fin-algo-lake-ai / stocks-tweets-project

The project to find correlation between tweets and future stock prices

Stocks Tweets Project

The research aimed at finding correlation between tweets and future stock prices.
Details and results in the Project Description.

File descriptions

Part 1 (Analysis and Enhancing Results from the Article)

Naive_Bayes_from_paper.ipynb

Reproduction and improvement results from the related article.

Part 2 (Introducing New Dataset and Models)

nb010_create_labels_for_tweets.ipynb

Prepare new dataset with corrected preprocessing and labeling.

nb200_model-ant1-RNN-with-Optuna.ipynb

Draft of train and test RNN (LSTM / GRU) with Optuna tuning. Currently not finished yet.

nb250_model_catboost_transformer.ipynb

Train and test CatBoost and Tranformer (Roberta) models.

nb310_model-blend.ipynb

Train and test Naive Bayes model. Creating ensemble of 3 models (Naive Bayes, CatBoost, Transformer).

nb320_added_business_metrics.ipynb

Calculate business metrics (profit, Sharpe Ratio, etc.) for the specified data and model parameters. The notebook could be launched either manually or in the batch mode (nb320_batch_launch.sh).