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Stock Price Prediction Using Sentiment and Technical Analysis

2024· article· en· W4410087326 on OpenAlexaff
Huaqi Gao, George Georgopoulos

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsYork University
Fundersnot available
KeywordsSentiment analysisStock (firearms)Computer scienceStock priceEconometricsArtificial intelligenceEconomicsEngineeringSeries (stratigraphy)

Abstract

fetched live from OpenAlex

With the rapid advancement of the economy, the stock market has garnered extensive attention in both business and academic fields. Due to the dynamic, unstable, information-sensitive nature of the stock market, obtaining an accurate stock price prediction is extremely challenging. This study explores the integration of sentiment data from financial news headlines with historical stock data to predict stock prices. This research gathers historical price and trading volume data for the S&P 500 index, sourced from Yahoo Finance, along with 106,494 financial news titles obtained from Reuter. This dataset encompasses the period around the 2008 financial crisis from Oct 20, 2006, to Nov 19, 2013. Empirical implementation of the proposed methodology reveals the substantial value of incorporating sentiment and historical information to enhance the accuracy of stock price prediction.

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 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)0.006
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation 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: none
Teacher disagreement score0.869
Threshold uncertainty score0.943

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0060.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.003
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

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 head0.146
GPT teacher head0.450
Teacher spread0.304 · 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 teacher head, 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

Citations0
Published2024
Admission routes1
Has abstractyes

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