Layout guide for Journal of Physics: conference series using Microsoft Word

Zhongyu Shi

doi:10.1117/12.2655886

12 January 2023 Layout guide for Journal of Physics: conference series using Microsoft Word

Zhongyu Shi

Proceedings Volume 12509, Third International Conference on Intelligent Computing and Human-Computer Interaction (ICHCI 2022); 125090M (2023) https://doi.org/10.1117/12.2655886
Event: Third International Conference on Intelligent Computing and Human-Computer Interaction (ICHCI 2022), 2022, Guangzhou, China

Abstract

In recent years, deep learning technology has achieved remarkable results in stock price prediction. Improving the performance of prediction models by enhancing the data characteristics with news data is a hot research direction. This paper proposes a possible improvement in stock prediction based on financial news by analyzing the effectiveness of news. Firstly, this paper only trains a Long Short Time Memory model with stock price data and gets a baseline result. After that, a series of experiments are taken with two companies' stock price data: Microsoft and Apple. In those experiments, this paper explores the correlation between stock price and emotional news scores and the news's time delay effect. By comparing the impact of whether to introduce emotional scores on the prediction results of the model and the differences in the prediction results of the model under different time delays, this paper obtained some conclusions. The experiment results show that the news time effect differs in various companies. In addition, some existing correlation measurement methods cannot become the basis for measuring whether the data to be supplemented (emotional scores of news) is helpful. Based on this, news data enhancement is not always practical.

Citation Download Citation

Zhongyu Shi "Layout guide for Journal of Physics: conference series using Microsoft Word", Proc. SPIE 12509, Third International Conference on Intelligent Computing and Human-Computer Interaction (ICHCI 2022), 125090M (12 January 2023); https://doi.org/10.1117/12.2655886

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