A Hybrid Approach of Bayesian Structural Time Series With LSTM to Identify the Influence of News Sentiment on Short-Term Forecasting of Stock Price.
Paramita RayBhaswati GanguliAmlan ChakrabartiPublished in: IEEE Trans. Comput. Soc. Syst. (2021)
Keyphrases
- short term
- stock market
- stock price
- financial news
- long term
- financial time series
- stock exchange
- short term and long term
- news articles
- technical indicators
- exchange rate
- financial markets
- load forecasting
- forecasting model
- financial data
- option pricing
- stock market data
- long term memory
- chaotic time series
- stock data
- short and long term
- medium term
- electric load forecasting
- wind speed
- arima model
- non stationary
- stock price prediction
- garch model
- historical data
- recurrent neural networks
- short term prediction
- data mining
- foreign exchange
- power generation
- trading systems
- text categorization
- information retrieval
- machine learning
- neural network