Explainable Machine Learning Exploiting News and Domain-Specific Lexicon for Stock Market Forecasting

Explainable Machine Learning Exploiting News and Domain-Specific Lexicon for Stock Market Forecasting

In this manuscript, we propose a Machine Learning approach to tackle a binary classification problem whose goal is to predict the magnitude (high or low) of future stock price variations for individual companies of the S&P 500 index. Sets of lexicons are generated from globally published art...

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Bibliographic Details
Main Authors: Salvatore M. Carta, Sergio Consoli, Luca Piras, Alessandro Sebastian Podda, Diego Reforgiato Recupero
Format: Article
Language:English
Published: IEEE 2021-01-01
Series:IEEE Access
Subjects:
Stock market forecasting
machine learning
natural language processing
financial technology
explainable artificial intelligence
Online Access:https://ieeexplore.ieee.org/document/9355141/

Internet

https://ieeexplore.ieee.org/document/9355141/

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