Investigating the informativeness of technical indicators and news sentiment in financial market price prediction

作者：

Highlights：

• A financial market predictive model leveraging mood time series and informative market data.

• Analysis of information gain of market data and mood in specialized financial newsgroups for price prediction.

• A dataset including over 33 month of market and news data and open source real time market prediction tool.

摘要

•A financial market predictive model leveraging mood time series and informative market data.•Analysis of information gain of market data and mood in specialized financial newsgroups for price prediction.•A dataset including over 33 month of market and news data and open source real time market prediction tool.

论文关键词：Market prediction,Transformer-based language models,Financial sentiment analysis,Information gain,FinBERT

论文评审过程：Received 15 December 2021, Revised 30 March 2022, Accepted 1 April 2022, Available online 12 April 2022, Version of Record 27 April 2022.

论文官网地址：https://doi.org/10.1016/j.knosys.2022.108742