An Aggregator Framework for Transforming Big Data in Real-Time using PT-INDRNN

The prediction of stock market prices based on the financial text sentiment classification using Machine Learning (ML) and Deep Learning (DL) models is becoming popular among researchers in the era of Big Data (BD). Nevertheless, owing to the lack of extensive analysis, most of the developed ML and DL models failed to achieve better classification results. Thus, for the real-time prediction of the polarity of the stock price, a Probability Tanh-Independently Recurrent Neural Network (PT-IndRNN)-based classification of the sentiment of the financial text data of Twitter is proposed to solve this problem. Primarily, by employing the corresponding API, the real-time financial data and Twitter data are extracted and stored in the MongoDB database using Apache Flume. This stored data with the historical big datasets are taken and pre-processed. Next, by deploying the proposed Hadoop Distributed File System (HDFS) clustering, the pre-processed stock market data and Twitter data in real-time, as well as the historical dataset, are combined separately. After that, the features are extracted from the clustered sentences. Then, by utilizing the Senti Word Net, the sentences chosen using Linear Scaling-Dwarf Mongoose Optimization Algorithm (LS-DMOA) are converted to negative and positive scores. In the end, the sentiment of the financial texts is classified by the PTh-Ind RNN, which is proved by obtaining reliable result values.