Stock Volatility Prediction Using Recurrent Neural Networks with Sentiment Analysis.
Yifan LiuZengchang QinPengyu LiTao WanPublished in: IEA/AIE (1) (2017)
Keyphrases
- sentiment analysis
- recurrent neural networks
- stock market
- stock price
- chaotic time series
- opinion mining
- financial time series
- stock trading
- sentiment classification
- neural network
- prediction accuracy
- feed forward
- text classification
- sentence level
- reservoir computing
- artificial neural networks
- echo state networks
- recurrent networks
- stock data
- chinese stock market
- multi aspect
- text mining
- online reviews
- product reviews
- nonlinear dynamic systems
- public opinion
- rating prediction
- sentiment lexicon
- user generated
- natural language processing
- product features
- non stationary
- semi supervised
- knowledge base
- artificial intelligence
- social media content
- machine learning