为智能股市预测开发基于上下文的情绪分类法

IF 3.7 Q2 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Big Data and Cognitive Computing Pub Date : 2024-05-22 DOI:10.3390/bdcc8060051
Nurmaganbet Smatov, Ruslan Kalashnikov, Amandyk Kartbayev
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引用次数: 0

摘要

本文提出了一种新颖的情感分析方法,专门用于预测股市走势,而无需使用外部词典,因为许多语言通常都无法使用外部词典。我们的方法直接分析文本数据,特别关注神经网络模型中特定语境下的情感词。这种特异性确保了我们的情感分析在识别股市趋势方面的相关性和准确性。我们采用复杂的数学建模技术来提高模型的精确性和可解释性。通过细致的数据处理和先进的机器学习方法,我们利用 Twitter 和金融市场的大型数据集来研究社交媒体情绪对金融趋势的影响。我们取得了超过 75% 的准确率,彰显了我们建模方法的有效性,并将其进一步完善为卷积神经网络模型。这一成果为金融领域的情感分析提供了宝贵的见解,从而提高了该领域预测的整体清晰度。
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Development of Context-Based Sentiment Classification for Intelligent Stock Market Prediction
This paper presents a novel approach to sentiment analysis specifically customized for predicting stock market movements, bypassing the need for external dictionaries that are often unavailable for many languages. Our methodology directly analyzes textual data, with a particular focus on context-specific sentiment words within neural network models. This specificity ensures that our sentiment analysis is both relevant and accurate in identifying trends in the stock market. We employ sophisticated mathematical modeling techniques to enhance both the precision and interpretability of our models. Through meticulous data handling and advanced machine learning methods, we leverage large datasets from Twitter and financial markets to examine the impact of social media sentiment on financial trends. We achieved an accuracy exceeding 75%, highlighting the effectiveness of our modeling approach, which we further refined into a convolutional neural network model. This achievement contributes valuable insights into sentiment analysis within the financial domain, thereby improving the overall clarity of forecasting in this field.
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来源期刊
Big Data and Cognitive Computing
Big Data and Cognitive Computing Business, Management and Accounting-Management Information Systems
CiteScore
7.10
自引率
8.10%
发文量
128
审稿时长
11 weeks
期刊最新文献
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