@inbook{61ac522cc8df4bbdadc1b7b10c855291,
title = "The Effect of Sentiment on Stock Price Prediction",
abstract = "Accurately predicting stock prices is of great interest to both academics and practitioners. However, despite considerable efforts over the last few decades, it still remains an elusive challenge. For each of Australia{\textquoteright}s 20 largest stocks, we build two neural network autoregressive (NNAR) models: one a basic NNAR model, and the other an NNAR model extended with sentiment inputs. By comparing the prediction accuracy of the two models, we find evidence that the inclusion of sentiment variables based on news articles and twitter sentiment can enhance the accuracy of the stock price prediction process.",
author = "Vanstone, {Bruce J} and Adrian Gepp and Geoffrey Harris",
note = "The 31st International Conference on Industrial, Engineering & Other Applications of Applied Intelligent Systems, IEA-AIE 2018 ; Conference date: 25-06-2018 Through 28-06-2018",
year = "2018",
month = may,
day = "30",
doi = "10.1007/978-3-319-92058-0_53",
language = "English",
isbn = "978-3-319-92057-3",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer",
pages = "551--559",
editor = "Malek Mouhoub and Samira Sadaoui and {Ait Mahamed}, Otmane and Moonis Ali",
booktitle = "Recent Trends and Future Technology in Applied Intelligence - 31st International Conference on Industrial Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2018, Proceedings",
}