Stock Price Movement Prediction Using Sentiment Analysis and CandleStick Chart Representation

doi:10.3390/s21237957

淡江大學機構典藏 > 工學院 > 資訊工程學系暨研究所 > 期刊論文 > Item 987654321/122965

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题名:	Stock Price Movement Prediction Using Sentiment Analysis and CandleStick Chart Representation
作者:	Ho, Trang-Thi;Huang, Yennun
关键词:	stock market;sentiment analysis;candlestick chart;convolution neural network
日期:	2021-11-29
上传时间:	2023-04-28 16:32:53 (UTC+8)
出版者:	MDPI
摘要:	Determining the price movement of stocks is a challenging problem to solve because of factors such as industry performance, economic variables, investor sentiment, company news, company performance, and social media sentiment. People can predict the price movement of stocks by applying machine learning algorithms on information contained in historical data, stock candlestick-chart data, and social-media data. However, it is hard to predict stock movement based on a single classifier. In this study, we proposed a multichannel collaborative network by incorporating candlestick-chart and social-media data for stock trend predictions. We first extracted the social media sentiment features using the Natural Language Toolkit and sentiment analysis data from Twitter. We then transformed the stock’s historical time series data into a candlestick chart to elucidate patterns in the stock’s movement. Finally, we integrated the stock’s sentiment features and its candlestick chart to predict the stock price movement over 4-, 6-, 8-, and 10-day time periods. Our collaborative network consisted of two branches: the first branch contained a one-dimensional convolutional neural network (CNN) performing sentiment classification. The second branch included a two-dimensional (2D) CNN performing image classifications based on 2D candlestick chart data. We evaluated our model for five high-demand stocks (Apple, Tesla, IBM, Amazon, and Google) and determined that our collaborative network achieved promising results and compared favorably against single-network models using either sentiment data or candlestick charts alone. The proposed method obtained the most favorable performance with 75.38% accuracy for Apple stock. We also found that the stock price prediction achieved more favorable performance over longer periods of time compared with shorter periods of time.
關聯:	Sensors 2021 21(23), 7957
DOI:	10.3390/s21237957
显示于类别:	[資訊工程學系暨研究所] 期刊論文

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