Build an automatic financial report analysis system to predict stock price movement

• Main Authors: Hao-Yu Chan, 詹皓宇
• Other Authors: Jorng-Tzong Horng
• Format: Others
• Language: en_US
• Published: 2016
• Online Access: http://ndltd.ncl.edu.tw/handle/4gt9d3

碩士 === 國立中央大學 === 資訊工程學系 === 104 === Recently, many research shows that news, reports, and social media is correlated to the stock market. 10-Q report is the quarterly report which must be submitted to the United States federal Securities and Exchange Commission. We use the 10-Q report offered in SEC’s website as our resource, these data provide such as management strategy, risk, and financial statements which can impact investors’ decision and stock price movement. As time goes on, it is clear that the SEC will gather many financial information about companies. How to use these information efficiently is becoming a significant concern. In this work, we design a hybrid system combine the information in Management discussion and analysis and fundamental analysis to predict stock price movement within 3 months.