dc.contributor.advisor | Laha, A. K. | |
dc.contributor.author | Gupta, Amit | |
dc.contributor.author | Nigam, Sarthak | |
dc.contributor.author | Goswami, Shubham | |
dc.date.accessioned | 2019-08-19T22:37:56Z | |
dc.date.available | 2019-08-19T22:37:56Z | |
dc.date.issued | 2018 | |
dc.identifier.uri | http://hdl.handle.net/11718/22335 | |
dc.description.abstract | This project aims to examine the correlation between analyst predictions and stock market
prices. Analysts publish reports at regular intervals for many regularly traded stocks on the
market. The stock prices can then follow the predictions of the report or move in a completely
opposite direction. This project first tries to and out important points of change in the stock
price data using a probabilistic change point method given by adams et. al [2]. The change points
are then used as indicators of the analyst reports that need to be examined. The analyst reports
are examined using a text analysis technique called Latent Dirichlet Allocation[3] that gets
topics(a group of words with associated probabilities) from the reports. Finally, the similarity
in these topics is analyzed to and out the extent to which analyst reports are able to predict
the future performance of a stock. | en_US |
dc.publisher | Indian Institute of Management Ahmedabad | en_US |
dc.relation.ispartofseries | SP_2488 | en_US |
dc.subject | Analyst reports | en_US |
dc.subject | Bayesian online changepoint | en_US |
dc.subject | Latent Dirichlet Allocation | en_US |
dc.subject | Value Analysts | en_US |
dc.title | Relation between analyst reports and stock market prices | en_US |
dc.type | Student Project | en_US |