20.500.12556/DKUM-82960 Napovedni model gibanja tržnih cen s pomočjo analize sentimenta magistrsko delo Prediction model for market price movement using sentiment analysis Na svetu obstajajo številni trgi, kjer lahko kupci in prodajalci trgujejo s finančnimi inštrumenti. Ker se cene na trgih neprestano spreminjajo, lahko to lastnost, ki jo imenujemo nestanovitnost, izkoristimo in, če imamo pravilno napoved, ustvarimo profit. V sklopu magistrskega dela se problema pravilne napovedi lotimo z uporabo analize sentimenta in jezikovnih tehnologij. S pomočjo objav uporabnikov na socialnem omrežju Twitter izdelamo model, ki napove gibanje tržne cene kriptovalute Bitcoin. Preizkusimo več različnih algoritmov za klasifikacijo sentimenta. Najboljše rezultate dosežemo z metodo podpornih vektorjev. Ugotovimo, da sta izdelan model in analiza sentimenta uporabna za napoved tržne cene, vendar sama po sebi nista dovolj natančna, da bi ju lahko uporabili kot edini kazalnik. Oba sta bolj primerna kot del večjega sistema za podporo pri odločanju. There are numerous markets in the world where buyers and sellers can trade financial instruments. Since prices in the markets are constantly changing, which is called volatility, we can take an advantage of it and, if we have the right prediction, make a profit. As part of the Master's thesis, we tackle the problem of correct prediction by using sentiment analysis and language technologies. Using the posts of users on the social network Twitter, we create a model that predicts the movement of the market price of the cryptocurrency Bitcoin. We test multiple different sentiment classification algorithms. The best results are achieved with a support vector machine. We find that the constructed model and sentiment analysis are useful for market price prediction, but they are not accurate enough to be used as a sole indicator. Both are better suited as part of a larger decision support system. procesiranje naravnega jezika analiza sentimenta trgovanje napovedni model natural language processing sentiment analysis trading predictive model true true false [D. Pintarič] Slovenski jezik Angleški jezik Magistrsko delo/naloga 2022-09-12 10:36:42 2022-10-25 08:53:51 2023-01-28 03:10:09 0000-00-00 00:00:00 2022 0 Maribor 0 Maribor 1 spletni vir (1 datoteka PDF (X, 46 f.)) 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 004.8.021(043.2) 139673347 MAG_Pintaric_David_2022.pdf MAG_Pintaric_David_2022.pdf 1 5DEE1A18B78E27B25A15F3C609BD76E1 221706677f8840d478fd6c0847cb74e251921bca80bde78bdef24efdf173efe2 2ba7fee7-327f-11ed-9b90-00155d000105 https://dk.um.si/Dokument.php?lang=slv&id=162372 Fakulteta za elektrotehniko, računalništvo in informatiko 0 0 0