Deep Learning for Financial Sentiment Analysis on Finance News Providers

淡江大學機構典藏 > 商管學院 > 資訊管理學系暨研究所 > 會議論文 > Item 987654321/108798

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題名:	Deep Learning for Financial Sentiment Analysis on Finance News Providers
作者:	Min-Yuh Day;Chia-Chou Lee
關鍵詞:	Deep Learning;Financial Sentiment Analysis;Financial Technology (FinTech);Finance News Providers;Stock Prediction
日期:	2016-08-18
上傳時間:	2016-12-13 02:10:44 (UTC+8)
出版者:	ACM
摘要:	Investors have always been interested in stock price forecasting. Since the development of electronic media, hundreds pieces of financial news are released on different media every day. Numerous studies have attempted to examine whether the stock price forecasting through text mining technology and machine learning could lead to abnormal returns. However, few of them involved the discussion on whether using different media could affect forecasting results. Financial sentiment analysis is an important research area of financial technology (FinTech). This research focuses on investigating the influence of using different financial resources to investment and how to improve the accuracy of forecasting through deep learning. The experimental result shows various financial resources have significantly different effects to investors and their investments, while the accuracy of news categorization could be improved through deep learning.
關聯:	Proceedings of the 2016 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining (ASONAM 2016)
DOI:	10.1109/ASONAM.2016.7752381
顯示於類別:	[資訊管理學系暨研究所] 會議論文

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