Exploiting investors social network for stock prediction in China's market.
Xi ZhangJiawei ShiDi WangBinxing FangPublished in: J. Comput. Sci. (2018)
Keyphrases
- stock market
- financial time series
- listed companies
- social networks
- chinese stock market
- stock price
- financial markets
- stock exchange
- financial data
- market prices
- stock trading
- stock returns
- short term
- prediction accuracy
- stock data
- trading systems
- social network analysis
- garch model
- investment strategies
- portfolio management
- online social networks
- prediction algorithm
- neural network
- portfolio optimization
- trading strategies
- long term
- prediction model
- prediction error
- social networking
- decision making
- financial crisis
- non stationary
- link prediction
- social media
- complex networks
- virtual communities