Wang, HongmingJohnson, Jaya2023-05-0420232023-05-032023Johnson, Jaya. 2023. Machine Learning for Financial Market Forecasting. Master's thesis, Harvard University Division of Continuing Education.30486584https://nrs.harvard.edu/URN-3:HUL.INSTREPOS:37375052Stock market forecasting continues to be an active area of research. In recent years machine learning algorithms have been applied to achieve better predictions. Using natural language processing (NLP), contextual information from unstructured data including news feeds, analysts calls and other online content have been used as indicators to improve prediction rates. In this work we compare traditional machine learning methods with more recent ones, including LSTM and FinBERT to assess improvements, challenges and future directions.application/pdfenBERTFinBERTLong Short Term Memory (LSTM)Natural Language Processing (NLP)Recurrent Neural Networks (RNN)Support Vector Machine (SVM)Computer scienceFinanceArtificial intelligenceThesis or Dissertation2023-05-04