Impact of News on Stock Prices Based on Risk Factors

A tétel rövid nézete
dc.contributor.advisorIspány, Márton
dc.contributor.authorKocsi, János
dc.contributor.departmentDE--Informatikai Kar
dc.date.accessioned2023-04-18T06:31:57Z
dc.date.available2023-04-18T06:31:57Z
dc.date.created2023-04-13
dc.description.abstractThis thesis analyses risk factors defined in 10-K company documents and their impact on daily prices of stocks. First, using Latent Dirichlet Allocation (LDA) a fixed number of topics are extracted from all risk factor documents, and topic weights get assigned to individual documents. After that, using the same LDA model preprocessed historical news get topic weights. Given that weight vectors are available for individual company documents and news articles, the relationship between news articles and companies can be quantified. Based on these values, news sentiments and additional quantitative stock data the daily return is predicted by a supervised learning model.
dc.description.correctorN.I.
dc.description.courseComputer Science
dc.description.degreeMSc/MA
dc.format.extent39
dc.identifier.urihttps://hdl.handle.net/2437/349845
dc.language.isoen
dc.rights.accessHozzáférhető a 2022 decemberi felsőoktatási törvénymódosítás értelmében.
dc.subjectPython
dc.subjectscikit-learn
dc.subjectPandas
dc.subjectNumpy
dc.subjectMachine Learning
dc.subjectNLP
dc.subjecttf-idf
dc.subjectClustering
dc.subjectLatent Dirichlet Allocation
dc.subjectTime Series
dc.subjectMultilayer Perceptron
dc.subjectStock
dc.subject10-K
dc.subjectTicker
dc.subjectNews
dc.subject.dspaceDEENK Témalista::Informatika::Információtechnológia
dc.titleImpact of News on Stock Prices Based on Risk Factors
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Gyűjtemények
Hallgatói dolgozatok (Informatikai Kar)