Financial Sentiment Analysis Through Public Disclosures

Financial Sentiment Analysis Through Public Disclosures

In this project I am using the public disclosure documents as an indicator to the stock price change of the following day. I investigate the relation between the words that constitute the report and the outcome of the following day. 
I represent the reports as bag-of-words, which enables Naive Bayes method to calculate weights for each words. Those calculated weights are later to be used as an evaluation tool for each individual report's effect on the change of stock price for the following days.

Project Poster: 

Project Members: 

İrem Ulutaş

Project Advisor: 

Ali Taylan Cemgil

Project Status: 

Project Year: 

  • Fall

Contact us

Department of Computer Engineering, Boğaziçi University,
34342 Bebek, Istanbul, Turkey

  • Phone: +90 212 359 45 23/24
  • Fax: +90 212 2872461

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