Multi-source aggregated classification for stock price movement prediction

• Main Authors: Ma, Yu, Mao, Rui, Lin, Qika, Wu, Peng, Cambria, Erik
• Other Authors: School of Computer Science and Engineering
• Format: Article
• Language: English
• Published: 2023
• Subjects: Engineering::Computer science and engineering; Stock Prediction; Multi-Source Aggregating
• Online Access: https://hdl.handle.net/10356/170546
• Institution: Nanyang Technological University

Predicting stock price movements is a challenging task. Previous studies mostly used numerical features and news sentiments of target stocks to predict stock price movements. However, their semantics-based sentiment analysis is sub-optimal to represent real market sentiments. Moreover, only consider...