MétaCan
Menu
Back to cohort
Record W4377107670 · doi:10.5430/ijfr.v14n3p1

Application of Machine Learning With News Sentiment in Stock Trading Strategies

2023· article· en· W4377107670 on OpenAlexvenueno aff
Tse-Mao Lin, Jinglong Yu, Jhih‐Wei Chen, Chin‐Sheng Huang

Bibliographic record

VenueInternational Journal of Financial Research · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsMachine learningTechnical analysisArtificial intelligenceSupport vector machineComputer scienceTrading strategySentiment analysisGradient boostingArtificial neural networkRandom forestEconometricsEconomicsFinancial economics

Abstract

fetched live from OpenAlex

This study empirically tested the feasibility of machine learning in trading strategies using technical indicators and news information as the feature variables for machine learning. Six indicators were adopted in this study, including moving average (MA), moving average convergence/divergence (MACD), relative strength index (RSI), stochastic oscillator (KD), and on-balance volume (OBV), and news sentiment ratio (SR) developed in this study via text mining. Selected machine learning models, including support vector machine (SVM), eXtreme Gradient Boosting (XGBoost), recurrent neural network (RNN), and long short-term memory (LSTM), were also employed for investigation. This study backtested the daily historical data of the constituent stocks in the Taiwan Top 50 ETF from January 1, 2003, to December 31, 2018, using three categories of trading strategies along with conventional and countertrend operations. The following conclusions were drawn after analyzing the performance of these trading strategies via various means: 1. Technical indicators such as MA, MACD, and RSI performed poorly in most cases. 2. Specific parameters were of relative importance to several technical indicators, including MA, MACD, RSI, and OBV. 3. OBV was a technical indicator with a positive impact on trading strategies. 4. The machine learning-based XGBoost models were able to outperform trading strategies with technical indicators under specific scenarios. 5. SR, the news sentiment ratio developed in this study, could not significantly improve the performance of machine learning models. The empirical results of this study suggest that these machine-learning models are capable of analyzing long-term stock price movements to some extent.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.006
metaresearch head score (Gemma)0.023
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.006
Threshold uncertainty score0.033

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0060.023
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0000.000
Scholarly communication0.0010.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.230
GPT teacher head0.523
Teacher spread0.292 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations5
Published2023
Admission routes1
Has abstractyes

Explore more

Same venueInternational Journal of Financial ResearchSame topicStock Market Forecasting MethodsFrench-language works237,207