ETDs

This collection includes most of the ASU Theses and Dissertations from 2011 to present. ASU Theses and Dissertations are available in downloadable PDF format; however, a small percentage of items are under embargo. Information about the dissertations/theses includes degree information, committee members, an abstract, supporting data or media.

In addition to the electronic theses found in the ASU Digital Repository, ASU Theses and Dissertations can be found in the ASU Library Catalog.

Dissertations and Theses granted by Arizona State University are archived and made available through a joint effort of the ASU Graduate College and the ASU Libraries. For more information or questions about this collection contact or visit the Digital Repository ETD Library Guide or contact the ASU Graduate College at gradformat@asu.edu.

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Sentiment analysis for long-term stock prediction

Description
There have been extensive research in how news and twitter feeds can affect the outcome of a given stock. However, a majority of this research has studied the short term effects of sentiment with a given stock price. Within this research, I studied the long-term effects of a…

There have been extensive research in how news and twitter feeds can affect the outcome of a given stock. However, a majority of this research has studied the short term effects of sentiment with a given stock price. Within this research, I studied the long-term effects of a given stock price using fundamental analysis techniques. Within this research, I collected both sentiment data and fundamental data for Apple Inc., Microsoft Corp., and Peabody Energy Corp. Using a neural network algorithm, I found that sentiment does have an effect on the annual growth of these companies but the fundamentals are more relevant when determining overall growth. The stocks which show more consistent growth hold more importance on the previous year’s stock price but companies which have less consistency in their growth showed more reliance on the revenue growth and sentiment on the overall company and CEO. I discuss how I collected my research data and used a multi-layered perceptron to predict a threshold growth of a given stock. The threshold used for this particular research was 10%. I then showed the prediction of this threshold using my perceptron and afterwards, perform an f anova test on my choice of features. The results showed the fundamentals being the better predictor of stock information but fundamentals came in a close second in several cases, proving sentiment does hold an effect over long term growth.
ContributorsReeves, Tyler Joseph (Author) / Davulcu, Hasan (Thesis advisor) / Baral, Chitta (Committee member) / Cesta, John (Committee member) / Arizona State University (Publisher)
Created2016