scholarly journals Stock Price Prediction: LSTM Based Model

2021 ◽  
Author(s):  
Ranjan Kumar Roy ◽  
Koyel Ghosh ◽  
Apurbalal Senapati
Keyword(s):  
Social Media ◽  
Stock Price ◽  
Real Life ◽  
Government Bonds ◽  
Social Media Data ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Multiple Factors ◽  
System Building ◽  
Media Data

Stock price prediction is a critical field used by most business people and common or retail people who tried to increase their money by value with respect to time. People will either gain money or loss their entire life savings in stock market activity. It is a chaos system. Building an accurate model is complex as variation in price depends on multiple factors such as news, social media data, and fundamentals, production of the company, government bonds, historical price and country's economics factor. Prediction model which considers only one factor might not be accurate. Hence incorporating multiple factors news, social media data and historical price might increase the model's accuracy. This paper tried to incorporate the issue when someone implements it as per the model outcome. It cannot give the proper result when someone implements it in real life since capital market data is very sensitive and news-driven. To avoid such a situation, we use the hedging concept when implemented.

scholarly journals A stock price prediction method based on deep learning technology

2021 ◽  
Vol 5 (1) ◽  
pp. 55-72
Author(s):  
Xuan Ji ◽  
Jiachen Wang ◽  
Zhijun Yan
Keyword(s):  
Social Media ◽  
Deep Learning ◽  
Stock Price ◽  
Prediction Method ◽  
Series Data ◽  
Learning Technology ◽  
Content Type ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Text Feature

Purpose Stock price prediction is a hot topic and traditional prediction methods are usually based on statistical and econometric models. However, these models are difficult to deal with nonstationary time series data. With the rapid development of the internet and the increasing popularity of social media, online news and comments often reflect investors’ emotions and attitudes toward stocks, which contains a lot of important information for predicting stock price. This paper aims to develop a stock price prediction method by taking full advantage of social media data. Design/methodology/approach This study proposes a new prediction method based on deep learning technology, which integrates traditional stock financial index variables and social media text features as inputs of the prediction model. This study uses Doc2Vec to build long text feature vectors from social media and then reduce the dimensions of the text feature vectors by stacked auto-encoder to balance the dimensions between text feature variables and stock financial index variables. Meanwhile, based on wavelet transform, the time series data of stock price is decomposed to eliminate the random noise caused by stock market fluctuation. Finally, this study uses long short-term memory model to predict the stock price. Findings The experiment results show that the method performs better than all three benchmark models in all kinds of evaluation indicators and can effectively predict stock price. Originality/value In this paper, this study proposes a new stock price prediction model that incorporates traditional financial features and social media text features which are derived from social media based on deep learning technology.

The Role of Smart Technologies to Support Citizen Engagement and Decision Making

2018 ◽  
Vol 14 (4) ◽  
pp. 1-17 ◽  
Author(s):  
Gabriela Viale Pereira ◽  
Gregor Eibl ◽  
Constantinos Stylianou ◽  
Gilberto Martínez ◽  
Haris Neophytou ◽  
...  
Keyword(s):  
Decision Making ◽  
Social Media ◽  
Real Life ◽  
Digital Technologies ◽  
Fuzzy Cognitive Maps ◽  
Data Driven ◽  
Social Media Data ◽  
Life Problems ◽  
Smart Technologies ◽  
Media Data

Smart government relies both on the application of digital technologies to enable citizen's participation in order to achieve a high level of citizen centricity and on data-driven decision making in order to improve the quality of life of citizens. Data-driven decisions in turn depend on accessible and reliable datasets, which open government and social media data are likely to promise. The SmartGov project uses digital technologies by integrating open and social media data in Fuzzy Cognitive Maps to model real life problems and simulate different scenarios leading to better decision making. This research performed a multiple-case analysis in two pilot cities. Both municipalities use the technologies to find the best routes: Limassol to improve the garbage collection and Quart de Poblet to improve the walking routes of chaperones guiding children to school. The article proposes a generic framework for Smart City Governance focusing on the inputs and outcomes of this process in the use of technologies for policy making built based on the analysis of the SmartGov.

scholarly journals Applying LSTM for Stock Price Prediction with Sentiment Analysis

2021 ◽  
Author(s):  
Alexandre Heiden ◽  
Rafael Stubs Parpinelli
Keyword(s):  
Social Media ◽  
Sentiment Analysis ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Market Volatility ◽  
Analysis Model ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Financial News ◽  
Social Media Platforms

Financial news has been proven to be valuable source of information for the evaluation of stock market volatility. Most of the attention has been given to social media platforms, while news from vehicles such as newspapers are not as widely explored. Newspapers provide, although in a smaller volume, more reliable information than social media platforms. In this context, this research aims to examine the influence of financial news within the stock price prediction problem, by using the VADER sentiment analysis model to process the news and feed the sentiments as a feature into a LSTM-based stock price prediction model, along with the historical data of the assets. Experiments indicate that the model has better results when the news’ sentiments are considered, and the model demonstrates potential to accurately predict stock prices up to around 60 days into the future.

