Covid Vaccine Company Stock Prediction

Motivation

Covid-19 has been influencing the world for a bit more than one year. The world has been heavily impacted by the pandemic and many have suffered from the change in society. Biotechnology companies have been racing to develop the vaccine in order to help society to get back on track. Nonetheless, there exists great profit behind the vaccine development race. We would like to take a closer look at the major biotechnology companies that are developing Covid-19 vaccines and aim to predict their stock price.

Tasks and Goals

In this project, we are looking at six biotechnology companies that are developing Covid-19 vaccines. These companies are BioNTech(BNTX), Pfizer(PFE), Moderna(MRNA), Novavax(NVAX), Johnson&Johnson(JNJ), and AstraZeneca(AZN). We aim to use a variety of different sources to build a comprehensive model that helps us to predict the stock price of these six companies.

Exploratory Data Analysis

We break down our EDA into two big sections base on the two datasets we obtained for the current stage of the project.

Preprocessing

Since text data cannot be directly used in our RNN model, we need to clean the raw data first. We mainly use the Gensim library to preprocess the text data. Gensim focuses on topic modeling and it is used for natural language preprocessing. By using gensim parsing preprocessing, we removed punctuation, duplicated white spaces, numbers, stopwords, and stemmed the text.

Baseline Models

With some basic analysis completed for our existing data, we decided to test out some baseline models and see if we can get some decent results.

Advanced Models

Tri-Attention GRU Model

Conclusion

In this project, we have tried to use tweet data to predict stock price. We have attempted different models including LSTM, GRU, Tri-Attention model (GRU, BERT). We have received some decent results at the very end.

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