Big Data Analytics, Sentiment, and Stock Return

Students

2020
Engineering and Applied Sciences

Faculty

Assistant Professor of Operations and Information Management

Project Summary

I worked with Professor Lynn Wu of the Operations, Information, and Decisions Department and a fellow PURM student on a project involving big data analytics, sentiment, and stock return. Our goal is to write scripts to mine through hundreds of thousands of public financial documents and perform sentiment analysis to extract more information about CEO traits and other intangible firm characteristics. We would also utilize machine learning on historical data to predict stock performance.

This project was a really enriching experience – I was able to both gain exposure to the research process and develop my technical skills. Research, in particular this project, required more independence, which allowed me to make many of the major decisions of what to implement and how to do it. I learned how to program in Python, work with terminal commands, and perform basic machine learning. In addition, I was able to familiarize myself with the financial industry, an area that I am very interested in, but lacked the exposure to in my freshman engineering classes.

I would highly recommend PURM to anyone interested in trying out research or interested in exploring an area/industry more deeply as it is an incredibly rewarding experience.