Stock price forecasting and news sentiment analysis model using artificial neural network

Somesh Yadav, Ritesh Singh Suhag, K. V. Sriram

Research output: Contribution to journalArticlepeer-review

Abstract

The stock market is highly volatile, and the prediction of stock prices has always been an area of interest to many statisticians and researchers. This study is an attempt to predict the prices of stock using artificial neural network (ANN). Three models have been built, one for the future prediction of stock prices based on previous trends, the second for prediction of next day closing price based on today's opening price, and the third one analyses the sentiment of news articles and gives scores based on the news impact. ANN is trained with the historical data using R-studio platform which is then used to predict the future values. Our experimental results for various stock prices showed that the model is effective using ANN.

Original languageEnglish
Pages (from-to)113-133
Number of pages21
JournalInternational Journal of Business Intelligence and Data Mining
Volume19
Issue number1
DOIs
Publication statusPublished - 2021

All Science Journal Classification (ASJC) codes

  • Management Information Systems
  • Statistics, Probability and Uncertainty
  • Information Systems and Management

Fingerprint

Dive into the research topics of 'Stock price forecasting and news sentiment analysis model using artificial neural network'. Together they form a unique fingerprint.

Cite this