The Role of Smart Technologies to Support Citizen Engagement and Decision Making

2022 ◽  
pp. 687-703
Author(s):  
Gabriela Viale Pereira ◽  
Gregor Eibl ◽  
Constantinos Stylianou ◽  
Gilberto Martínez ◽  
Haris Neophytou ◽  
...  
Keyword(s):  
Decision Making ◽  
Social Media ◽  
Real Life ◽  
Digital Technologies ◽  
Data Driven ◽  
Social Media Data ◽  
Life Problems ◽  
Smart Technologies ◽  
High Level ◽  
Media Data

Smart government relies both on the application of digital technologies to enable citizen's participation in order to achieve a high level of citizen centricity and on data-driven decision making in order to improve the quality of life of citizens. Data-driven decisions in turn depend on accessible and reliable datasets, which open government and social media data are likely to promise. The SmartGov project uses digital technologies by integrating open and social media data in Fuzzy Cognitive Maps to model real life problems and simulate different scenarios leading to better decision making. This research performed a multiple-case analysis in two pilot cities. Both municipalities use the technologies to find the best routes: Limassol to improve the garbage collection and Quart de Poblet to improve the walking routes of chaperones guiding children to school. The article proposes a generic framework for Smart City Governance focusing on the inputs and outcomes of this process in the use of technologies for policy making built based on the analysis of the SmartGov.

scholarly journals Investor Sentiment Combined with Multisource Information to Predict Stock Prices: An Analysis of China’s A-Share Market

2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Xin Huang ◽  
Huilin Song
Keyword(s):  
Social Media ◽  
Time Series ◽  
News Media ◽  
Multilayer Perceptron ◽  
Stock Prices ◽  
Stock Price ◽  
Investor Sentiment ◽  
Prediction Method ◽  
Stock Price Prediction ◽  
Price Prediction

Investor sentiment has been widely used in the research of the stock market, and how to accurately measure investor sentiment is still being explored. With the rise of social media, investor sentiment is no longer only influenced by macroeconomic data and news media, but also guided by We-Media and fragmented information. We take the data of China A-shares from January 2020 to December 2020 as the research object and propose a stock price prediction method that combines investor sentiment with multisource information. Firstly, the sentiment of macroeconomic data, brokerage research reports, news, and We-Media is calculated, respectively, and then the investor sentiment vector combining multisource information is obtained by the multilayer perceptron. Finally, the LSTM model is used to represent the stock time series characteristics. The results show that (1) the proposed algorithm is superior to the benchmark algorithm in terms of accuracy and F1-score, (2) investor sentiment vector can effectively measure the investment sentiment of stocks, and (3) compared with vector concatenation, multilayer perceptron can better represent investor sentiment.

Social Media-Based Forecasting

2016 ◽  
Vol 28 (2) ◽  
pp. 74-91 ◽  
Author(s):  
Wu He ◽  
Lin Guo ◽  
Jiancheng Shen ◽  
Vasudeva Akula
Keyword(s):  
Social Media ◽  
Stock Prices ◽  
Financial Services ◽  
Stock Price ◽  
Financial Service ◽  
Social Media Data ◽  
Service Companies ◽  
Positive Sentiment ◽  
Media Data ◽  
Significant Attention

Social media-based forecasting has received significant attention from academia and industries in recent years. With a focus on Twitter, this paper investigates whether sentiments of the tweets regarding the 7 largest US financial service companies (in U.S. dollars) are related to the stock price changes of these companies. The authors' findings indicate, in the financial services context, negative sentiments predict firms' future stock prices. However, the number of and the positive sentiment of tweets are not correlated with stock prices. The findings of this paper suggest the possible predictive value of social media data on stock prices at the company level.

scholarly journals DAKWAH DI TENGAH PANDEMI (STUDI TERHADAP RESPONS DAI DI MEDIA SOSIAL)

2020 ◽  
Vol 4 (2) ◽  
Author(s):  
Diajeng Laily Hidayati ◽  
Reza Fahlevi
Keyword(s):  
Social Media ◽  
Social Life ◽  
Virus Disease ◽  
Affective Response ◽  
Real Life ◽  
Face Mask ◽  
Positive Thinking ◽  
Social Media Data ◽  
The Government ◽  
Media Data

