liuyanjun-001's starred repositories
redditStockSentimentAnalysis
Sentiment analysis on retail investors individual stocks on reddit
Financial-Market-News-Sentiment-Analysis
Financial market news sentiment analysis uses NLP and ML to analyze sentiment in financial news. It helps understand investor sentiment, market trends, and make informed decisions.
SentimentAnalysis
Repository for the sentiment analysis component, which was a part of my bachelor's thesis "Herding Behaviour and Investor Sentiment".
Investor-Sentiments
Forecasting bullish investor sentiment using weekly sentiment data from Quandl
sentiment-analysis
Impact of Tesla News and Investor Sentiment on Stock Price
StockEmotions
Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI 2023 Bridge (AI for Financial Services).
HighFrequencyEconometrics-HAR-vs.-Neural-Networks
Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performance of the two models (HAR & Neural Networks). - The data used in this project is 2 years worth of intraday 5-minute realized volatility (See: Sheppard, Patton, Liu, 2012) from 20 Dow Jones stocks, that has been scrutinized using bivariate analysis and manipulation into a single dimension.
Time-series-deep-learning
Developing Deep learning LSTM, BiLSTM models, and NeuralProphet for multi-step time-series forecasting of stock price.
Predicting-unemployment-rates-with-Twitter-sentiment
A recurrent LSTM neural network takes as input weekly US unemployment rates, twitter sentiment scores and covid-19 cases to predict one-week-ahead unemployment rates
HAR-models-forecasting-realized-volatility-in-US-stocks
heterogenous autoregressive (HAR) models of Bollerslev et al. (2016) implemented in R to forecast the intraday measure of realized volatilty in select US stocks
QuantitaveFinanceExamplesPy
Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).