Do News and Sentiment play a role in Stock Price Prediction?
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Yn: Applied Intelligence, Cyfrol 49, Rhif 11, 01.11.2019, t. 3815-3820.
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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TY - JOUR
T1 - Do News and Sentiment play a role in Stock Price Prediction?
AU - Vanstone, Bruce J
AU - Gepp, Adrian
AU - Harris, Geoffrey
PY - 2019/11/1
Y1 - 2019/11/1
N2 - 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.
AB - 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.
U2 - 10.1007/s10489-019-01458-9
DO - 10.1007/s10489-019-01458-9
M3 - Article
VL - 49
SP - 3815
EP - 3820
JO - Applied Intelligence
JF - Applied Intelligence
SN - 0924-669X
IS - 11
ER -