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Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine
15 references·16 citing·41 second hop
Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine (2018)Forecasting Stock Market Movement Directi…X-CAPM: An extrapolative capital asset pricing model (2014)X-CAPM: An extrapolative capi…News impact on stock price return via sentiment analysis (2014)News impact on stock price re…Mining Text Data (2012)Mining Text DataTwitter mood predicts the stock market (2011)Twitter mood predicts the sto…Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting direction of stock…Detecting Management Fraud in Public Companies (2010)Detecting Management Fraud in…Sports Sentiment and Stock Returns (2007)Sports Sentiment and Stock Re…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…A hybrid ARIMA and support vector machines model in stock price forecasting (2004)A hybrid ARIMA and support ve…Why You Win or Lose: The Psychology of Speculation (2003)Why You Win or Lose: The Psyc…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Irrational Exuberance (2000)Irrational ExuberanceThe Sharpe Ratio (1994)The Sharpe RatioPredicting stock market using machine learning: best and accurate way to know future stock prices (2023)Predicting stock market using…Machine learning approaches in stock market prediction: A systematic literature review (2023)Machine learning approaches i…Short-term stock trends prediction based on sentiment analysis and machine learning (2022)Short-term stock trends predi…Deep Learning-based Integrated Framework for stock price movement prediction (2022)Deep Learning-based Integrate…China’s commercial bank stock price prediction using a novel K-means-LSTM hybrid approach (2022)China’s commercial bank stock…Algorithmic Trading and Financial Forecasting Using Advanced Artificial Intelligence Methodologies (2022)Algorithmic Trading and Finan…A Novel Ensemble Learning Approach for Stock Market Prediction Based on Sentiment Analysis and the Sliding Window Method (2022)A Novel Ensemble Learning App…Predicting stock market volatility based on textual sentiment: A nonlinear analysis (2021)Predicting stock market volat…LSTM-based sentiment analysis for stock price forecast (2021)LSTM-based sentiment analysis…Artificial Intelligence Applied to Stock Market Trading: A Review (2021)Artificial Intelligence Appli…A novel multi-source information-fusion predictive framework based on deep neural networks for accuracy enhancement in stock market prediction (2021)A novel multi-source informat…A comprehensive survey on deep neural networks for stock market: The need, challenges, and future directions (2021)A comprehensive survey on dee…Stock price forecast based on combined model of ARI-MA-LS-SVM (2020)Stock price forecast based on…Predicting Stock Market Price Movement Using Sentiment Analysis: Evidence From Ghana (2020)Predicting Stock Market Price…Social Media Big Data Analytics for Demand Forecasting (2019)Social Media Big Data Analyti…Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends (2019)Metaheuristics for rich portf…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Time series forecasting using a hybrid ARIMA and neural network model (2003)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)The Cross-Section of Expected Stock Returns (1992)Application of support vector machines in financial time series forecasting (2001)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Prospect Theory: An Analysis of Decision under Risk (1979)Generalized autoregressive conditional heteroskedasticity (1986)Prospect theory: An analysis of decision under risk (1988)Investor Sentiment in the Stock Market (2007)Sentiment During Recessions (2012)Behavioral Finance (2015)Modern Portfolio Theory and Investment Analysis. 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(1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social media and loneliness: Why an Instagram picture may be worth more than a thousand Twitter words (2016)Text as Data (2019)Globalization and its Discontents (2001)Investor Sentiment and the Cross-Section of Stock Returns (2003)The short of it: Investor sentiment and anomalies (2011)Big Scholarly Data: A Survey (2017)Twitter and Research: A Systematic Literature Review Through Text Mining (2020)Utilization of text mining as a big data analysis tool for food science and nutrition (2020)
this work references cited by second hop

References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1994The Sharpe Ratio2,542 cited
  • 2003From Efficient Markets Theory to Behavioral Finance1,825 cited
  • 2000Irrational Exuberance1,515 cited
  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
  • 2007Sports Sentiment and Stock Returns1,045 cited
  • 2004A hybrid ARIMA and support vector machines model in stock price forecasting1,000 cited
  • 2012Mining Text Data951 cited
  • 2010Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange880 cited
  • 2014X-CAPM: An extrapolative capital asset pricing model650 cited
  • 2014News impact on stock price return via sentiment analysis506 cited
  • 2010Detecting Management Fraud in Public Companies369 cited
  • 2003Why You Win or Lose: The Psychology of Speculation68 cited

Cited by

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  • 2021A comprehensive survey on deep neural networks for stock market: The need, challenges, and future directions232 cited
  • 2021Artificial Intelligence Applied to Stock Market Trading: A Review199 cited
  • 2023Machine learning approaches in stock market prediction: A systematic literature review174 cited
  • 2022Deep Learning-based Integrated Framework for stock price movement prediction147 cited
  • 2020Stock price forecast based on combined model of ARI-MA-LS-SVM125 cited
  • 2021A novel multi-source information-fusion predictive framework based on deep neural networks for accuracy enhancement in stock market prediction119 cited
  • 2022China’s commercial bank stock price prediction using a novel K-means-LSTM hybrid approach108 cited
  • 2022Algorithmic Trading and Financial Forecasting Using Advanced Artificial Intelligence Methodologies101 cited
  • 2023Predicting stock market using machine learning: best and accurate way to know future stock prices90 cited
  • 2021LSTM-based sentiment analysis for stock price forecast88 cited
  • 2021Predicting stock market volatility based on textual sentiment: A nonlinear analysis88 cited
  • 2019Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends86 cited
  • 2022A Novel Ensemble Learning Approach for Stock Market Prediction Based on Sentiment Analysis and the Sliding Window Method79 cited
  • 2020Predicting Stock Market Price Movement Using Sentiment Analysis: Evidence From Ghana78 cited
  • 2022Short-term stock trends prediction based on sentiment analysis and machine learning73 cited
  • 2019Social Media Big Data Analytics for Demand Forecasting67 cited