A hybrid model integrating deep learning with investor sentiment analysis for stock price prediction

作者：

Highlights：

• Using a CNN model to classify investor sentiments from a major Chinese stock forum.

• Using a LTSM model to build a stock price prediction model.

• We showed that the hybrid model with sentiments outperforms the baseline model.

• The results support that investor sentiment is a driver of stock prices.

摘要

•Using a CNN model to classify investor sentiments from a major Chinese stock forum.•Using a LTSM model to build a stock price prediction model.•We showed that the hybrid model with sentiments outperforms the baseline model.•The results support that investor sentiment is a driver of stock prices.

论文关键词：Investor sentiment,Deep learning,Stock market prediction,LSTM,CNN

论文评审过程：Received 16 May 2020, Revised 7 March 2021, Accepted 8 April 2021, Available online 13 April 2021, Version of Record 29 April 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.115019