Code for submission "On the Robustness of Sentiment Analysis for Stock Price Forecasting" to ICLR 2021.
Uses FinBERT repo from Dogu Araci for polarity classification (see finBERT folder).
Forecasting code is in forecasting folder.
To-dos
[ ] Clean up code
[ ] Collect data for 10 S&P 500 companies
[ ] Add Google's Temporal Fusion Transform to pipeline