Stock Trend Prediction
This study uses multiple linear regression (MLR) model and artificial neural network (ANN) model to predict stock price trend, taking TSMC, a company with a large amount of news, as the study object. Collecting TSMC historical stock price, news, and financial statements. we crawl financial news published by various newspapers from January 1, 2017 to December 31, 2021. We tag financial news as two major categories: "TSMC Related News" and "Market Related News” and calculate the news sentiment scores of the two major categories using a customized sentiment analysis dictionary.
