Machine learning / NLP

PRISCA SPY Predictor

A collaborative forecasting pipeline combining historical market data and financial-news sentiment to predict the next SPY opening price.

Historical prices and news sentiment feed an XGBoost model to forecast the next SPY opening price.FORECASTING PIPELINEPRICE HISTORYNEWS SENTIMENTXGBoostNEXT OPENPRISCA / MACHINE LEARNING + NLP

PROJECT CONCEPT / MACHINE LEARNING / NLP

Contribution
ML development & team leadership
Context
Break Through Tech AI Studio
Period
2025

The idea

PRISCA explores whether financial-news sentiment adds useful information to a next-day SPY opening-price forecast. Developed with a six-person AI Studio team, the project combines a price-data pipeline, NLP features, regression models, and a web interface.

The approach

Historical price features and news sentiment from VADER and FinBERT feed tree-based regression models. Model comparison and SHAP analysis help the team understand which inputs contribute to the forecast.

My contribution

  • Contributed machine learning development, model training, and optimization.
  • Helped coordinate the team as my role evolved from project management to technical leadership.
  • Worked on feature preparation and evaluation alongside teammates responsible for sentiment analysis, data processing, and the application.

What I learned

The project reinforced the value of strong baselines and interpretable evaluation. Prior-price features were more influential than sentiment in the documented experiments.