News Sentiment index

News Index Using News Big Data and KR-FinBert-SC Sensibility Classification Model

Data Source

Positive and negative classification in economic news using deep learning sentiment classification model
News sentiment index using Business Survey Index(BSI) calculation formula
Seasonal Adjustment with ARIMA x13
Calculation of cyclic variation using Double HP
Momentum Investment Strategy Using News Index and Momentum Score

이긍희, Business Cycle Indicator using News Big Data: Compilation of the BIG KINDS News Business Index (2017)
김규성, Statistical Properties of Business Survey Index (2010)
Lothian, J. and Morry, M. (1978) A Set of Quality Control Statistics for the X11- ARIMA88 Seasonal Adjustment Method
삼성증권, 경기 국면에 따른 리스크 팩터 배분 전략 (2022)

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model		model
src		src
.gitignore		.gitignore
README.md		README.md
main.py		main.py