Stock market prediction using artificial intelligence

This work is divided into two sections, the first of which is a natural language processing module that analyzes sentiment for corresponding financial news, and the second of which is a stock prediction module that uses the output of the first module and past stock data to forecast future stock pric...

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Main Author: Zhang, Yiran
Other Authors: Mohammed Yakoob Siyal
Format: Thesis-Master by Coursework
Language:English
Published: Nanyang Technological University 2022
Subjects:
Online Access:https://hdl.handle.net/10356/156132
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author Zhang, Yiran
author2 Mohammed Yakoob Siyal
author_facet Mohammed Yakoob Siyal
Zhang, Yiran
author_sort Zhang, Yiran
collection NTU
description This work is divided into two sections, the first of which is a natural language processing module that analyzes sentiment for corresponding financial news, and the second of which is a stock prediction module that uses the output of the first module and past stock data to forecast future stock prices. This structure can more precisely forecast the stock's future trajectory. The natural language portion is built based on a recurrent neural network, which helps understand the link between nearby inputs better and is more similar to how humans interpret language. To increase the accuracy of the system, the stock prediction module uses the support vector machine method and mixes several kernel functions. This study builds a stock prediction network structure for a series of tests using the Python language on the Linux 16.4 environment. Although our experiment only employs a restricted number of stocks, it nevertheless yields competitive prediction results, which supports the conclusion analysis of this study.
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spelling ntu-10356/1561322023-07-04T17:49:32Z Stock market prediction using artificial intelligence Zhang, Yiran Mohammed Yakoob Siyal School of Electrical and Electronic Engineering EYAKOOB@ntu.edu.sg Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence This work is divided into two sections, the first of which is a natural language processing module that analyzes sentiment for corresponding financial news, and the second of which is a stock prediction module that uses the output of the first module and past stock data to forecast future stock prices. This structure can more precisely forecast the stock's future trajectory. The natural language portion is built based on a recurrent neural network, which helps understand the link between nearby inputs better and is more similar to how humans interpret language. To increase the accuracy of the system, the stock prediction module uses the support vector machine method and mixes several kernel functions. This study builds a stock prediction network structure for a series of tests using the Python language on the Linux 16.4 environment. Although our experiment only employs a restricted number of stocks, it nevertheless yields competitive prediction results, which supports the conclusion analysis of this study. Master of Science (Signal Processing) 2022-04-05T05:11:19Z 2022-04-05T05:11:19Z 2022 Thesis-Master by Coursework Zhang, Y. (2022). Stock market prediction using artificial intelligence. Master's thesis, Nanyang Technological University, Singapore. https://hdl.handle.net/10356/156132 https://hdl.handle.net/10356/156132 en application/pdf Nanyang Technological University
spellingShingle Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
Zhang, Yiran
Stock market prediction using artificial intelligence
title Stock market prediction using artificial intelligence
title_full Stock market prediction using artificial intelligence
title_fullStr Stock market prediction using artificial intelligence
title_full_unstemmed Stock market prediction using artificial intelligence
title_short Stock market prediction using artificial intelligence
title_sort stock market prediction using artificial intelligence
topic Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
url https://hdl.handle.net/10356/156132
work_keys_str_mv AT zhangyiran stockmarketpredictionusingartificialintelligence