Temporal Convolutional Networks and BERT-Based Multi-Label Emotion Analysis for Financial Forecasting
CM Liapis, S Kotsiantis - Information, 2023 - mdpi.com
The use of deep learning in conjunction with models that extract emotion-related information
from texts to predict financial time series is based on the assumption that what is said about …
from texts to predict financial time series is based on the assumption that what is said about …
A model of integrating BERT and BiGRU+ attention dual-channel mechanism for investor sentiment analysis of stock price forecast
Investor sentiment and emotions have a strong impact on financial markets. In recent years
there has been increasing interest in analyzing the sentiment of investors for stock price …
there has been increasing interest in analyzing the sentiment of investors for stock price …
[Retracted] The Influence and Prediction of Industry Asset Price Fluctuation Based on The LSTM Model and Investor Sentiment
W Hu, H Liu, X Ma, X Bai - Mathematical Problems in …, 2022 - Wiley Online Library
In a real‐world environment, not only can different levels of market expectations be triggered
by factors such as macroeconomic policies, market operating trends, and current company …
by factors such as macroeconomic policies, market operating trends, and current company …
A Stock Price Trend Prediction Method Based on Market Sentiment Factors and Multi-layer Stacking Ensemble Learning with Dual-CNN-LSTM Models and Nested …
M Wang, J Yan, Y Chen - International Conference on Intelligent …, 2024 - Springer
Investor sentiment, as a factor influencing stock price volatility, has received increasing
research attention in recent years. This study proposes a more comprehensive …
research attention in recent years. This study proposes a more comprehensive …