README.md

Market-Trend-Prediction

This is a project of build knowledge graph course. The project leverages historical stock price, and integrates social media listening from customers to predict market Trend On Dow Jones Industrial Average (DJIA).

Data period: Aug 1, 2016 to Oct 31, 2017. Data range for DJIA: Aug 1, 2016 to Nov 30, 2017. Data Source: Business Insider (record no.: 2,017), Reddit finance(4,383), facebook (11,528), yahoo finance(10,478), Twitter(24,271) Structure Data: Facebook, Twritter.

Predict Results:

1. Please refer this link to the Jupyter code for prediction results with social media information as part of input features.

2. Please refer this link to the Jupyter code for prediction results without social media information as input features.

T+1 Prediction
              precision    recall  f1-score   support

Decrease       0.00      0.00      0.00         7
Increase       0.70      1.00      0.82        16

avg / total    0.48      0.70      0.57        23

T+30 Prediction
              precision    recall  f1-score   support

Increase       1.00      1.00      1.00        23

avg / total    1.00      1.00      1.00        23 

Team members:

Cheng-Lin Li & YuCheng Guo

Date: Project kick off date

Oct., 2017@University of Southern California