Insights into The Stock Market

The challenges :
• The problem with that specific domains is that they don’t just have specialized vocabularies; they have writing-structure Previous
conventions and syntactical choices that carry an embedded semantic meaning.
• Another challenge which faced some of the previous work and datasets was trying to separate the financial news from work &
the non financial news such as the difference between the news about apple the company vs apple the fruit was time
consuming; (The dataset that we are using is focused only on headlines related to financial news )
• Another challenge with identifying names of persons and companies which can be written in different ways. ( the
citation:
dataset is separating each stock with its corresponding headline)

The Project: Analyze the SEC-8K reports

“Use Advances in Data
• In the financial markets the human analysis is biased and lack of accuracy due to the its fast moving nature and political Science and Computing Power
influence. to Invest in Stock Market”
• The goal is to build a model unbiased that will understand the financial news headlines [Mostafa S & Anthony T 2019]
• and take into consideration every news head line that correspond to a certain stock/ Index that might be ignored.
• And predict weather this news has negative or positive effect.

Data set:
Analyze the financial times
• Is Finviz.com is collecting all news related to a certain stock for each day with its time stamp and the changes in the news “Sentiment analysis of
price at that day. news articles for financial
signal prediction” [Jinjian z &
Model: Nicolas T 2010]

• Bidirectional LSTM to get more meaningful patterns by reading the headline from right to left and from left to right.
• Apply The Transformer model and compare the results.
Study shows the correlation
Word embedding : between the financial news
• We will use both Glove and word2vec and use it with our models then compare the results. and the market movements.
“Analyzing market sentiment
in financial news using lexical
Future work : approach” [Tan Li Im ; Phang
Wai San 2013]
• Predict the Market price changes based on news headlines and experiment other extended datasets.