Do News and Sentiment play a role in Stock Price Prediction?

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

Fersiynau electronig

Dangosydd eitem ddigidol (DOI)

Despite continuous improvement in the range and quality of machine learning techniques, accurately predicting stock prices still remains as elusive as ever. We approach this problem using a modern autoregressive neural network architecture and incorporate sentiment predictors, which are becoming increasingly available due to advances in text mining techniques. We find that the inclusion of predictors based on counts of the number of news articles and twitter posts can significantly improve the quality of stock price predictions.
Iaith wreiddiolSaesneg
Tudalennau (o-i)3815-3820
Nifer y tudalennau6
CyfnodolynApplied Intelligence
Cyfrol49
Rhif y cyfnodolyn11
Dynodwyr Gwrthrych Digidol (DOIs)
StatwsCyhoeddwyd - 1 Tach 2019
Cyhoeddwyd yn allanolIe
Gweld graff cysylltiadau