Big Data Analytics for Improved Risk Management and Customer Segregation in Banking Applications
Volume-3 | Issue-3
Design of Deep Learning Algorithm for IoT Application by Image based Recognition
Volume-3 | Issue-3
Analysis of Serverless Computing Techniques in Cloud Software Framework
Volume-3 | Issue-3
Health Record Management System – A Web-based Application
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A Novel Signal Processing Based Driver Drowsiness Detection System
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IoT Based Monitoring and Control System using Sensors
Volume-3 | Issue-2
Secure Data Sharing Platform for Portable Social Networks with Power Saving Operation
Volume-3 | Issue-3
Review of Internet of Wearable Things and Healthcare based Computational Devices
Volume-3 | Issue-3
Stock Index Prediction with Financial News Sentiments and Technical Indicators
Volume-4 | Issue-3
Hybrid Framework on Automatic Detection and Recognition of Traffic Display board Signs
Volume-3 | Issue-3
Suspicious Human Activity Detection System
Volume-2 | Issue-4
ROBOT ASSISTED SENSING, CONTROL AND MANUFACTURE IN AUTOMOBILE INDUSTRY
Volume-1 | Issue-3
EFFICIENT RESOURCE ALLOCATION AND QOS ENHANCEMENTS OF IOT WITH FOG NETWORK
Volume-1 | Issue-2
Live Streaming Architectures for Video Data - A Review
Volume-2 | Issue-4
IoT Based Monitoring and Control System using Sensors
Volume-3 | Issue-2
Big Data Analytics for Improved Risk Management and Customer Segregation in Banking Applications
Volume-3 | Issue-3
A Novel Signal Processing Based Driver Drowsiness Detection System
Volume-3 | Issue-3
IoT BASED AIR AND SOUND POLLUTION MONITIORING SYSTEM USING MACHINE LEARNING ALGORITHMS
Volume-2 | Issue-1
Analysis of Serverless Computing Techniques in Cloud Software Framework
Volume-3 | Issue-3
Hybrid Intrusion Detection System for Internet of Things (IoT)
Volume-2 | Issue-4
Volume - 4 | Issue - 3 | september 2022
Published
19 September, 2022
The price of a stock in the market can be influenced by many factors, out of which the sentiment of the investors plays a vital role. Most often, the sentiment of investors depends on the sentiment of the news headlines. Therefore, news headlines also play an important role in the fluctuation of the stock index. This paper uses the combination of Bidirectional Encoder Representations from Transformers (BERT) and Bidirectional Gated Recurrent Unit (BiGRU) algorithms for the prediction of news sentiment scores based on national news headlines and financial news data. Technical indicators like Relative Strength Index (RSI), Exponential Moving Average (EMA), Moving Average Convergence Divergence (MACD), Stochastic Oscillator along with normal stock indicators like ’Date’, ’Open’, ’Close’, ’High’, ’Low’ and ’Volume’ data can be used to predict the short-term momentum of the stock value. This paper uses the BiGRU algorithm to predict the stock index value (a) with technical indicators only and (b) with technical indicators and news sentiment scores. Keeping all the hyperparameters constant, the BiGRU algorithm provided better prediction results when news sentiment scores were added to the dataset along with technical parameters as an input.
KeywordsBERT BiGRU Stock News Sentiments Technical Indicators Prediction
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