02916ntm a22004937i 4500 000682049 CZ-PrVSE 20210206111302.0 m d cr n|||||||||| 210206s2021 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Matoušek, Martin ISIS:119499 dis Vývoj sentimentu a jeho efekt na ceny aktiv eng The Evolution of Semantics and its Effect on Asset Prices / Martin Matoušek 2021 ?? stran : digital, PDF soubor Vedoucí práce: Milan Fičura Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2021 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2021 Advances in natural language processing culminated in the advent of language models based on transformers that surpass even humans in certain language benchmarking tasks. Their domain-specific derivatives show promising results also when applied to financial texts. But research in this domain is sparse. Prior research works with former models, simple features and open-source data. This thesis proposes an approach of applying a language model on a large-scale custom-made dataset of financial news articles. This approach combines progress in machine learning, natural language processing and model interpretability to help better understand and estimate the effect of investor sentiment with regards to stock price forecasting. The proposed end-to-end approach can be utilized in a trading strategy that outperforms the market but suffers from high volatility. Experimental results show that sentiment extracted from articles influences next day returns, a relationship that is amplified by the length of the article. Způsob přístupu: Internet finance [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas sentiment analysis stock price prediction language model Fičura, Milan vse2015859798 ths Vyletelka, Michal ISIS:151721 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 dgg https://insis.vse.cz/zp/72407/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/72407 Hlavní práce https://insis.vse.cz/zp/72407/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/72407/posudek/oponent/69327 Oponentura https://insis.vse.cz/zp/72407/podrobnosti dc:identifier NEPOSILAT VSKP vse72407 210205 72407