作者
Mohammad Shirdel, Michele Segata, Giuseppe Di Fatta, Antonio Liotta
发表日期
2022/9/12
研讨会论文
2022 IEEE Intl Conf on Dependable, Autonomic and Secure Computing, Intl Conf on Pervasive Intelligence and Computing, Intl Conf on Cloud and Big Data Computing, Intl Conf on Cyber Science and Technology Congress (DASC/PiCom/CBDCom/CyberSciTech)
页码范围
1-8
出版商
IEEE
简介
Price prediction in the stock market is challenging since it is affected by several factors and the price shows a semi-random behavior. One important factor that is affecting the stock price, is the news associated with the companies. If a news article affects the market, it is called an Event, otherwise it is called non-important news or noise. Due to the semi-random behavior of the price and the high number of news articles, finding the correlation between the stock price and news articles and detecting the events among the news articles become very sophisticated, and consequently, predicting the price change regarding news articles gets challenging. In this paper, we propose a model to predict the impact of news articles on future stock prices. The model can capture the relationship between the price change and the news articles by an event detection method. The event detection method improves the prediction model …
学术搜索中的文章
M Shirdel, M Segata, G Di Fatta, A Liotta - 2022 IEEE Intl Conf on Dependable, Autonomic and …, 2022