Explainable Machine Learning Exploiting News and Domain-Specific Lexicon for Stock Market Forecasting.
Salvatore M. CartaSergio ConsoliLuca PirasAlessandro Sebastian PoddaDiego Reforgiato RecuperoPublished in: IEEE Access (2021)
Keyphrases
- stock market
- domain specific
- short term
- machine learning
- financial time series
- financial news
- garch model
- long term
- stock index
- foreign exchange
- stock price
- general purpose
- technical indicators
- stock exchange
- financial data
- news articles
- stock trading
- stock index futures
- text mining
- listed companies
- trading strategies
- financial markets
- exchange rate
- stock returns
- information extraction
- feature selection
- forecasting model
- learning algorithm
- natural language processing
- stock data
- domain experts
- trading rules
- knowledge discovery
- news stories
- text classification
- support vector regression
- prediction model
- data analysis
- artificial neural networks
- data mining