Stock price movement prediction based on Stocktwits investor sentiment using FinBERT and ensemble SVM.
Jin-Xian LiuJenq-Shiou LeuStefan HolstPublished in: PeerJ Comput. Sci. (2023)
Keyphrases
- stock price
- financial time series
- stock market
- ensemble classifier
- stock exchange
- non stationary
- financial markets
- support vector machine svm
- stock price prediction
- historical data
- support vector
- option pricing
- training data
- financial news
- feature selection
- exchange rate
- prediction accuracy
- knn
- support vector machine
- multi class
- news articles
- feature space
- sentiment analysis
- svm classifier
- machine learning
- portfolio optimization
- financial data
- ensemble learning
- ensemble methods
- k nearest neighbor
- sentiment classification
- learning algorithm
- short term
- information retrieval
- long term
- text categorization
- portfolio management
- stock returns
- language model
- data mining