Stock Price Change Words
Budget: $30 – $250 USD
Tasks
For every transaction, extract from the Merger_Acquisitions_Stock_Prices files the closing stock price on the announced date of the acquisition, and divide it by the prior day's closing price to produce the stock price change ratio.
From the spreadsheet of acquisitions constructed from the HTML extractions, filter the words from the text fields with a stopword list.
Record for each word the stock price ratio for the day in which it appears.
In each yearly spreadsheet, correlate word frequency with the stock price change ratio.
Cluster-analyze the curves across the 28 yearly series. See this article for the approach. The R code for the article is here. Hyndman recommends a more recent package, tsfeatures.
For every transaction, extract from the Merger_Acquisitions_Stock_Prices files the closing stock price on the announced date of the acquisition, and divide it by the prior day's closing price to produce the stock price change ratio.
From the spreadsheet of acquisitions constructed from the HTML extractions, filter the words from the text fields with a stopword list.
Record for each word the stock price ratio for the day in which it appears.
In each yearly spreadsheet, correlate word frequency with the stock price change ratio.
Cluster-analyze the curves across the 28 yearly series. See this article for the approach. The R code for the article is here. Hyndman recommends a more recent package, tsfeatures.
Related categories:
R Programming Language