Topic Modeling based Sentiment Analysis on Social Media for Stock Market Prediction

被引：0

作者：

Thien Hai Nguyen ^{[1
]}

Shirai, Kiyoaki ^{[1
]}

机构：

[1] Japan Adv Inst Sci & Technol, Sch Informat Sci, 1-1 Asahidai, Nomi, Ishikawa 9231292, Japan

来源：

PROCEEDINGS OF THE 53RD ANNUAL MEETING OF THE ASSOCIATION FOR COMPUTATIONAL LINGUISTICS AND THE 7TH INTERNATIONAL JOINT CONFERENCE ON NATURAL LANGUAGE PROCESSING, VOL 1 | 2015年

关键词：

NOISE;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

The goal of this research is to build a model to predict stock price movement using sentiments on social media. A new feature which captures topics and their sentiments simultaneously is introduced in the prediction model. In addition, a new topic model TSLDA is proposed to obtain this feature. Our method outperformed a model using only historical prices by about 6.07% in accuracy. Furthermore, when comparing to other sentiment analysis methods, the accuracy of our method was also better than LDA and JST based methods by 6.43% and 6.07%. The results show that incorporation of the sentiment information from social media can help to improve the stock prediction.

引用

页码：1354 / 1364

页数：11

共 50 条

[41] BERT-Based Stock Market Sentiment Analysis
Lee, Chien-Cheng
Gao, Zhongjian
Tsai, Chun-Li
2020 IEEE INTERNATIONAL CONFERENCE ON CONSUMER ELECTRONICS - TAIWAN (ICCE-TAIWAN), 2020,
[42] Stock Market Sentiment Analysis Based On Machine Learning
Rajput, Vikash Singh
Dubey, Shirish Mohan
PROCEEDINGS ON 2016 2ND INTERNATIONAL CONFERENCE ON NEXT GENERATION COMPUTING TECHNOLOGIES (NGCT), 2016, : 506 - 510
[43] Understanding heterogeneity of investor sentiment on social media: A structural topic modeling approach
Ji, Rongjiao
Han, Qiwei
FRONTIERS IN ARTIFICIAL INTELLIGENCE, 2022, 5
[44] Predicting the Change of Stock Market Index Based on Social Media Analysis
Ma, Rui
Zhao, Honghao
SMART COMPUTING AND COMMUNICATION, SMARTCOM 2016, 2017, 10135 : 154 - 162
[45] Stock returns and investor sentiment: textual analysis and social media
McGurk Z.
Nowak A.
Hall J.C.
Journal of Economics and Finance, 2020, 44 (3) : 458 - 485
[46] Tracking Multiple Social Media for Stock Market Event Prediction
Jin, Fang
Wang, Wei
Chakraborty, Prithwish
Self, Nathan
Chen, Feng
Ramakrishnan, Naren
ADVANCES IN DATA MINING: APPLICATIONS AND THEORETICAL ASPECTS, ICDM 2017, 2017, 10357 : 16 - 30
[47] Social Media and Stock Market Prediction: A Big Data Approach
Awan, Mazhar Javed
Rahim, Mohd Shafry Mohd
Nobanee, Haitham
Munawar, Ashna
Yasin, Awais
Zain, Azlan Mohd
CMC-COMPUTERS MATERIALS & CONTINUA, 2021, 67 (02): : 2569 - 2583
[48] Exploiting Social Media for Stock Market Prediction with Factorization Machine
Chen Chen
Wu Dongxing
Hou Chunyan
Yuan Xiaojie
2014 IEEE/WIC/ACM INTERNATIONAL JOINT CONFERENCES ON WEB INTELLIGENCE (WI) AND INTELLIGENT AGENT TECHNOLOGIES (IAT), VOL 2, 2014, : 142 - 149
[49] Social media sentiment analysis of trending topic cigarette price issue
Andalan, A.
Zahrina, Z.
Firhat, F.
TOBACCO INDUCED DISEASES, 2018, 16 : 266 - 267
[50] CRITICAL REVIEW OF TEXT MINING AND SENTIMENT ANALYSIS FOR STOCK MARKET PREDICTION
Jankova, Zuzana
JOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT, 2023, 24 (01) : 177 - 198

← 1 2 3 4 5 →