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An intelligent sentiment proxy analysis system for estimating price changes in financial markets

Final Year Project

Todo

  • Results Evaluation

    • How many std devs in sentiment for 1 std dev in price
    • correlation if near 0 no linear correlation
    • Define:
      • LexisNexis articles and their types
      • Gamestop - quote? ordinary company pos->neg->pos return
  • Discussion and Conclusion

    • panel regression
  • Declaration

  • max lag should be 5?

  • changes suggested by Khurshid

  • dictionary vs ml

  • ml vs var

  • state that I chose pearson correlation

  • more references

  • reference background in rest of paper

  • news source improvement: e.g. the importants of non standard media, such as social media

  • comparison between source types and even specific sources, e.g. newspaper vs social media, twitter vs facebook