felixkung / stock-price-predictions Goto Github PK

This project forked from amratansh/stock-price-predictions

We compiled the analyst reports from Morningstar for 15 largest companies in retail and technology sector and extracted the specific text. Then extracteed sentiments using VADER general sentiment lexicon and through Loughran and MCdonald financial sentiment lexicon. S&P Capital IQ and Yahoo Finance was also our data source. We applied statistical modeling, both linear and logisitc regressions to predict the percentage change in the stock price from day of publication of report to 3 time periods and our model showed some sigificant results with over 95% accuracy and validated our hypothesis.