A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity
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arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866914263971397632 |
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| author | Li, Huiyu Hu, Junhua |
| author_facet | Li, Huiyu Hu, Junhua |
| contents | Stock price prediction has always been a difficult task for forecasters. Using cutting-edge deep learning techniques, stock price prediction based on investor sentiment extracted from online forums has become feasible. We propose a novel hybrid deep learning framework for predicting stock prices. The framework leverages the XLNET model to analyze the sentiment conveyed in user posts on online forums, combines these sentiments with the post popularity factor to compute daily group sentiments, and integrates this information with stock technical indicators into an improved BiLSTM-highway model for stock price prediction. Through a series of comparative experiments involving four stocks on the Chinese stock market, it is demonstrated that the hybrid framework effectively predicts stock prices. This study reveals the necessity of analyzing investors' textual views for stock price prediction. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_10584 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity Li, Huiyu Hu, Junhua Machine Learning Computation and Language Statistical Finance Stock price prediction has always been a difficult task for forecasters. Using cutting-edge deep learning techniques, stock price prediction based on investor sentiment extracted from online forums has become feasible. We propose a novel hybrid deep learning framework for predicting stock prices. The framework leverages the XLNET model to analyze the sentiment conveyed in user posts on online forums, combines these sentiments with the post popularity factor to compute daily group sentiments, and integrates this information with stock technical indicators into an improved BiLSTM-highway model for stock price prediction. Through a series of comparative experiments involving four stocks on the Chinese stock market, it is demonstrated that the hybrid framework effectively predicts stock prices. This study reveals the necessity of analyzing investors' textual views for stock price prediction. |
| title | A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity |
| topic | Machine Learning Computation and Language Statistical Finance |
| url | https://arxiv.org/abs/2405.10584 |