A correlational study between the factors of US presidential speeches and fluctuations in the S&P 500 index using machine learning and econometric methods
This is a working research project in persuit of my masters degree in economics.
I am performing text data collection, cleaning, sentiment analysis and text vectorisation through Python methods.
Feature extraction on financial data is performed in R using econometric methods.
Data piping and machine learning are completed in Python. The main script is a Python script that can call R code.
The core concern of this project is my education in financial analysis, natural language processing and machine learning.