Analysis of S&P500 using News Headlines Applying Machine Learning Algorithms

Detalhes bibliográficos
Autor(a) principal: Herculano, Neftali Filipe Nunes
Data de Publicação: 2023
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/149741
Resumo: Dissertation presented as the partial requirement for obtaining a Master's degree in Information Management, specialization in Knowledge Management and Business Intelligence
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spelling Analysis of S&P500 using News Headlines Applying Machine Learning AlgorithmsMachine LearningS&P 500Sentiment AnalysisCorrelationVADERDissertation presented as the partial requirement for obtaining a Master's degree in Information Management, specialization in Knowledge Management and Business IntelligenceFinancial risk is in everyone’s life now, directly or indirectly impacting people´s daily life, empowering people on their decisions and the consequences of the same. This financial system comprises all the companies that produce and sell, making them an essential factor. This study addresses the impact people can have, by the news headlines written, on companies’ stock prices. S&P 500 is the index that will be studied in this research, compiling the biggest 500 companies in the USA and how the index can be affected by the News Articles written by humans from distinct and powerful Newspapers. Many people worldwide “play the game” of investing in stock prices, winning or losing much money. This study also tries to understand how strongly this news and the Index, previously mentioned, can be correlated. With the increased data available, it is necessary to have some computational power to help process all of this data. There it is when the machine learning methods can have a crucial involvement. For this is necessary to understand how these methods can be applied and influence the final decision of the human that always has the same question: Can stock prices be predicted? For that is necessary to understand first the correlation between news articles, one of the elements able to impact the stock prices, and the stock prices themselves. This study will focus on the correlation between News and S&P 500.Castelli, MauroRUNHerculano, Neftali Filipe Nunes2023-02-27T17:08:22Z2023-01-252023-01-25T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/149741TID:203237854enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:31:35Zoai:run.unl.pt:10362/149741Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:53:50.336533Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Analysis of S&P500 using News Headlines Applying Machine Learning Algorithms
title Analysis of S&P500 using News Headlines Applying Machine Learning Algorithms
spellingShingle Analysis of S&P500 using News Headlines Applying Machine Learning Algorithms
Herculano, Neftali Filipe Nunes
Machine Learning
S&P 500
Sentiment Analysis
Correlation
VADER
title_short Analysis of S&P500 using News Headlines Applying Machine Learning Algorithms
title_full Analysis of S&P500 using News Headlines Applying Machine Learning Algorithms
title_fullStr Analysis of S&P500 using News Headlines Applying Machine Learning Algorithms
title_full_unstemmed Analysis of S&P500 using News Headlines Applying Machine Learning Algorithms
title_sort Analysis of S&P500 using News Headlines Applying Machine Learning Algorithms
author Herculano, Neftali Filipe Nunes
author_facet Herculano, Neftali Filipe Nunes
author_role author
dc.contributor.none.fl_str_mv Castelli, Mauro
RUN
dc.contributor.author.fl_str_mv Herculano, Neftali Filipe Nunes
dc.subject.por.fl_str_mv Machine Learning
S&P 500
Sentiment Analysis
Correlation
VADER
topic Machine Learning
S&P 500
Sentiment Analysis
Correlation
VADER
description Dissertation presented as the partial requirement for obtaining a Master's degree in Information Management, specialization in Knowledge Management and Business Intelligence
publishDate 2023
dc.date.none.fl_str_mv 2023-02-27T17:08:22Z
2023-01-25
2023-01-25T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/149741
TID:203237854
url http://hdl.handle.net/10362/149741
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dc.language.iso.fl_str_mv eng
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