Predicting Stock Market by Sentiment Analysis and Deep Learning

The stock market may be unpredictable; understanding when to purchase and sell can greatly assist businesses and individuals in maximizing profits and minimizing losses. Many companies have previously modified time-series analysis, a data mining technique, to forecast stock price movement. The idea...

Full description

Saved in:
Bibliographic Details
Main Authors: Süreyya, Özögür Akyüz, Pınar, Karadayı Ataş, Aymane Benkhaldoun
Format: Article
Language:English
Published: Wrocław University of Science and Technology 2024-01-01
Series:Operations Research and Decisions
Online Access:https://ord.pwr.edu.pl/assets/papers_archive/ord2024vol34no2_6.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:The stock market may be unpredictable; understanding when to purchase and sell can greatly assist businesses and individuals in maximizing profits and minimizing losses. Many companies have previously modified time-series analysis, a data mining technique, to forecast stock price movement. The idea of textual data mining has recently come up in debates about stock market forecasts. In this study, five of the largest firms' historical stock prices were used to train two deep learning models-long short-term memory (LSTM) and one-dimensional convolutional neural network (1D CNN), then the results of all the models were compared. To connect price value fluctuations with the general public, sentiment scores were offered in addition to stock price values by employing natural language processing techniques (TextBlob) to tweets. (original abstract)
ISSN:2081-8858
2391-6060