Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine.
Rui RenDesheng Dash WuTianxiang LiuPublished in: IEEE Syst. J. (2019)
Keyphrases
- sentiment analysis
- stock market
- financial time series
- short term
- support vector machine
- opinion mining
- long term
- garch model
- foreign exchange
- sentiment classification
- stock price
- sentence level
- text classification
- stock exchange
- technical indicators
- support vector regression
- financial data
- stock returns
- exchange rate
- forecasting model
- sentiment lexicon
- stock index futures
- trading rules
- online reviews
- machine learning
- support vector machine svm
- text mining
- financial markets
- stock trading
- stock data
- support vector
- product reviews
- kernel function
- natural language processing
- public opinion
- artificial intelligence
- training data
- feature vectors
- user generated
- financial news
- feature selection
- feature space
- knowledge discovery
- portfolio optimization
- non stationary
- neural network
- bp neural network