock prediction using numerical and textual information- Ryo Akita, Akira Yoshihara, Takashi Matsubara, Kuniaki Uehara

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