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The Effect of Sentiment on Stock Price Prediction. /
Vanstone, Bruce J; Gepp, Adrian; Harris, Geoffrey.
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. gol. / Malek Mouhoub; Samira Sadaoui; Otmane Ait Mahamed; Moonis Ali. Germany: Springer, 2018. t. 551-559 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
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HarvardHarvard
Vanstone, BJ, Gepp, A & Harris, G 2018,
The Effect of Sentiment on Stock Price Prediction. yn M Mouhoub, S Sadaoui, O Ait Mahamed & M Ali (gol.),
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. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Springer, Germany, tt. 551-559.
https://doi.org/10.1007/978-3-319-92058-0_53
APA
Vanstone, B. J., Gepp, A., & Harris, G. (2018).
The Effect of Sentiment on Stock Price Prediction. Yn M. Mouhoub, S. Sadaoui, O. Ait Mahamed, & M. Ali (Gol.),
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 (tt. 551-559). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). Springer.
https://doi.org/10.1007/978-3-319-92058-0_53
CBE
Vanstone BJ, Gepp A, Harris G. 2018.
The Effect of Sentiment on Stock Price Prediction. Mouhoub M, Sadaoui S, Ait Mahamed O, Ali M, golygyddion. Yn 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. Germany: Springer. tt. 551-559. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
https://doi.org/10.1007/978-3-319-92058-0_53
MLA
Vanstone, Bruce J, Adrian Gepp a Geoffrey Harris
"The Effect of Sentiment on Stock Price Prediction"., Mouhoub, Malek a Sadaoui, Samira Ait Mahamed, Otmane Ali, Moonis (golygyddion).
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. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Germany: Springer. 2018, 551-559.
https://doi.org/10.1007/978-3-319-92058-0_53
VancouverVancouver
Vanstone BJ, Gepp A, Harris G.
The Effect of Sentiment on Stock Price Prediction. Yn Mouhoub M, Sadaoui S, Ait Mahamed O, Ali M, golygyddion, 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. Germany: Springer. 2018. t. 551-559. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-319-92058-0_53
Author
Vanstone, Bruce J ; Gepp, Adrian ; Harris, Geoffrey. /
The Effect of Sentiment on Stock Price Prediction. 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. Gol. / Malek Mouhoub ; Samira Sadaoui ; Otmane Ait Mahamed ; Moonis Ali. Germany : Springer, 2018. tt. 551-559 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
RIS
TY - CHAP
T1 - The Effect of Sentiment on Stock Price Prediction
AU - Vanstone, Bruce J
AU - Gepp, Adrian
AU - Harris, Geoffrey
N1 - 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
PY - 2018/5/30
Y1 - 2018/5/30
N2 - 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’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.
AB - 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’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.
U2 - 10.1007/978-3-319-92058-0_53
DO - 10.1007/978-3-319-92058-0_53
M3 - Chapter
SN - 978-3-319-92057-3
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 551
EP - 559
BT - 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
A2 - Mouhoub, Malek
A2 - Sadaoui, Samira
A2 - Ait Mahamed, Otmane
A2 - Ali, Moonis
PB - Springer
CY - Germany
ER -
