Stocks Tweets Project

The research aimed at finding correlation between tweets and future stock prices.
Details and results in the Project Description.

File descriptions

Part 1 (Analysis and Enhancing Results from the Article)

Naive_Bayes_from_paper.ipynb

Reproduction and improvement results from the related article.

Part 2 (Introducing New Dataset and Models)

nb010_create_labels_for_tweets.ipynb

Prepare new dataset with corrected preprocessing and labeling.

nb200_model-ant1-RNN-with-Optuna.ipynb

Draft of train and test RNN (LSTM / GRU) with Optuna tuning. Currently not finished yet.

nb250_model_catboost_transformer.ipynb

Train and test CatBoost and Tranformer (Roberta) models.

nb310_model-blend.ipynb

Train and test Naive Bayes model. Creating ensemble of 3 models (Naive Bayes, CatBoost, Transformer).

nb320_added_business_metrics.ipynb

Calculate business metrics (profit, Sharpe Ratio, etc.) for the specified data and model parameters. The notebook could be launched either manually or in the batch mode (nb320_batch_launch.sh).