NLP in Stock Price Analysis

BE COMP-A
Group Members

Name Division Roll No

Jyothi Burla
Jyoti Burla A 08
Suyash Jadhav A 30
Vinay Jadhav A 31
Guided By
Prof. S. Patankar
 Contents
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INTRODUCTION

ANALYSIS OF RESEARCH PAPERS

SUMMARY

OUR SUGGESTIONS
 Introduction
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• Stock market forecasting is very important in the planning of business activities. Stock price
prediction has attracted many researchers in multiple disciplines including computer science,
statistics, economics, finance, and operations research.

• Recent studies have shown that the vast amount of online information in the public domain such as
Wikipedia usage pattern, news stories from the mainstream media, and social media discussions can
have an observable effect on investors’ opinions towards financial markets.

• The reliability of the computational models on stock market prediction is important as it is very
sensitive to the economy and can directly lead to financial loss.
 ANALYSIS OF RESEARCH PAPERS
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1. Predicting the Effects of News Sentiments on the Stock
Market

2. Stock Market Prediction and Risk Analysis using NLP and

Machine Learning

3. A Robust Predictive Model for Stock Price Prediction Using

Deep Learning and Natural Language Processing

4. Stock Market Forecasting Techniques

 ANALYSIS OF RESEARCH PAPERS
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Predicting the Effects of News Sentiments on the Stock Market:

1. In this paper, the researchers have retrieved, extracted, and analyzed the effects of
news sentiments on the stock market.

2. Using only news sentiments, they achieved a directional accuracy of 70.59% in

predicting the trends in short-term stock price movement.

3. A dictionary-based news sentiment analysis model is presented

 ANALYSIS OF RESEARCH PAPERS
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Stock Market Prediction and Risk Analysis using NLP and Machine
Learning:

In this paper, the researchers have used a three steps approach:

First Step: do the sentiment analysis of the selected stock and then suggest whether to
buy, sell or hold.

Second Step: calculate the maximum risk involved in the investment using a threefold
approach; market risk, sector risk and stock risk.

Third Step: using Support vector Regression (SVR) with three different approaches,
we calculate expected return and compare them with actual returns
 ANALYSIS OF RESEARCH PAPERS
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A Robust Predictive Model for Stock Price Prediction Using Deep
Learning and Natural Language Processing:

1. Based on the data of 2015 – 2017, They have build various predictive models
using machine learning, and then use those models to predict the closing value of
NIFTY 50 for the period January 2018 till June 2019.

2. They have proposed a hybrid approach for stock price movement prediction using
machine learning, deep learning, and natural language processing.

3. They have further augmented the predictive model by integrating a sentiment

analysis module on twitter data to correlate the public sentiment of stock prices
with the market sentiment.
 ANALYSIS OF RESEARCH PAPERS
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Stock Market Forecasting Techniques:

1. Different techniques are used to predict stock price movement using

the sentiment analysis from social media, data mining.

2. They have examined sentiment expression and polarity classification

within and across various social media streams by building topical
datasets within each stream.

3. Different data mining methods are used to predict market more

efficiently along with various hybrid approaches.
 Summary
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• Most of the research papers referred in this case study uses sentiment
analysis of twitter, news, other social media platforms, etc.

• Some of the research uses Hybrid approaches for prediction of stock

prices; which are found to be more accurate.

• The data for the most of the research were collected from
moneycontrol.com, Nifty 50 data, etc

• The stock price analysis is done focusing more on historical data

 Our Suggestions
Project
1. The analysis
stock price data slide
should be2
collected from various sources instead of collecting
it from one source. For example, stock price analysis should be done on different
stock exchange from diverse regions to insure that the predictions are universally
accurate.

2. The stock price analysis was done focusing more on historical data; without
focusing more on present data. So, we suggest that during sentiment analysis, the
present data should also be considered, as the present market conditions,
company’s management decisions also effect the stock prices.

3. We finally conclude that stock prediction is very complex task and various factors
should be considered for forecasting the market more accurately and efficiently.
 References
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• Predicting the Effects of News Sentiments on the Stock Market, Dev Shah, Haruna Isah, Farhana
Zulkernine, School of Computing, Queens University, Kingston,, ON, Canada

• A Robust Predictive Model for Stock Price Prediction Using Deep Learning and Natural Language
Processing, Sidra Mehtab, Jaydip Sen, School of Computing and Analytics NSHM Knowledge Campus
Kolkata, INDIA

• Stock Market Prediction and Risk Analysis using NLP and Machine Learning, Nishant Verma, S G David
Raj, Ackley J Lyimo, Kakelli Anil Kumar, International Journal of Engineering and Advanced Technology
(IJEAT), ISSN: 2249 – 8958, Volume-9 Issue-5, June 2020

• STOCK MARKET FORECASTING TECHNIQUES: LITERATURE SURVEY, Vivek Rajput, Sarika

Bobde, Department of Computer Engineering, Maharashtra Institute of Technology, Pune, India
Thank You