Live NLP predictions: Danske Bank stock price and news correlation (every 5 min. during open market hours)

Predicting whether a stock price goes up/constant OR down can be derived from correlation between price and media news:

Top NLP model features:

feature                  Coefficient
 grønland politi         0.491290   
 avis toldkrig           0.458464   
 toldkrig forsket        0.458464   
 felt diplomati          0.431167   
 maga restaurant         0.419194   
 følge grønland          0.407222   
 hans følge              0.407222   
 vance hans              0.407222   
 scenarier regering      0.390642   
 oprustningen grønlands  0.373365   

Tail NLP model features:

feature                  Coefficient
 salg international     -0.368322   
 deportation diplomati  -0.371043   
 nogensinde bilgiganter -0.371043   
 kampen forsket         -0.386820   
 alt modedirektør       -0.390257   
 oprustningen aldrig    -0.393459   
 andre timer            -0.424452   
 bilpriser pete         -0.448137   
 pris raket             -0.528587   
 møder studie           -0.777549   

Description: "1" when stock price value rise or stays the same "0" when stock price value decrease. A new model is trained every 5 minutes based on newest data.

Model performance: confusion matrix

Description: look at off-diagonal values like false positives that should be close to zero.

Same confusion matrix in colors

Description: look at off-diagonal values like false positives that should be close to zero.