| Autor: |
Long, Wen, Gao, Jing, Guo, Man |
| Předmět: |
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| Zdroj: |
Procedia Computer Science; 2024, Vol. 242, p1089-1095, 7p |
| Abstrakt: |
Both structured market data and unstructured financial news data can significantly affect stock price fluctuations. Therefore, relying only on a single data source for stock price trend prediction may produce information bias. This article combines these two types of heterogeneous data and systematically compares the effectiveness of different data fusion technologies to establish the optimal data integration strategy, thereby improving the accuracy of stock price prediction. Specifically, this paper innovatively proposes a stock price trend prediction model named MVL-SVM. The model successfully combines multi-perspective learning with support vector machine, and realizes the effective fusion of stock market data and financial news data. It is worth mentioning that the prediction accuracy of MVL-SVM model using direct fusion method is more than 30% higher than that of index modeling method, which indicates that direct fusion method can fully learn effective information from multiple information sources, thus significantly improving the prediction effect. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
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