Integrating the sentiments of multiple news providers for stock market index movement prediction: A deep learning approach based on evidential reasoning rule.
Ruize GaoShaoze CuiHongshan XiaoWeiguo FanHongwu ZhangYu WangPublished in: Inf. Sci. (2022)
Keyphrases
- stock market
- deep learning
- evidential reasoning
- financial time series
- financial news
- stock price
- news articles
- garch model
- short term
- chinese stock market
- trading rules
- stock index futures
- stock exchange
- unsupervised learning
- financial data
- financial markets
- bayesian networks
- prediction model
- pattern recognition
- keywords
- news stories
- stock returns
- weakly supervised
- neural network
- mental models
- association rules
- machine learning