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Christina Anthony edited this page Apr 16, 2018 · 2 revisions

Welcome to the Practicum wiki!

Data Collection

API calls
Sentiment analysis
- Removal of stop words
- Lemmatization
- Sentiment scoring
  - Individual words
  - Articles
  - Publication dates
Bitcoin prices

Analysis

Relationship between news sentiment and market movement
News sentiment feedback effect hypothesis
- The contemporaneous relationship between news sentiment and market movement
- Linear regression across different time lags
- Vector autoregression (VAR) model
- Granger causality test

Discussion

Summary of findings
Limitations
Future projects

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