A Sentiment-based Hybrid Model for Stock Return Forecasting.
Tiejun WangQixu GongWang RenYanyan WangXubin LuoQing LiPublished in: PACIS (2013)
Keyphrases
- hybrid model
- forecasting accuracy
- support vector regression
- arima model
- sentiment analysis
- stock market
- artificial neural networks
- stock price
- short term
- sentiment classification
- back propagation neural network
- opinion mining
- financial time series
- hybrid models
- support vector machine svm
- exchange rate
- machine learning
- long term
- data sets
- trading systems
- garch model
- load forecasting
- polarity classification
- forecasting model
- cross domain
- non stationary
- support vector machine
- support vector
- genetic algorithm