April 23, 2020

News Sentiment Analysis (Part 2)

In the previous post, I’ve replicated Fraiberger et al (2018) for the Korean market to show that Reuter Korea related news have predictive power on the next day’s KOSPI 200...

Tags: python  NLP  keras 

April 17, 2020

News Sentiment Analysis (Part I)

There are a number of studies in the Finance literature, which point to the media as a predictive indicator of stock market movement. While the the earlier set of sentiment...

Tags: python  NLP  keras  webscraping 

March 22, 2020

Topic Relevance Among Korean Stocks

The interaction between media and stock market is a hot topic, which has received a lot of attention in the finance literature. In this post, I will utilize Latent Dirichlet...

Tags: python  NLP  LDA  lasso  webscraping