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

研究成果: 書貢獻/報告類型會議論文篇章同行評審

1 引文 斯高帕斯(Scopus)

摘要

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.

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主出版物標題SOICT 2023 - 12th International Symposium on Information and Communication Technology
發行者Association for Computing Machinery
頁面707-714
頁數8
ISBN(電子)9798400708916
DOIs
出版狀態已出版 - 7 12月 2023
事件12th International Symposium on Information and Communication Technology, SOICT 2023 - Ho Chi Minh City, Viet Nam
持續時間: 7 12月 20238 12月 2023

出版系列

名字ACM International Conference Proceeding Series

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???event.eventtypes.event.conference???12th International Symposium on Information and Communication Technology, SOICT 2023
國家/地區Viet Nam
城市Ho Chi Minh City
期間7/12/238/12/23

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