Exploiting investors social network for stock prediction in China's market
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TLDR
This paper analyzes features with regard to collective sentiment and perception on stock relatedness and predict stock price movements by employing nonlinear models on the basis of tweets from Xueqiu, a popular Chinese Twitter-like social platform specialized for investors.About:
This article is published in Journal of Computational Science.The article was published on 2017-11-07 and is currently open access. It has received 47 citations till now. The article focuses on the topics: Stock market & Stock market prediction.read more
Citations
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Text Mining in Big Data Analytics
TL;DR: The state-of-the-art text mining approaches and techniques used for analyzing transcripts and speeches, meeting transcripts, and academic journal articles, as well as websites, emails, blogs, and social media platforms, are investigated.
Journal ArticleDOI
Which sentiment index is more informative to forecast stock market volatility? Evidence from China
TL;DR: In this article, the predictive ability of three sentiment indices constructed by social media, newspaper, and Internet media news to forecast the realized volatility (RV) of SSEC from in-and out-of-sample perspectives was investigated.
Journal ArticleDOI
LSTM with Wavelet Transform Based Data Preprocessing for Stock Price Prediction
TL;DR: A new multioptimal combination wavelet transform (MOCWT) method with a novel threshold-denoising function is presented to reduce the degree of distortion in signal reconstruction, and experimental results clearly showed that the proposed MOCWT outperforms the traditional methods in the term of prediction accuracy.
References
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The Cross‐Section of Expected Stock Returns
Eugene F. Fama,Kenneth R. French +1 more
TL;DR: In this paper, Bhandari et al. found that the relationship between market/3 and average return is flat, even when 3 is the only explanatory variable, and when the tests allow for variation in 3 that is unrelated to size.
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What is Twitter, a social network or a news media?
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