Using News to Predict Investor Sentiment: Based on SVM Model-Reference-Cited by-同舟云学术

Using News to Predict Investor Sentiment: Based on SVM Model

Published:2020 Issue: Volume:174 Page:191-199
ISSN:1877-0509
Container-title:Procedia Computer Science
language:en
Short-container-title:Procedia Computer Science

Author:

Wang Diya,Zhao Yixi

Publisher

Elsevier BV

Subject

General Engineering

Reference13 articles.

1. YIN Hai-yuan. “A Study on Effect of Media Reports on Investor Sentiment:Evidence from China’s Stock Market.” Journal of Xiamen University(Arts & Social Sciences) (2016)

2. Wesley S. Chan. “Stock Price Reaction to News and No-News: Drift and Reversal After Headlines.” Journal of Financial Economics (2003): 223-260

3. Long, Wen, Song, Linqiu, Tian, Yingjie. “A new graphic kernel method of stock price trend prediction based on financial news semantic and structural similarity.” Expert Systems with Applications (2018)

4. Fenghua WEN, Jihong XIAO, Zhifang, HE. “Stock Price Prediction Based on SSA and SVM.” Procedia Computer Science (2014) : 625–631

5. Nam KiHwan, Seong, NohYoon. “Financial news-based stock movement prediction using causality analysis of influence in the Korean stock market.” Decision Support Systems (2018)

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