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The Effect of Sentiment on Stock Price Prediction

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Standard Standard

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. ed. / Malek Mouhoub; Samira Sadaoui; Otmane Ait Mahamed; Moonis Ali. Germany: Springer, 2018. p. 551-559 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

Research output: Chapter in Book/Report/Conference proceeding › Chapter

HarvardHarvard

Vanstone, BJ, Gepp, A & Harris, G 2018, The Effect of Sentiment on Stock Price Prediction. in M Mouhoub, S Sadaoui, O Ait Mahamed & M Ali (eds), 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, pp. 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. In M. Mouhoub, S. Sadaoui, O. Ait Mahamed, & M. Ali (Eds.), 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 (pp. 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, editors. In 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. pp. 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 and Geoffrey Harris "The Effect of Sentiment on Stock Price Prediction"., Mouhoub, Malek and Sadaoui, Samira Ait Mahamed, Otmane Ali, Moonis (editors). 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. In Mouhoub M, Sadaoui S, Ait Mahamed O, Ali M, editors, 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. p. 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. editor / Malek Mouhoub ; Samira Sadaoui ; Otmane Ait Mahamed ; Moonis Ali. Germany : Springer, 2018. pp. 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 -