Napovedni model gibanja tržnih cen s pomočjo analize sentimenta : magistrsko delo

Pintarič, David

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Title:	Napovedni model gibanja tržnih cen s pomočjo analize sentimenta : magistrsko delo
Authors:	ID Pintarič, David (Author) ID Bošković, Borko (Mentor) More about this mentor... ID Brest, Janez (Comentor)
Files:	MAG_Pintaric_David_2022.pdf (5,53 MB) MD5: 5DEE1A18B78E27B25A15F3C609BD76E1
Language:	Slovenian
Work type:	Master's thesis/paper
Typology:	2.09 - Master's Thesis
Organization:	FERI - Faculty of Electrical Engineering and Computer Science
Abstract:	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.
Keywords:	procesiranje naravnega jezika, analiza sentimenta, trgovanje, napovedni model
Place of publishing:	Maribor
Place of performance:	Maribor
Publisher:	[D. Pintarič]
Year of publishing:	2022
Number of pages:	1 spletni vir (1 datoteka PDF (X, 46 f.))
PID:	20.500.12556/DKUM-82960
UDC:	004.8.021(043.2)
COBISS.SI-ID:	139673347
Publication date in DKUM:	25.10.2022
Views:	816
Downloads:	116
Metadata:
Categories:	KTFMB - FERI
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Licences

License:	CC BY-NC-ND 4.0, Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Link:	http://creativecommons.org/licenses/by-nc-nd/4.0/
Description:	The most restrictive Creative Commons license. This only allows people to download and share the work for no commercial gain and for no other purposes.
Licensing start date:	12.09.2022

Secondary language

Language:	English
Title:	Prediction model for market price movement using sentiment analysis
Abstract:	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.
Keywords:	natural language processing, sentiment analysis, trading, predictive model

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