Predict market fluctuations based on the TSI and the sentiment of financial video news sites via machine learning
Conference paper
Alzazah, F., Gao, X. and Cheng, X. 2023. Predict market fluctuations based on the TSI and the sentiment of financial video news sites via machine learning. 15th International Conference on Computer and Automation Engineering. Sydney, Australia 03 - 05 Mar 2023 IEEE. https://doi.org/10.1109/iccae56788.2023.10111493
| Type | Conference paper |
|---|---|
| Title | Predict market fluctuations based on the TSI and the sentiment of financial video news sites via machine learning |
| Authors | Alzazah, F., Gao, X. and Cheng, X. |
| Abstract | Scientists have long been interested in forecasting stock market fluctuations. Traditional data like financial textual news, stock prices, and comments are simply no longer sufficient because they don't provide a comprehensive picture. In this study, the efficacy of using financial video news stories versus the use of conventional text news stories to forecast the stock market is examined. We used the Granger causality test to evaluate the robustness of the causal connection between share prices, text news sentiment, video news sentiments, and the Twitter sentiment index.Several models for sentiment analysis of S&P 500 stock were assessed using LR, SVM, LSTM, ATT-LSTM, and CNN models. This study is distinctive because it compares the use of financial video news stories, conventional text news stories, and the Twitter Sentiment Index to forecast stock market movements. The experimental results suggest that there is a stronger causal connection between video news sentiment and stock market fluctuation compared to conventional text news sentiments. The result shows that we can more accurately predict market changes using video news than we can with traditional news. |
| Sustainable Development Goals | 3 Good health and well-being |
| Middlesex University Theme | Health & Wellbeing |
| Conference | 15th International Conference on Computer and Automation Engineering |
| Proceedings Title | 2023 15th International Conference on Computer and Automation Engineering, ICCAE 2023 |
| ISSN | 2154-4352 |
| Electronic | 2154-4360 |
| ISBN | |
| Electronic | 9798350396225 |
| Electronic | 9798350396218 |
| Paperback | 9798350396232 |
| Publisher | IEEE |
| Publication dates | |
| 03 Mar 2023 | |
| Online | 03 May 2023 |
| Publication process dates | |
| Accepted | 18 Jan 2023 |
| Deposited | 29 Apr 2026 |
| Output status | Published |
| Accepted author manuscript | File Access Level Open |
| Copyright Statement | © 2023 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. |
| Digital Object Identifier (DOI) | https://doi.org/10.1109/iccae56788.2023.10111493 |
| Scopus EID | 2-s2.0-85159591320 |
| Web address (URL) of conference proceedings | https://doi.org/10.1109/ICCAE56788.2023 |
| Language | English |
https://repository.mdx.ac.uk/item/124y0y
Download files
10
total views5
total downloads1
views this month0
downloads this month