Ensemble Learning Technique with A Novelty Multiĝ€'Source Information for Stock Price Movements

Viet Hang Duong, Bui Duc Nhan, Manh Quan Bui, Jia Ching Wang

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

Stock price movement is a complex problem to solve, involving diverse political and economic factors. Integrating these factors involves designing multiple data pre-processing schemes and ensemble learning techniques to develop a novel stock market prediction architecture that provides better and higher prediction accuracy rates. Numerical and text format data are both utilized as inputs for the ensemble regressors and classifiers to learn features. The trained results are concatenated and fed into the final deep learning layer to predict the direction of the closing price. Empirical results from news and historical data of five specific companies - Apple Inc. (AAPL), Microsoft Corporation (MSFT), Alphabet Inc. (GOOGL), Amazon.com, Inc. (AMZN), and Tesla Inc. (TSLA) - demonstrate the effectiveness of the proposed prediction model.

Original languageEnglish
Title of host publicationSOICT 2023 - 12th International Symposium on Information and Communication Technology
PublisherAssociation for Computing Machinery
Pages707-714
Number of pages8
ISBN (Electronic)9798400708916
DOIs
StatePublished - 7 Dec 2023
Event12th International Symposium on Information and Communication Technology, SOICT 2023 - Ho Chi Minh City, Viet Nam
Duration: 7 Dec 20238 Dec 2023

Publication series

NameACM International Conference Proceeding Series

Conference

Conference12th International Symposium on Information and Communication Technology, SOICT 2023
Country/TerritoryViet Nam
CityHo Chi Minh City
Period7/12/238/12/23

Keywords

  • Ensemble learning
  • Natural learning processing
  • Stock trend forecasting
  • Technical analysis
  • Time series analysis

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