Computational Linguistics Commons^™

Predicting Stock Price Movements Using Sentiment And Subjectivity Analyses, Andrew Kirby

Dissertations, Theses, and Capstone Projects

In a quick search online, one can find many tools which use information from news headlines to make predictions concerning the trajectory of a given stock. But what if we went further, looking instead into the text of the article, to extract this and other information? Here, the goal is to extract the sentence in which a stock ticker symbol is mentioned from a news article, then determine sentiment and subjectivity values from that sentence, and finally make a prediction on whether or not the value of that stock will go up or not in a 24-hour timespan. Bloomberg News …