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A Model of Integrating Bert and BiGRU+ Attention Dual-channel Mechanism for Investor Sentiment Analysis of Stock Price Forecast
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Authors/contributors
- Ma, Huawei (Author)
- Ma, Jixin (Author)
- Liang, Shengbin (Author)
- Du, Wencai (Author)
Title
A Model of Integrating Bert and BiGRU+ Attention Dual-channel Mechanism for Investor Sentiment Analysis of Stock Price Forecast
Abstract
Investor sentiment and emotions have a strong impact on financial markets. In recent years there has been increasing interest in analyzing the sentiment of investors for stock price prediction using machine learning. Existing prediction models mostly depend on the analysis of trading data and company profit. few prediction theories have been built based on individual investors' sentiments. The fundamental reason is the difficulty to measure individual investors' sentiment.
Date
2022-12
Proceedings Title
2022 IEEE/ACIS 23rd International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD)
Conference Name
2022 IEEE/ACIS 23rd International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD)
Pages
126-131
DOI
10.1109/SNPD54884.2022.10051779
Accessed
1/14/24, 3:26 PM
Library Catalog
IEEE Xplore
Extra
ISSN: 2693-8421
Citation
Ma, H., Ma, J., Liang, S., & Du, W. (2022). A Model of Integrating Bert and BiGRU+ Attention Dual-channel Mechanism for Investor Sentiment Analysis of Stock Price Forecast. 2022 IEEE/ACIS 23rd International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD), 126–131. https://doi.org/10.1109/SNPD54884.2022.10051779
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