News Index in Stock Market Dinamic

Student: Pitenin Vladimir

Educational Programme: Financial Engineering (Master)

Year of Graduation: 2018

This work seeks to create an automated news feed analysis system. Its scope includes text sentiment evaluation and index calculation methods. Along with the analysis of existing studies on this subject (predominantly American market-related) it also includes comments on their methodology and results. In the conclusion we will calculate news feed sentiment index for public companies listed on Moscow stock exchange and match it with stock price of these companies.

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