Stock Volatility Prediction Using Recurrent Neural Networks with Sentiment Analysis.
Yifan LiuZengchang QinPengyu LiTao WanPublished in: CoRR (2017)
Keyphrases
- sentiment analysis
- recurrent neural networks
- stock market
- stock price
- opinion mining
- chaotic time series
- financial time series
- stock trading
- neural network
- sentiment classification
- feed forward
- echo state networks
- text classification
- sentence level
- reservoir computing
- text mining
- prediction accuracy
- chinese stock market
- artificial neural networks
- stock data
- recurrent networks
- nonlinear dynamic systems
- multi aspect
- sentiment lexicon
- rating prediction
- natural language processing
- public opinion
- product reviews
- online reviews
- information retrieval
- databases
- garch model
- sentiment words
- text categorization
- user generated