The Covid-19 (Corona Virus Disease-19) outbreak has managed to change the patterns of social life on society, including the change regarding the way Da’wa is performed; from conventional direct Da’wa to mediated Da’wa through internet. This article aims at describing responses of the Da’is (proselytizers) in social media pertaining to the spread of the Covid-19. This article applied qualitative method to analyse Da’wa contents related to Covid-19 on social media. Data were collected through observation and documentation. Findings show that there are at least three types of responses from the Da’is; cognitive, affective, and behavioural responses.  Cognitive response is manifested in the form of delivering information regarding Covid-19 from the general and medical perspective such as promoting frequent hand-washing, maintaining good hygiene, obeying the government measurements, maintaining healthy level of gratitude and praying to God to be saved from the outbreak. Affective response is manifested in the form of promoting empathy, positive thinking, and avoiding panic. Behavioural response is manifested in the form of giving real-life example such as performing online congregation (pengajian online), wearing face mask, applying appropriate disinfection, and helping those heavily affected by the outbreak.Keywords: Covid-19, Dai, responses, and social media. 

scholarly journals Stock Price Movement Prediction Using Sentiment Analysis and CandleStick Chart Representation

Sensors ◽  
2021 ◽  
Vol 21 (23) ◽  
pp. 7957
Author(s):  
Trang-Thi Ho ◽  
Yennun Huang
Keyword(s):  
Social Media ◽  
Sentiment Analysis ◽  
Stock Price ◽  
Investor Sentiment ◽  
Series Data ◽  
Collaborative Network ◽  
Price Movement ◽  
Social Media Data ◽  
Media Sentiment ◽  
Media Data

Determining the price movement of stocks is a challenging problem to solve because of factors such as industry performance, economic variables, investor sentiment, company news, company performance, and social media sentiment. People can predict the price movement of stocks by applying machine learning algorithms on information contained in historical data, stock candlestick-chart data, and social-media data. However, it is hard to predict stock movement based on a single classifier. In this study, we proposed a multichannel collaborative network by incorporating candlestick-chart and social-media data for stock trend predictions. We first extracted the social media sentiment features using the Natural Language Toolkit and sentiment analysis data from Twitter. We then transformed the stock’s historical time series data into a candlestick chart to elucidate patterns in the stock’s movement. Finally, we integrated the stock’s sentiment features and its candlestick chart to predict the stock price movement over 4-, 6-, 8-, and 10-day time periods. Our collaborative network consisted of two branches: the first branch contained a one-dimensional convolutional neural network (CNN) performing sentiment classification. The second branch included a two-dimensional (2D) CNN performing image classifications based on 2D candlestick chart data. We evaluated our model for five high-demand stocks (Apple, Tesla, IBM, Amazon, and Google) and determined that our collaborative network achieved promising results and compared favorably against single-network models using either sentiment data or candlestick charts alone. The proposed method obtained the most favorable performance with 75.38% accuracy for Apple stock. We also found that the stock price prediction achieved more favorable performance over longer periods of time compared with shorter periods of time.

Person-Centered Predictions of Psychological Constructs with Social Media Contextualized by Multimodal Sensing

2021 ◽  
Vol 5 (1) ◽  
pp. 1-32
Author(s):  
Koustuv Saha ◽  
Ted Grover ◽  
Stephen M. Mattingly ◽  
Vedant Das swain ◽  
Pranshu Gupta ◽  
...  
Keyword(s):  
Social Media ◽  
Sensor Data ◽  
Social Media Data ◽  
Psychological Constructs ◽  
Multiple Factors ◽  
Multimodal Sensing ◽  
Individual Outcomes ◽  
Human Functioning ◽  
Smartphone Sensors ◽  
Media Data

Personalized predictions have shown promises in various disciplines but they are fundamentally constrained in their ability to generalize across individuals. These models are often trained on limited datasets which do not represent the fluidity of human functioning. In contrast, generalized models capture normative behaviors between individuals but lack precision in predicting individual outcomes. This paper aims to balance the tradeoff between one-for-each and one-for-all models by clustering individuals on mutable behaviors and conducting cluster-specific predictions of psychological constructs in a multimodal sensing dataset of 754 individuals. Specifically, we situate our modeling on social media that has exhibited capability in inferring psychosocial attributes. We hypothesize that complementing social media data with offline sensor data can help to personalize and improve predictions. We cluster individuals on physical behaviors captured via Bluetooth, wearables, and smartphone sensors. We build contextualized models predicting psychological constructs trained on each cluster's social media data and compare their performance against generalized models trained on all individuals' data. The comparison reveals no difference in predicting affect and a decline in predicting cognitive ability, but an improvement in predicting personality, anxiety, and sleep quality. We construe that our approach improves predicting psychological constructs sharing theoretical associations with physical behavior. We also find how social media language associates with offline behavioral contextualization. Our work bears implications in understanding the nuanced strengths and weaknesses of personalized predictions, and how the effectiveness may vary by multiple factors. This work reveals the importance of taking a critical stance on evaluating the effectiveness before investing efforts in personalization.

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