The goal of this project is to use the top, daily news headlines from Reddit to predict the movement of the Dow Jones Industrial Average. The data for this project spans from 2008-08-08 to 2016-07-01, and is from this Kaggle dataset.

The news from a given day will be used to predict the difference in opening price between that day, and the following day. This method is chosen because it should allow all of the day's news to be incorporated into the price compared to closing price, which could only incorporate the day's morning and afternoon news.

For this project, we will use GloVe to create our word embeddings and CNNs followed by LSTMs to build our model. This model is based off the work done in this paper https://www.aclweb.org/anthology/C/C16/C16-1229.pdf.

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To view my work most easily, click on the .ipynb link.

I wrote an article on Medium that explains some of the details of this project: link.