News-driven stock market index prediction based on trellis network and sentiment attention mechanism.
Wen-Jie LiuYe-Bo GeYu-Chen GuPublished in: Expert Syst. Appl. (2024)
Keyphrases
- stock market
- financial news
- financial time series
- garch model
- stock price
- attention mechanism
- short term
- chinese stock market
- stock trading
- stock exchange
- stock index futures
- trading rules
- financial data
- news articles
- investment strategies
- sentiment analysis
- prediction model
- stock market data
- long term
- financial markets
- listed companies
- visual attention
- real time
- news stories
- human perception
- stock data
- multiscale
- feature extraction