PREDICTION OF STOCK TRADING SYSTEM USING NEWS AND USER FEEDBACK
Abstract
An automated framework for soothsaying the stock market investment is presented on this
paper. It is intended to analyze the share predicated on day, week, month, and yearly substructure.The
framework analyses the shares predicated on the RSS feeds from the news. The RSS tracker is implemented
via the API associated with it. Only the financial market alone is focused through the RSS tracker. Though to
make still utilizer amicable and convenient to the utilizer, the utilizer interest about the particular few tasks
are amassed from the utilizer at the initial stage, and the RSS is obtained only for that particular stocks. The
key conception of this project is to offer a secured and remuneratively lucrative platform to the investors in
order to make a positive gain towards their share on return. The presage and suggestion is mainly predicated
on the impact of a share about its liquidity flow and the news events about the particular share. Since the
presage cannot be preceded only with the news events, the concept of obtaining the utilizer feedback from the
authentic time shareholders is introduced. The feedback about each and every task is obtained and converted
in terms of ration and stored on the backend databases. Hence determinately both datasets (via RSS and
Utilizer feedback) are analyzed via genetic programming and the shares are suggested for a utilizer. The
impact of news on liquidity and automated trading is critically examined. Determinately we explore the
interaction between manual and automated trading.
Downloads
References
J. Borsje, F. Hogenboom, and F. Frasincar, “Semi-Automatic Financial Events Discovery Based on Lexico-Semantic Patterns,” Int’l J. Web Eng. and Technology, vol. 6, no. 2, pp. 115-140, 2010.
W. IJntema, J. Sangers, F. Hogenboom, and F. Frasincar, “A Lexico-Semantic Pattern Language for Learning Ontology Instances From Text,” J. Web Semantics: Science, Services and Agents on the World Wide Web, vol. 15, no. 1, pp. 37-50, 2012.
S.R. Das and M.Y. Chen, “Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web,” Management Science, vol. 53, no. 9, pp. 1375-1388, 2007.
M. Cecchini, H. Aytug, G.J. Koehler, and P. Pathak, “Making Words Work: Using Financial Text as a Predictor of Financial Events,” Decision Support Systems, vol. 50, no. 1, pp. 64-175, 2010.
P.C. Tetlock, “Giving Content to Investor Sentiment: The Role of Media in the Stock Market,” J. Finance, vol. 62, no. 3, pp. 1139-1168, 2007.
P.C. Tetlock, “More than Words: Quantifying Language toMeasure Firms’ Fundamentals,” J. Finance, vol. 63, no. 3, pp. 1437-1467, 2008.
W. Leigh, R. Purvis, and J.M. Ragusa, “Forecasting the NYSE Composite Index with Technical Analysis, Pattern Recognizer, Neural Network, and Genetic Algorithm: A Case Studyin Romantic Decision Support,” Decision Support Systems, vol. 32, no. 4,pp. 361-377, 2002.

This work is licensed under a Creative Commons Attribution 4.0 International License.
By submitting a manuscript to IJRDO – Journal of Business Management, the author(s) confirm that the work is original and does not infringe upon any existing copyrights or third-party rights.
Authors retain responsibility for the content of their work. In cases of proven ethical misconduct such as plagiarism or duplicate publication, the journal reserves the right to take appropriate action, which may include correction or retraction, in accordance with publication ethics.

This work is licensed under a