Details

Autor(en) / Beteiligte

• Wu, Shengting
• Liu, Yuling
• Zou, Ziran
• Weng, Tien-Hsiung

Titel

S_I_LSTM: stock price prediction based on multiple data sources and sentiment analysis

Ist Teil von

• Connection science, 2022-12, Vol.34 (1), p.44-62

Ort / Verlag

Abingdon: Taylor & Francis

Erscheinungsjahr

2022

Link zum Volltext

Quelle

EBSCOhost Psychology and Behavioral Sciences Collection

Beschreibungen/Notizen

• Stocks price prediction is a current hot spot with great promise and challenges. Recently, there have been many stock price prediction methods. However, the prediction accuracy of these methods is still far from satisfactory. In this paper, we propose a stock price prediction method that incorporates multiple data sources and the investor sentiment, which can be called S_I_LSTM. Firstly, we crawl multiple data sources on the Internet and preprocess them respectively. These data involve stock historical data, technical indicators, and non-traditional data sources, such as stock posts and financial news. Then, we use the sentiment analysis method based on convolutional neural network for the non-traditional data, which can calculate the investors' sentiment index. Finally, we combine sentiment index, technical indicators and stock historical transaction data as the feature set of stock price prediction and adopt the long short-term memory network for predicting the China Shanghai A-share market. The experiments show that the predicted stock closing price is closer to the true closing price than the single data source, and the mean absolute error can achieve 2.386835, which is better than traditional methods. We verified the effectiveness on the real data sets of five listed companies.