Incorporating stock prices and news sentiments for stock market prediction: A case of Hong Kong

• Published in: Information processing & management Vol. 57; no. 5; p. 102212
• Main Authors: Li, Xiaodong, Wu, Pangjing, Wang, Wenpeng
• Format: Journal Article
• Language: English
• Published: Oxford Elsevier Ltd 01.09.2020; Elsevier Science Ltd
• Subjects: Data analysis; Data mining; Deep learning; Dictionaries; Indicators; Machine learning; Neural networks; News; News sentiment analysis; Prediction models; Predictions; Prices; Pricing; Securities markets; Sentiment analysis; Stock exchanges; Stock prediction; Stock prices; Test sets; Hong Kong China; China; Deep learning; 99-00; Stock prediction; News sentiment analysis; 00-01

•Based on both technical indicators and news sentiments, the LSTM models outperform the MKL and the SVM in both prediction accuracy and F1 score.•The LSTM models incorporating both information sources outperform the models that only use either technical indicators or news sentiments, in both individ...