SMPDF: stock movement prediction based on stock prices and text

Author:

Zhang Qiuyue1,Zhang Yunfeng2ORCID,Bao Fangxun3,Zhang Caiming4,Liu Peide1

Affiliation:

1. School of Management Science and Engineering, Shandong University of Finance and Economics, Jinan, People's Republic of China

2. School of Computer Science and Technology, Shandong University of Finance and Economics, Jinan, People's Republic of China

3. School of Mathematics, Shandong University, Jinan, People's Republic of China

4. School of Software, Shandong University, Jinan, People's Republic of China

Funder

National Natural Science Foundation of China

Natural Science Foundation of Shandong Province

Youth Innovation Team in Colleges and universities of Shandong Province

Youth Talent Introduction and Cultivation Plan in Colleges and Universities of Shandong Province

Publisher

Informa UK Limited

Subject

Computer Science Applications,Modeling and Simulation,Information Systems,Theoretical Computer Science,Control and Systems Engineering

Reference36 articles.

1. Araci Dogu. 2019. “Finbert: Financial Sentiment Analysis with Pre-Trained Language Models.” Preprint arXiv:1908.

2. Bahdanau Dzmitry Kyunghyun Cho and Yoshua Bengio. 2015. “Neural Machine Translation by Jointly Learning to Align and Translate.” In 3rd International Conference on Learning Representations ICLR 2015 San Diego CA USA May 7–9 2015 Conference Track Proceedings .

3. S-SNHF: sentiment based social neural hybrid filtering

4. Brown, Robert Goodell. 2004. Smoothing, Forecasting and Prediction of Discrete Time Series. New York: Courier Corporation.

5. Stock Market Forecasting Techniques: A Survey

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