Open KunalAnand57 opened 1 month ago
Advised to do this as a reproducibility experiment by implementing and building upon the paper by Ganguly et al.
Dear Sir, We have updated our proposal idea as advised in the GitHub issue. Kindly review the changes at your convenience. Looking forward to your feedback .
Looks good
Title
Text representation for direction prediction of share market
Team Name
Stocks Savvy
Email
202318035@daiict.ac.in
Team Member 1 Name
Ashutosh Anand
Team Member 1 Id
202318035
Team Member 2 Name
Kunal Anand
Team Member 2 Id
202318057
Team Member 3 Name
Anjali Singh
Team Member 3 Id
202318050
Team Member 4 Name
NaN
Team Member 4 Id
NaN
Category
Reproducibility
Problem Statement
The problem this study addresses is predicting the direction of stock market close price movement using financial news articles and historical price data. The study aims to investigate the impact of news articles on stock price movement and compare the effectiveness of using only historical prices, only news articles, and a combination of both.
Evaluation Strategy
The evaluation strategy involves using accuracy, ROC-AUC, and normalized cross-correlation (NCC) to assess the performance of the prediction models. While accuracy measures the correct predictions, ROC-AUC captures the discriminative power, and NCC evaluates the correlation between predicted and actual time series with respect to time lags or leads.
Dataset
https://drive.google.com/file/d/1BKMU6zvg_IDrxCC5a0tK2llc8I8J34qu/view
Resources
https://www.sciencedirect.com/science/article/pii/S0957417422015561