Predicting Stock Price Returns Using Microblog Sentiment for Chinese Stock Market.
Tong SunJia WangPengfei ZhangYu CaoBenyuan LiuDegang WangPublished in: BigCom (2017)
Keyphrases
- chinese stock market
- stock price
- dow jones
- stock market
- stock returns
- stock exchange
- sentiment analysis
- influence propagation
- historical data
- non stationary
- stock price prediction
- news articles
- financial data
- financial markets
- financial time series
- sentiment classification
- exchange rate
- stock data
- short term
- information retrieval
- text categorization
- generative model
- long term