Hierarchical Complementary Attention Network for Predicting Stock Price Movements with News

Abstract

It has been shown that stock price movements are influenced by news. To predict stock movements with news, many existing works rely only on the news title since the news content may contain irrelevancies which seriously degrade the prediction accuracy. However, we observe that there is still useful information in the content which is not reflected in the title, and simply ignoring the content will result in poor performance. In this paper, taking advantage of neural representation learning, we propose a hierarchical complementary attention network (HCAN) to capture valuable complementary information in news title and content for stock movement prediction. In HCAN, we adopt a two-level attention mechanism to quantify the importances of the words and sentences in a given news. Moreover, we design a novel measurement for calculating the attention weights to avoid capturing redundant information in the news title and content. Experimental results on news datasets show that our proposed model outperforms the state-of-the-art techniques.

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