suchkow/news-sentiment-analysis-for-market-prediction

Prediction of Securities

This project contains various files that were generated during the time of creation of the course work

Project Structure

data/stocks

• CSV Files: Various CSV files containing stock data and sentiment scores.

  • nytimes.csv: sentiment scores from NYTimes.
  • reuters.csv: sentiment scores from Reuters.
  • final_data/: Contains final processed stock data for specific companies plus sentiments form NYT AND REUTERS. These files were used on Kaggle to optimise and test models.
    • AAPL.csv: Apple Inc. stock data.
    • JPM.csv: JPMorgan Chase & Co. stock data.
    • PG.csv: Procter & Gamble Co. stock data.
    • TM.csv: Toyota Motor Corporation stock data.
    • XOM.csv: Exxon Mobil Corporation stock data.

• Python Scripts: Scripts related to data preprocessing and sentiment analysis.

  • preprocessing.py: Script for preprocessing stock data.
  • stock_loader.py: Script for loading stock data.
  • __init__.py: Initialization file for the package.

notebooks

• Local: Contains local Jupiter notebooks that were used for early stages of optimisation and testing
• nyt_titles_loader.ipynb: one of the files for web scraping, there were too many to include, also they were spread out across colab, kaggle
• Other files showcase early attempts to use torch with optuna to tune RNNs
• Kaggle: Contains files from kaggle, later stages optimisation using GPU, Pruning callbakcs of Keras and XGBoost
• regression_plots_and_metrics.ipynb: final values and plots used in the report
• classification_plots_and_metrics.ipynb: final values and plots used in the report

rnn_model

• Using Keras: Contains RNN models implemented using Keras.

  • models.py: Model getters
  • optimise.py: Optimisation for keras, only functions, the optimisation was done in Kaggle using their Tesla P100 GPU
  • __init__.py: Initialization file for the package.

• Using Torch: Contains RNN models implemented using PyTorch.

  • classification.py: Classification RNN models using PyTorch.
  • early_stopping.py: Early stopping utility for RNN models in PyTorch.
  • loaders.py: Data loaders for RNN models in PyTorch.
  • optimise.py: Optimization routines for RNN models in PyTorch.
  • regression.py: Regression RNN models using PyTorch.
  • train_eval.py: Training and evaluation scripts for RNN models in PyTorch.
  • __init__.py: Initialization file for the package.

utils

• Utility Scripts: Various utility scripts to support the main functionality.
  • sequences.py: Utility functions for getting sequences.
  • stock_loader_utils.py: Utility functions for loading stock data.
  • torch_train_util.py: Utility functions for training PyTorch models.
  • utils.py: General utility functions.
  • __init__.py: Initialization file for the package.