{"id":50668952,"url":"https://github.com/intel00000/news-vol-forecast","last_synced_at":"2026-06-08T09:01:45.427Z","repository":{"id":351495777,"uuid":"1204180347","full_name":"intel00000/News-Vol-Forecast","owner":"intel00000","description":null,"archived":false,"fork":false,"pushed_at":"2026-04-23T19:52:22.000Z","size":1004,"stargazers_count":0,"open_issues_count":0,"forks_count":0,"subscribers_count":0,"default_branch":"main","last_synced_at":"2026-04-23T21:30:27.896Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/intel00000.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null,"notice":null,"maintainers":null,"copyright":null,"agents":null,"dco":null,"cla":null}},"created_at":"2026-04-07T19:09:03.000Z","updated_at":"2026-04-23T19:52:26.000Z","dependencies_parsed_at":null,"dependency_job_id":null,"html_url":"https://github.com/intel00000/News-Vol-Forecast","commit_stats":null,"previous_names":["intel00000/news-vol-forecast"],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/intel00000/News-Vol-Forecast","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/intel00000%2FNews-Vol-Forecast","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/intel00000%2FNews-Vol-Forecast/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/intel00000%2FNews-Vol-Forecast/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/intel00000%2FNews-Vol-Forecast/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/intel00000","download_url":"https://codeload.github.com/intel00000/News-Vol-Forecast/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/intel00000%2FNews-Vol-Forecast/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":34055249,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-05-26T15:22:16.424Z","status":"online","status_checked_at":"2026-06-08T02:00:07.615Z","response_time":111,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2026-06-08T09:01:44.124Z","updated_at":"2026-06-08T09:01:45.413Z","avatar_url":"https://github.com/intel00000.png","language":"Jupyter Notebook","funding_links":[],"categories":[],"sub_categories":[],"readme":"# News-Vol-Forecast\n\nFusing news headlines and market data for multimodal stock volatility forecasting.\n\n## Base Dataset\n\n- **Source**: Kaggle — news headlines paired with OHLCV windows\n- **Structure**: each row = one headline + 10-day pre-event OHLCV + 1-day post-event\n- **Raw size**: ~850k rows across ~3,580 unique tickers\n- **Link**: [https://www.kaggle.com/datasets/miguelaenlle/massive-stock-news-analysis-db-for-nlpbacktests](https://www.kaggle.com/datasets/miguelaenlle/massive-stock-news-analysis-db-for-nlpbacktests)\n\n## Initial Data Curation and Cleaning\n\n| Step | Output | Rows |\n| ---- | ------ | ---- |\n| Filter to EQUITY only (drop ETF, MutualFund) | `ticker_quotetype.csv` | 653,926 |\n| Join sector \u0026 industry from yfinance | `ticker_metadata.csv` | N/A |\n| Drop tickers with missing metadata (14 tickers) | `expanded_equities.csv/parquet` | 650,985 |\n| Deduplicate to stock-day level (intermediate, not saved) | — | 381,047 |\n| Fetch earnings dates from yfinance (1,819 tickers, 129k records) | `earnings_dates.csv` | 129,627 |\n| Inner join stock-day with earnings (33.5% match rate) | `earnings_ONLY_joint.parquet` | 43,268 |\n\n## Key Files\n\n```text\nproject/\n├── helper.py                            # all fetch, EDA, and utility functions\n├── data_curation.ipynb                  # step-by-step curation notebook\n└── EDA/\n    ├── original_data/                   # raw Kaggle CSVs\n    └── data/\n        ├── expanded_equities.parquet    # news-centric equity dataset (650k rows x 61 cols)\n        ├── earnings_ONLY_joint.parquet  # OHLCV rows matched to earnings events (43k rows x 62 cols)\n        ├── ticker_quotetype.csv         # quote type per ticker\n        ├── ticker_metadata.csv          # sector \u0026 industry per ticker\n        └── earnings_dates.csv           # earnings dates with EPS estimate/actual/surprise\n```\n\n## Environment\n\n- Python 3.12, managed with [uv](https://github.com/astral-sh/uv)\n- Notebooks currently run on Google Colab with Google Drive persistence\n\n```bash\nuv sync\n```\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fintel00000%2Fnews-vol-forecast","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fintel00000%2Fnews-vol-forecast","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fintel00000%2Fnews-vol-forecast/lists"}