目标是预测第二天的收盘价,close_price_shifted 作为预测的目标变量。
based on 3 different dataset: Y(基线),Y + finbert,Y + Vader
Target: choose a fit model
based on dev_set
based on test_set
数据时间范围:2015.1.1-2019-12-31
Source:
- https://www.kaggle.com/datasets/omermetinn/tweets-about-the-top-companies-from-2015-to-2020
- yahoo finance
FINAL/ ├── data/ │ ├── original/ │ ├── finbert/ │ └── output/ ├── models/ │ ├── finbert_GRU_model.pkl │ ├── finbert_LSTM_model.pkl │ ├── finbert_MLP_model.pkl | └── finbert_RNN_model.pkl ├── notebooks/ │ ├── SA-VADER.ipynb │ ├── SA-Finbert.ipynb | ├── DataPreprocession.ipynb │ ├── Experiment1.ipynb | ├── Experiment2.ipynb | └── Experiment3.ipynb └── README.md