Permuted Temporal Kolmogorov-Arnold Networks for Stock Price Forecasting Using Generative Aspect-Based Sentiment Analysis

Permuted Temporal Kolmogorov-Arnold Networks for Stock Price Forecasting Using Generative Aspect-Based Sentiment Analysis

Stock prices are experiencing fluctuation daily. While stock price predictions typically rely on historical transaction data, other factors, such as news sentiment, also play an indirect role in influencing these changes. News sentiment, typically expressed as a qualitative sentiment label, cannot b...

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Bibliographic Details
Main Authors: Agus Tri Haryono, Riyanarto Sarno, Ratih Nur Esti Anggraini, Kelly Rossa Sungkono
Format: Article
Language:English
Published: IEEE 2024-01-01
Series:IEEE Access
Subjects:
Movement-weighted regression error
paraphrase generation
permuted Kolmogorov-Arnold network
aspect-sentiment quadruplet
quantifying news sentiment
stock price forecasting
Online Access:https://ieeexplore.ieee.org/document/10767685/
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https://ieeexplore.ieee.org/document/10767685/

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