Multi-Lexicon Classification and Valence-Based Sentiment Analysis as Features for Deep Neural Stock Price Prediction

Abstract

The goal of the work is to enhance existing financial market forecasting frameworks by including an additional factor–in this example, a collection of carefully chosen tweets—into a long-short repetitive neural channel. In order to produce attributes for such a forecast, this research used a unique attitude analysis approach that combined psychological labelling and a valence rating that represented the strength of the sentiment. Both lexicons produced extra properties such 2-level polarization, 3-level polarization, gross reactivity, as well as total valence. The emotional polarity explicitly marked into the database contrasted well with outcomes of the innovative lexicon approach. Plotting the outcomes of each of these concepts against actual market rates of the equities examined has been the concluding step in this analysis. Root Mean Square Error (RMSE), preciseness, as well as Mean Absolute Percentage Error (MAPE) were used to evaluate the results. Across most instances of market forecasting, attaching an additional factor has been proven to reduce the RMSE and increase the precision of forecasts over lengthy sequences.