Evaluation of Investors' Expectations about the Value of Companies through the Analysis of the Text of the News

Student: Efimov Dmitriy

Educational Programme: Financial Markets and Financial Institutions (Master)

Year of Graduation: 2019

In the work the link between news articles and the Russian stock market was analyzed. There was found a strong correlation between the frequency of mentioning companies in the news and trading volume, as well as price changes. Based on this, a model for analyzing the tone of news texts was built, predicting the growth of the share price. It was shown its effectiveness in comparison with the strategy of passive investment.

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