Prediction of stock market using artificial intelligence and sentiment analysis

This paper delves into enhancing stock price prediction using Artificial Intelligence (AI) and Machine Learning (ML) techniques, given the stock market's unpredictable and dynamic nature. Three ML models, namely Decision Tree (DT), Support Vector Machine (SVM), and Long Short-Term Memory (LSTM)...

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Main Author: Lee, Shanice Shi Ying
Other Authors: Mohammed Yakoob Siyal
Format: Final Year Project (FYP)
Language:English
Published: Nanyang Technological University 2024
Subjects:
Online Access:https://hdl.handle.net/10356/176454
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author Lee, Shanice Shi Ying
author2 Mohammed Yakoob Siyal
author_facet Mohammed Yakoob Siyal
Lee, Shanice Shi Ying
author_sort Lee, Shanice Shi Ying
collection NTU
description This paper delves into enhancing stock price prediction using Artificial Intelligence (AI) and Machine Learning (ML) techniques, given the stock market's unpredictable and dynamic nature. Three ML models, namely Decision Tree (DT), Support Vector Machine (SVM), and Long Short-Term Memory (LSTM), were employed to predict Tesla's stock prices and its trends. Sentiment Analysis using TextBlob model was also integrated to leverage its accuracy in analyzing sentiments from textual data using Elon Musk's tweets. By incorporating Sentiment Analysis into the LSTM model, nuanced market sentiments can be captured which improves the model's ability to detect sentiment-driven trends in stock prices. The predictive accuracy of the models was assessed using performance metrics such as Root Mean Squared Error (RMSE), Mean Squared Error (MSE), Mean Absolute Percentage Error (MAPE), and R-squared (R2).
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spelling ntu-10356/1764542024-05-17T15:43:32Z Prediction of stock market using artificial intelligence and sentiment analysis Lee, Shanice Shi Ying Mohammed Yakoob Siyal School of Electrical and Electronic Engineering EYAKOOB@ntu.edu.sg Engineering Stock market This paper delves into enhancing stock price prediction using Artificial Intelligence (AI) and Machine Learning (ML) techniques, given the stock market's unpredictable and dynamic nature. Three ML models, namely Decision Tree (DT), Support Vector Machine (SVM), and Long Short-Term Memory (LSTM), were employed to predict Tesla's stock prices and its trends. Sentiment Analysis using TextBlob model was also integrated to leverage its accuracy in analyzing sentiments from textual data using Elon Musk's tweets. By incorporating Sentiment Analysis into the LSTM model, nuanced market sentiments can be captured which improves the model's ability to detect sentiment-driven trends in stock prices. The predictive accuracy of the models was assessed using performance metrics such as Root Mean Squared Error (RMSE), Mean Squared Error (MSE), Mean Absolute Percentage Error (MAPE), and R-squared (R2). Bachelor's degree 2024-05-16T13:52:12Z 2024-05-16T13:52:12Z 2024 Final Year Project (FYP) Lee, S. S. Y. (2024). Prediction of stock market using artificial intelligence and sentiment analysis. Final Year Project (FYP), Nanyang Technological University, Singapore. https://hdl.handle.net/10356/176454 https://hdl.handle.net/10356/176454 en A3121-231 application/pdf Nanyang Technological University
spellingShingle Engineering
Stock market
Lee, Shanice Shi Ying
Prediction of stock market using artificial intelligence and sentiment analysis
title Prediction of stock market using artificial intelligence and sentiment analysis
title_full Prediction of stock market using artificial intelligence and sentiment analysis
title_fullStr Prediction of stock market using artificial intelligence and sentiment analysis
title_full_unstemmed Prediction of stock market using artificial intelligence and sentiment analysis
title_short Prediction of stock market using artificial intelligence and sentiment analysis
title_sort prediction of stock market using artificial intelligence and sentiment analysis
topic Engineering
Stock market
url https://hdl.handle.net/10356/176454
work_keys_str_mv AT leeshaniceshiying predictionofstockmarketusingartificialintelligenceandsentimentanalysis