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Record W4399091994 · doi:10.3390/a17060234

Unleashing the Power of Tweets and News in Stock-Price Prediction Using Machine-Learning Techniques

2024· article· en· W4399091994 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueAlgorithms · 2024
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsToronto Metropolitan University
FundersSocial Sciences and Humanities Research Council of Canada
KeywordsStock priceComputer scienceStock (firearms)Artificial intelligenceMachine learningPredictive powerSentiment analysisEconometricsEconomicsHistory

Abstract

fetched live from OpenAlex

Price prediction tools play a significant role in small investors’ behavior. As such, this study aims to propose a method to more effectively predict stock prices in North America. Chiefly, the study addresses crucial questions related to the relevance of news and tweets in stock-price prediction and highlights the potential value of considering such parameters in algorithmic trading strategies—particularly during times of market panic. To this end, we develop innovative multi-layer perceptron (MLP) and long short-term memory (LSTM) neural networks to investigate the influence of Twitter count (TC), and news count (NC) variables on stock-price prediction under both normal and market-panic conditions. To capture the impact of these variables, we integrate technical variables with TC and NC and evaluate the prediction accuracy across different model types. We use Bloomberg Twitter count and news publication count variables in North American stock-price prediction and integrate them into MLP and LSTM neural networks to evaluate their impact during the market pandemic. The results showcase improved prediction accuracy, promising significant benefits for traders and investors. This strategic integration reflects a nuanced understanding of the market sentiment derived from public opinion on platforms like Twitter.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.008
metaresearch head score (Gemma)0.004
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.929
Threshold uncertainty score0.520

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0080.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.092
GPT teacher head0.399
Teacher spread0.307 · 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