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industry?  It  is  also  another  question  that  creates  lots  of  opportunities  in  the  area  of
          research to create models with accuracy that help answer these questions.
          Nowadays,  stock  movement  prediction  has  been  the  main  source  of  interest  for
          numerous researchers due to its random nature, complexity and economic rewards. The
          Current study is based on an idea generated by the researcher who has been trading in
          the share market by just taking tips from friends, without any further analysis for the last
          five  years.  Sometimes,  the  researcher  has  born  big  loss  of  his  money.  Hence,  the
          researcher has decided to make a model which can help investors to make any type of
          trading  decisions  in  the  stock  market  and  protect  the  investors  from  future  wealth
          destruction.  The  main  objective  of  the  proposed  study  is  to  find  short-term  trading
          opportunities  by  using  the  sentimental  and technical parameters  which can further  be
          used by retail investors for taking trades in the stock market for making wealth.

          In the present study, three important industries namely pharmaceutical, real estate and
          bank are taken as samples for three stocks in the benchmark. This study covers  data
          from more than 5 Lakh feeds taken from social media from 1st January 2018 to 31st July
          2021 to train the model. The feed will be used to extract the features of importance in
          prediction  through  the  text  mining  process.  Furthermore,  feature  extraction  is  done
          through  a  sensitivity  score  algorithm  to  calculate  the  sentiment  score,  impact  and
          semantic classification of the users’ views.
          The  total  data  set  is  split  into  two  parts  as  training  and  testing  sets.  The  K-fold
          methodology is used for the same. Six machine learning methods, namely KNN, Decision
          Tree, Neural Network, SVM, Logistic regression, and Random Forest, are used to create a
          hybrid  model  of  prediction  buy  and  sell  call  for  the  particular  equity  share.  The  main
          contribution  of  the  study  is  to  increase  accuracy  from  73  to  89  percent  to  more  than
          89.41  percent  in  each  equity  share  prediction  of  buy  or  sell  call.  This  hybrid  model
          specifically  focuses  on buying part  to protect  investors  from  future  wealth destruction
          through sentiment analysis.
          The  proposed  hybrid  model  is  based  on  customized  ensemble  stacking  technique  in
          which  sentimental  and  technical  parameters  are  used  as  input  parameters  for  the
          training and testing of the model. It consists of two layers, in first layer, six heterogeneous
          machine learning algorithms such as KNN, decision tree, support vector machine, logistic
          regression, neural network and random forest are used as base learners for the training
          process  by  using  the  training  data.  In  second  layer,  the  output  of  base  learners  is
          aggregated by using the meta-learner to make the final prediction.
          The entire thesis is divided into five chapters to discuss what, how, and why for a detailed,
          in-depth discussion. In chapters 1 and 2, introductions to the study are covered with the

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